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Trade: FIL/USDT/5/T3/JMA/1223

Strategy
FIL/USDT/5/T3/JMA/1223
Pair
FIL_USDT
Interval
5m
Score
368310
Daily Profit
0.591398
Profit Factor
1.977842
Profitability
41.666667
Streak
6.838281
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 09:02
Expiration Time
2025-12-27 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57366.8602 6027.6067 51339.2535 62470.2477 3656.2067 58814.041
Total P&L (%) 57.3669 6.0276 51.3393 62.4702 3.6562 58.814
Avg Daily Profit (%) 0.6608 0.0694 0.5914 0.5606 0.0414 0.5343
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39373 -16605 -25210 -54947 -23488 -34735
Profit Factor 1.5759 1.1279 1.9778 1.4818 1.0603 1.8525
Total Trades 95 47 48 95 47 48
Winning Trades 37 17 20 37 17 20
Losing Trades 58 30 28 58 30 28
Profitability (%) 38.9474 36.1702 41.6667 38.9474 36.1702 41.6667
Ratio Avg Win / Avg Loss 2.4703 1.9905 2.769 2.3228 1.8711 2.5935
Largest Winning Trade 31350 13696 31350 38778 15902 38778
Largest Losing Trade -6429 -6429 -4956 -8985 -8985 -7287
Avg Bars in Trades 257 265 249 257 265 249
Avg Bars in Winners 433 454 415 433 454 415
Avg Bars in Losers 144 158 130 144 158 130
Bars Traded 24442 12489 11953 24442 12489 11953
Profit Streak 2.5362 0 6.8383 2.5362 0 6.8383
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 216892 -351924 368310 177612 -463786 349964
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752835500000,
    "first_datapoint_time": 1752909600000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760335327515,
    "expiration_time": 1766815200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 248,
            "offset": 0,
            "a": 0.66414
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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": [
        [
            57366.8602318855,
            6027.6067206909,
            51339.2535111947,
            62470.247686139,
            3656.206683556,
            58814.0410025829
        ],
        [
            57.36686,
            6.027607,
            51.339254,
            62.470248,
            3.656207,
            58.814041
        ],
        [
            0.660832,
            0.069434,
            0.591398,
            0.560631,
            0.041374,
            0.534268
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39373,
            -16605,
            -25210,
            -54947,
            -23488,
            -34735
        ],
        [
            1.575897,
            1.127946,
            1.977842,
            1.481813,
            1.060266,
            1.852516
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            38.947368,
            36.170213,
            41.666667,
            38.947368,
            36.170213,
            41.666667
        ],
        [
            2.470326,
            1.990494,
            2.768979,
            2.322842,
            1.871058,
            2.593522
        ],
        [
            31350,
            13696,
            31350,
            38778,
            15902,
            38778
        ],
        [
            -6429,
            -6429,
            -4956,
            -8985,
            -8985,
            -7287
        ],
        [
            257,
            265,
            249,
            257,
            265,
            249
        ],
        [
            433,
            454,
            415,
            433,
            454,
            415
        ],
        [
            144,
            158,
            130,
            144,
            158,
            130
        ],
        [
            24442,
            12489,
            11953,
            24442,
            12489,
            11953
        ],
        [
            2.536198,
            0,
            6.838281,
            2.536198,
            0,
            6.838281
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            216892,
            -351924,
            368310,
            177612,
            -463786,
            349964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752835500000,
    "first_datapoint_time": 1752909600000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760335327515,
    "expiration_time": 1766815200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 248,
            "offset": 0,
            "a": 0.66414
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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)