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Trade: ONE/USDT/120/MIDPOINT/JMA/9543

Strategy
ONE/USDT/120/MIDPOINT/JMA/9543
Pair
ONE_USDT
Interval
2h
Score
519193
Daily Profit
0.411862
Profit Factor
1.560019
Profitability
50.453172
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 18:32
Expiration Time
2025-12-23 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 858044.3088 725961.7816 132082.5272 3387485.7049 5684243.4625 -2296757.7577
Total P&L (%) 858.0443 725.9618 132.0825 3387.4857 5684.2435 -2296.7578
Avg Daily Profit (%) 0.4119 0.3485 0.0634 0.1706 0.195 0
Buy And Hold Return (%) 33.2349 33.2349 33.2349 33.2349 33.2349 33.2349
Max Trade Drawdown -128851 -113303 -127482 -18693789 -12066893 -10076800
Profit Factor 1.56 1.9501 1.172 1.0358 1.1204 0.9515
Total Trades 331 165 166 331 165 166
Winning Trades 167 84 83 167 84 83
Losing Trades 164 81 83 164 81 83
Profitability (%) 50.4532 50.9091 50 50.4532 50.9091 50
Ratio Avg Win / Avg Loss 1.532 1.8804 1.172 1.0172 1.0804 0.9515
Largest Winning Trade 105498 105498 61371 7453114 7453114 3973925
Largest Losing Trade -47086 -40363 -47086 -3303985 -3303985 -3244281
Avg Bars in Trades 74 66 82 74 66 82
Avg Bars in Winners 84 63 106 84 63 106
Avg Bars in Losers 63 68 58 63 68 58
Bars Traded 24641 10934 13707 24641 10934 13707
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 519193 483738 -141562 -171556 -79615 -580463
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579953600000,
    "first_datapoint_time": 1581112800000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760023925772,
    "expiration_time": 1766498400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 162,
            "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": [
        [
            858044.308789146,
            725961.7815768726,
            132082.5272122742,
            3387485.7048512925,
            5684243.462541139,
            -2296757.757689842
        ],
        [
            858.044309,
            725.961782,
            132.082527,
            3387.485705,
            5684.243463,
            -2296.757758
        ],
        [
            0.411862,
            0.348462,
            0.0634,
            0.17063,
            0.194961,
            0
        ],
        [
            33.23486,
            33.23486,
            33.23486,
            33.23486,
            33.23486,
            33.23486
        ],
        [
            -128851,
            -113303,
            -127482,
            -18693789,
            -12066893,
            -10076800
        ],
        [
            1.560019,
            1.950062,
            1.171972,
            1.035813,
            1.120446,
            0.951539
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            164,
            81,
            83,
            164,
            81,
            83
        ],
        [
            50.453172,
            50.909091,
            50,
            50.453172,
            50.909091,
            50
        ],
        [
            1.531995,
            1.880417,
            1.171972,
            1.017206,
            1.08043,
            0.951539
        ],
        [
            105498,
            105498,
            61371,
            7453114,
            7453114,
            3973925
        ],
        [
            -47086,
            -40363,
            -47086,
            -3303985,
            -3303985,
            -3244281
        ],
        [
            74,
            66,
            82,
            74,
            66,
            82
        ],
        [
            84,
            63,
            106,
            84,
            63,
            106
        ],
        [
            63,
            68,
            58,
            63,
            68,
            58
        ],
        [
            24641,
            10934,
            13707,
            24641,
            10934,
            13707
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519193,
            483738,
            -141562,
            -171556,
            -79615,
            -580463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579953600000,
    "first_datapoint_time": 1581112800000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760023925772,
    "expiration_time": 1766498400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 162,
            "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)