← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: AR/USDT/720/DCM/JMA/3327

Strategy
AR/USDT/720/DCM/JMA/3327
Pair
AR_USDT
Interval
12h
Score
347921
Daily Profit
0.200765
Profit Factor
1.372583
Profitability
57.024793
Streak
0.000000
Best Strategy
Training Data Length
1601.000000
Evaluation Time
2025-10-01 15:07
Expiration Time
2025-11-18 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321425.0921 273902.9587 47522.1334 -46129.4474 326026.7169 -372156.1643
Total P&L (%) 321.4251 273.903 47.5221 -46.1294 326.0267 -372.1562
Avg Daily Profit (%) 0.2008 0.1711 0.0297 -0.0386 0.0906 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127009 -87843 -123124 -537238 -134920 -644901
Profit Factor 1.3726 1.7316 1.0973 0.9745 1.5376 0.6899
Total Trades 121 61 60 121 61 60
Winning Trades 69 35 34 69 35 34
Losing Trades 52 26 26 52 26 26
Profitability (%) 57.0248 57.377 56.6667 57.0248 57.377 56.6667
Ratio Avg Win / Avg Loss 1.0344 1.2864 0.8391 0.7344 1.1422 0.5276
Largest Winning Trade 113133 113133 47722 170271 152307 170271
Largest Losing Trade -83989 -37158 -83989 -496467 -73041 -496467
Avg Bars in Trades 24 16 33 24 16 33
Avg Bars in Winners 24 13 35 24 13 35
Avg Bars in Losers 25 20 30 25 20 30
Bars Traded 3014 1012 2002 3014 1012 2002
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 347921 -150901 -438242 -579268 -230959 -749094
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3202,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623888000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759320474146,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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": [
        [
            321425.0921293235,
            273902.958726596,
            47522.1334027277,
            -46129.4473788679,
            326026.7169095574,
            -372156.1642884253
        ],
        [
            321.425092,
            273.902959,
            47.522133,
            -46.129447,
            326.026717,
            -372.156164
        ],
        [
            0.200765,
            0.171082,
            0.029683,
            -0.03863,
            0.090568,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127009,
            -87843,
            -123124,
            -537238,
            -134920,
            -644901
        ],
        [
            1.372583,
            1.731628,
            1.097318,
            0.974467,
            1.537593,
            0.689914
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            57.024793,
            57.377049,
            56.666667,
            57.024793,
            57.377049,
            56.666667
        ],
        [
            1.03441,
            1.286352,
            0.839125,
            0.734381,
            1.142212,
            0.527581
        ],
        [
            113133,
            113133,
            47722,
            170271,
            152307,
            170271
        ],
        [
            -83989,
            -37158,
            -83989,
            -496467,
            -73041,
            -496467
        ],
        [
            24,
            16,
            33,
            24,
            16,
            33
        ],
        [
            24,
            13,
            35,
            24,
            13,
            35
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            3014,
            1012,
            2002,
            3014,
            1012,
            2002
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347921,
            -150901,
            -438242,
            -579268,
            -230959,
            -749094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3202,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623888000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759320474146,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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)