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Trade: AR/USDT/720/SUPERTREND/JMA/5674

Strategy
AR/USDT/720/SUPERTREND/JMA/5674
Pair
AR_USDT
Interval
12h
Score
427490
Daily Profit
0.189797
Profit Factor
1.615503
Profitability
57.657658
Streak
67.041307
Best Strategy
Training Data Length
1594.500000
Evaluation Time
2025-09-28 03:59
Expiration Time
2025-11-11 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347161.7886 302630.6741 44531.1146 -84050.672 517320.2394 -601370.9114
Total P&L (%) 347.1618 302.6307 44.5311 -84.0507 517.3202 -601.3709
Avg Daily Profit (%) 0.2177 0.1898 0.0279 -0.1151 0.1142 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154238 -87925 -172472 -696903 -213121 -783854
Profit Factor 1.2885 1.6155 1.0626 0.9612 1.8312 0.6098
Total Trades 222 111 111 222 111 111
Winning Trades 127 64 63 127 64 63
Losing Trades 95 47 48 95 47 48
Profitability (%) 57.2072 57.6577 56.7568 57.2072 57.6577 56.7568
Ratio Avg Win / Avg Loss 0.9638 1.1864 0.8096 0.719 1.3448 0.4646
Largest Winning Trade 61149 61149 44819 89105 89105 80364
Largest Losing Trade -96709 -38084 -96709 -511161 -120836 -511161
Avg Bars in Trades 13 11 15 13 11 15
Avg Bars in Winners 12 10 13 12 10 13
Avg Bars in Losers 15 12 18 15 12 18
Bars Traded 3018 1248 1770 3018 1248 1770
Profit Streak 20.0413 67.0413 20.0413 20.0413 67.0413 20.0413
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344079 427490 -309299 -577339 -35337 -579327
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627473600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021168945,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 212,
            "offset": 0,
            "multiplier": 1.38882
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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": [
        [
            347161.7886396504,
            302630.6740614426,
            44531.1145782078,
            -84050.6720063503,
            517320.239382971,
            -601370.9113893211
        ],
        [
            347.161789,
            302.630674,
            44.531115,
            -84.050672,
            517.320239,
            -601.370911
        ],
        [
            0.217725,
            0.189797,
            0.027928,
            -0.115064,
            0.114221,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154238,
            -87925,
            -172472,
            -696903,
            -213121,
            -783854
        ],
        [
            1.288502,
            1.615503,
            1.062575,
            0.961155,
            1.83123,
            0.609849
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            57.207207,
            57.657658,
            56.756757,
            57.207207,
            57.657658,
            56.756757
        ],
        [
            0.96384,
            1.186385,
            0.809581,
            0.718974,
            1.34481,
            0.464647
        ],
        [
            61149,
            61149,
            44819,
            89105,
            89105,
            80364
        ],
        [
            -96709,
            -38084,
            -96709,
            -511161,
            -120836,
            -511161
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            12,
            10,
            13,
            12,
            10,
            13
        ],
        [
            15,
            12,
            18,
            15,
            12,
            18
        ],
        [
            3018,
            1248,
            1770,
            3018,
            1248,
            1770
        ],
        [
            20.041307,
            67.041307,
            20.041307,
            20.041307,
            67.041307,
            20.041307
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344079,
            427490,
            -309299,
            -577339,
            -35337,
            -579327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627473600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021168945,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 212,
            "offset": 0,
            "multiplier": 1.38882
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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)