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Trade: OP/USDT/15/JMA/WMA/5554

Strategy
OP/USDT/15/JMA/WMA/5554
Pair
OP_USDT
Interval
15m
Score
403038
Daily Profit
0.461372
Profit Factor
1.306419
Profitability
54.017857
Streak
4.207244
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 23:58
Expiration Time
2025-12-20 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120150.5527 37370.193 82780.3597 135780.5559 41417.273 94363.2829
Total P&L (%) 120.1506 37.3702 82.7804 135.7806 41.4173 94.3633
Avg Daily Profit (%) 0.4614 0.1435 0.3179 0.3299 0.1332 0.2555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62590 -39668 -33748 -142786 -93147 -73819
Profit Factor 1.3064 1.1814 1.4448 1.167 1.0993 1.2384
Total Trades 224 112 112 224 112 112
Winning Trades 121 62 59 121 62 59
Losing Trades 103 50 53 103 50 53
Profitability (%) 54.0179 55.3571 52.6786 54.0179 55.3571 52.6786
Ratio Avg Win / Avg Loss 1.1121 0.9528 1.2978 0.9934 0.8865 1.1124
Largest Winning Trade 22129 16433 22129 32203 23079 32203
Largest Losing Trade -19880 -19880 -14845 -40746 -40746 -32361
Avg Bars in Trades 109 117 102 109 117 102
Avg Bars in Winners 114 117 111 114 117 111
Avg Bars in Losers 105 118 92 105 118 92
Bars Traded 24639 13172 11467 24639 13172 11467
Profit Streak 4.2072 11.8322 4.2072 4.2072 11.8322 4.2072
Trades During Streak 5 7 2 5 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403038 -25846 314206 -28559 -129642 249612
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737284400000,
    "first_datapoint_time": 1737486900000,
    "last_datapoint_time": 1759783500000,
    "evaluation_time": 1759784305883,
    "expiration_time": 1766263500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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": [
        [
            120150.5526641713,
            37370.1929783124,
            82780.3596858592,
            135780.5558877179,
            41417.2730025412,
            94363.2828851769
        ],
        [
            120.150553,
            37.370193,
            82.78036,
            135.780556,
            41.417273,
            94.363283
        ],
        [
            0.461372,
            0.1435,
            0.317873,
            0.329908,
            0.13316,
            0.255513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62590,
            -39668,
            -33748,
            -142786,
            -93147,
            -73819
        ],
        [
            1.306419,
            1.181415,
            1.44477,
            1.166987,
            1.099261,
            1.238373
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            121,
            62,
            59,
            121,
            62,
            59
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            54.017857,
            55.357143,
            52.678571,
            54.017857,
            55.357143,
            52.678571
        ],
        [
            1.112076,
            0.952754,
            1.297844,
            0.993386,
            0.886501,
            1.112437
        ],
        [
            22129,
            16433,
            22129,
            32203,
            23079,
            32203
        ],
        [
            -19880,
            -19880,
            -14845,
            -40746,
            -40746,
            -32361
        ],
        [
            109,
            117,
            102,
            109,
            117,
            102
        ],
        [
            114,
            117,
            111,
            114,
            117,
            111
        ],
        [
            105,
            118,
            92,
            105,
            118,
            92
        ],
        [
            24639,
            13172,
            11467,
            24639,
            13172,
            11467
        ],
        [
            4.207244,
            11.832244,
            4.207244,
            4.207244,
            11.832244,
            4.207244
        ],
        [
            5,
            7,
            2,
            5,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403038,
            -25846,
            314206,
            -28559,
            -129642,
            249612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737284400000,
    "first_datapoint_time": 1737486900000,
    "last_datapoint_time": 1759783500000,
    "evaluation_time": 1759784305883,
    "expiration_time": 1766263500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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)