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Trade: AR/USDT/720/HILO/JMA/2073

Strategy
AR/USDT/720/HILO/JMA/2073
Pair
AR_USDT
Interval
12h
Score
432368
Daily Profit
0.280621
Profit Factor
1.503409
Profitability
52.054795
Streak
63.685209
Best Strategy
Training Data Length
1594.500000
Evaluation Time
2025-09-27 19:26
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 447450.4483 438276.3561 9174.0921 -54259.6576 106780.0492 -161039.7067
Total P&L (%) 447.4504 438.2764 9.1741 -54.2597 106.78 -161.0397
Avg Daily Profit (%) 0.2806 0.2749 0.0058 -0.049 0.0456 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227554 -174358 -116740 -821314 -587022 -390992
Profit Factor 1.5034 1.9074 1.0226 0.9713 1.103 0.8107
Total Trades 146 73 73 146 73 73
Winning Trades 76 33 43 76 33 43
Losing Trades 70 40 30 70 40 30
Profitability (%) 52.0548 45.2055 58.9041 52.0548 45.2055 58.9041
Ratio Avg Win / Avg Loss 1.3847 2.312 0.7134 0.8946 1.337 0.5656
Largest Winning Trade 309177 309177 36445 349513 349513 180107
Largest Losing Trade -75661 -59728 -75661 -377281 -377281 -272622
Avg Bars in Trades 21 25 16 21 25 16
Avg Bars in Winners 22 31 16 22 31 16
Avg Bars in Losers 19 21 17 19 21 17
Bars Traded 3101 1889 1212 3101 1889 1212
Profit Streak 63.6852 65.1852 63.6852 63.6852 65.1852 63.6852
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432368 -60690 -617515 -578404 -311854 -650053
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": 1624147200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990402074,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "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": [
        [
            447450.4482848995,
            438276.3561455652,
            9174.0921393346,
            -54259.65755813,
            106780.0491579576,
            -161039.7067160872
        ],
        [
            447.450448,
            438.276356,
            9.174092,
            -54.259658,
            106.780049,
            -161.039707
        ],
        [
            0.280621,
            0.274868,
            0.005754,
            -0.049043,
            0.045572,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227554,
            -174358,
            -116740,
            -821314,
            -587022,
            -390992
        ],
        [
            1.503409,
            1.907392,
            1.022605,
            0.971255,
            1.10299,
            0.810722
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            70,
            40,
            30,
            70,
            40,
            30
        ],
        [
            52.054795,
            45.205479,
            58.90411,
            52.054795,
            45.205479,
            58.90411
        ],
        [
            1.384718,
            2.311991,
            0.713446,
            0.894577,
            1.336957,
            0.56562
        ],
        [
            309177,
            309177,
            36445,
            349513,
            349513,
            180107
        ],
        [
            -75661,
            -59728,
            -75661,
            -377281,
            -377281,
            -272622
        ],
        [
            21,
            25,
            16,
            21,
            25,
            16
        ],
        [
            22,
            31,
            16,
            22,
            31,
            16
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            3101,
            1889,
            1212,
            3101,
            1889,
            1212
        ],
        [
            63.685209,
            65.185209,
            63.685209,
            63.685209,
            65.185209,
            63.685209
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432368,
            -60690,
            -617515,
            -578404,
            -311854,
            -650053
        ]
    ]
}
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": 1624147200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990402074,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 74,
            "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)