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Trade: AR/USDT/720/MIDPRICE/JMA/3832

Strategy
AR/USDT/720/MIDPRICE/JMA/3832
Pair
AR_USDT
Interval
12h
Score
315252
Daily Profit
0.162726
Profit Factor
1.670403
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1606.500000
Evaluation Time
2025-10-06 21:31
Expiration Time
2025-11-23 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 185928.9125 261418.7188 -75489.8064 -88699.9344 277289.2812 -365989.2155
Total P&L (%) 185.9289 261.4187 -75.4898 -88.6999 277.2893 -365.9892
Avg Daily Profit (%) 0.1157 0.1627 -0.047 -0.1356 0.0827 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193180 -130453 -112398 -546913 -174090 -400600
Profit Factor 1.2249 1.6704 0.8272 0.8983 1.8393 0.324
Total Trades 93 47 46 93 47 46
Winning Trades 43 21 22 43 21 22
Losing Trades 50 26 24 50 26 24
Profitability (%) 46.2366 44.6809 47.8261 46.2366 44.6809 47.8261
Ratio Avg Win / Avg Loss 1.4243 2.0681 0.9024 1.0445 2.2772 0.3534
Largest Winning Trade 207715 207715 71473 220802 220802 29695
Largest Losing Trade -72053 -42213 -72053 -222837 -107804 -222837
Avg Bars in Trades 32 23 41 32 23 41
Avg Bars in Winners 40 29 51 40 29 51
Avg Bars in Losers 25 18 33 25 18 33
Bars Traded 3024 1110 1915 3024 1110 1915
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 -40083 315252 -581549 -580326 -80773 -581549
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3213,
    "evaluation_days": 1606.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623326400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759775512173,
    "expiration_time": 1763916048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 49,
            "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": [
        [
            185928.9124677639,
            261418.7188295579,
            -75489.8063617939,
            -88699.9343548674,
            277289.2811647173,
            -365989.2155195845
        ],
        [
            185.928912,
            261.418719,
            -75.489806,
            -88.699934,
            277.289281,
            -365.989216
        ],
        [
            0.115735,
            0.162726,
            -0.04699,
            -0.135629,
            0.082689,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193180,
            -130453,
            -112398,
            -546913,
            -174090,
            -400600
        ],
        [
            1.224885,
            1.670403,
            0.827188,
            0.89825,
            1.839299,
            0.323951
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            46.236559,
            44.680851,
            47.826087,
            46.236559,
            44.680851,
            47.826087
        ],
        [
            1.424285,
            2.068118,
            0.902387,
            1.044477,
            2.277227,
            0.353401
        ],
        [
            207715,
            207715,
            71473,
            220802,
            220802,
            29695
        ],
        [
            -72053,
            -42213,
            -72053,
            -222837,
            -107804,
            -222837
        ],
        [
            32,
            23,
            41,
            32,
            23,
            41
        ],
        [
            40,
            29,
            51,
            40,
            29,
            51
        ],
        [
            25,
            18,
            33,
            25,
            18,
            33
        ],
        [
            3024,
            1110,
            1915,
            3024,
            1110,
            1915
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40083,
            315252,
            -581549,
            -580326,
            -80773,
            -581549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3213,
    "evaluation_days": 1606.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623326400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759775512173,
    "expiration_time": 1763916048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 49,
            "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)