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Trade: ONE/USDT/480/MIDPRICE/JMA/2695

Strategy
ONE/USDT/480/MIDPRICE/JMA/2695
Pair
ONE_USDT
Interval
8h
Score
597841
Daily Profit
0.328342
Profit Factor
3.793099
Profitability
50.000000
Streak
50.902712
Best Strategy
Training Data Length
2318.330000
Evaluation Time
2025-10-05 08:39
Expiration Time
2025-12-13 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905192.0094 761205.8762 143986.1332 2945815.4551 30457314.6638 -27511499.2087
Total P&L (%) 905.192 761.2059 143.9861 2945.8155 30457.3147 -27511.4992
Avg Daily Profit (%) 0.3905 0.3283 0.0621 0.1475 0.2471 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175008 -135487 -99257 -49781131 -10944004 -42470309
Profit Factor 2.5522 3.7931 1.4635 1.04 2.8106 0.5166
Total Trades 71 36 35 71 36 35
Winning Trades 39 18 21 39 18 21
Losing Trades 32 18 14 32 18 14
Profitability (%) 54.9296 50 60 54.9296 50 60
Ratio Avg Win / Avg Loss 2.0941 3.7931 0.9757 0.8533 2.8106 0.3444
Largest Winning Trade 187361 187361 74169 24676099 24676099 7017439
Largest Losing Trade -78175 -42119 -78175 -26312952 -3094060 -26312952
Avg Bars in Trades 89 65 114 89 65 114
Avg Bars in Winners 107 66 143 107 66 143
Avg Bars in Losers 67 65 70 67 65 70
Bars Traded 6375 2371 4004 6375 2371 4004
Profit Streak 50.9027 50.9027 75.5694 50.9027 50.9027 75.5694
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74840 597841 -108734 -263378 517219 -578933
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6955,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563955200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759642794333,
    "expiration_time": 1765631520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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": [
        [
            905192.009363314,
            761205.8761640129,
            143986.1331993015,
            2945815.4550796803,
            30457314.663761426,
            -27511499.208681736
        ],
        [
            905.192009,
            761.205876,
            143.986133,
            2945.815455,
            30457.314664,
            -27511.499209
        ],
        [
            0.39045,
            0.328342,
            0.062108,
            0.147471,
            0.247129,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175008,
            -135487,
            -99257,
            -49781131,
            -10944004,
            -42470309
        ],
        [
            2.55215,
            3.793099,
            1.463492,
            1.039953,
            2.810588,
            0.516585
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            54.929577,
            50,
            60,
            54.929577,
            50,
            60
        ],
        [
            2.094072,
            3.793099,
            0.975661,
            0.853295,
            2.810588,
            0.34439
        ],
        [
            187361,
            187361,
            74169,
            24676099,
            24676099,
            7017439
        ],
        [
            -78175,
            -42119,
            -78175,
            -26312952,
            -3094060,
            -26312952
        ],
        [
            89,
            65,
            114,
            89,
            65,
            114
        ],
        [
            107,
            66,
            143,
            107,
            66,
            143
        ],
        [
            67,
            65,
            70,
            67,
            65,
            70
        ],
        [
            6375,
            2371,
            4004,
            6375,
            2371,
            4004
        ],
        [
            50.902712,
            50.902712,
            75.569379,
            50.902712,
            50.902712,
            75.569379
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74840,
            597841,
            -108734,
            -263378,
            517219,
            -578933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6955,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563955200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759642794333,
    "expiration_time": 1765631520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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)