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Trade: FIL/USDT/120/MIDPOINT/JMA/4151

Strategy
FIL/USDT/120/MIDPOINT/JMA/4151
Pair
FIL_USDT
Interval
2h
Score
413032
Daily Profit
0.390482
Profit Factor
1.838792
Profitability
42.338710
Streak
0.000000
Best Strategy
Training Data Length
1820.330000
Evaluation Time
2025-10-10 14:52
Expiration Time
2025-12-15 00:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 710805.8868 409871.7674 300934.1194 4141786.7275 -452641.749 4594428.4765
Total P&L (%) 710.8059 409.8718 300.9341 4141.7867 -452.6417 4594.4285
Avg Daily Profit (%) 0.3905 0.2252 0.1653 0.2061 0 0.2117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111405 -75939 -51603 -10054912 -6619991 -4045175
Profit Factor 1.8388 1.8847 1.7834 1.1242 0.9729 1.2763
Total Trades 248 124 124 248 124 124
Winning Trades 105 47 58 105 47 58
Losing Trades 143 77 66 143 77 66
Profitability (%) 42.3387 37.9032 46.7742 42.3387 37.9032 46.7742
Ratio Avg Win / Avg Loss 2.5043 3.0877 2.0294 1.531 1.594 1.4523
Largest Winning Trade 258707 258707 47520 3892828 3892828 3684602
Largest Losing Trade -28339 -17009 -28339 -2154531 -1515355 -2154531
Avg Bars in Trades 87 68 105 87 68 105
Avg Bars in Winners 132 99 160 132 99 160
Avg Bars in Losers 53 49 58 53 49 58
Bars Traded 21583 8447 13136 21583 8447 13136
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413032 233444 332191 -76433 -582929 237488
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21844,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760097178132,
    "expiration_time": 1765752364800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            710805.8867720433,
            409871.767382836,
            300934.1193892078,
            4141786.727541283,
            -452641.7489632085,
            4594428.476504489
        ],
        [
            710.805887,
            409.871767,
            300.934119,
            4141.786728,
            -452.641749,
            4594.428477
        ],
        [
            0.390482,
            0.225163,
            0.165318,
            0.206085,
            0,
            0.211667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111405,
            -75939,
            -51603,
            -10054912,
            -6619991,
            -4045175
        ],
        [
            1.838792,
            1.884677,
            1.783448,
            1.124159,
            0.972942,
            1.276278
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            105,
            47,
            58,
            105,
            47,
            58
        ],
        [
            143,
            77,
            66,
            143,
            77,
            66
        ],
        [
            42.33871,
            37.903226,
            46.774194,
            42.33871,
            37.903226,
            46.774194
        ],
        [
            2.50426,
            3.087663,
            2.029441,
            1.530998,
            1.59397,
            1.452316
        ],
        [
            258707,
            258707,
            47520,
            3892828,
            3892828,
            3684602
        ],
        [
            -28339,
            -17009,
            -28339,
            -2154531,
            -1515355,
            -2154531
        ],
        [
            87,
            68,
            105,
            87,
            68,
            105
        ],
        [
            132,
            99,
            160,
            132,
            99,
            160
        ],
        [
            53,
            49,
            58,
            53,
            49,
            58
        ],
        [
            21583,
            8447,
            13136,
            21583,
            8447,
            13136
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413032,
            233444,
            332191,
            -76433,
            -582929,
            237488
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21844,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760097178132,
    "expiration_time": 1765752364800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)