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Trade: AR/USDT/720/T3/JMA/3161

Strategy
AR/USDT/720/T3/JMA/3161
Pair
AR_USDT
Interval
12h
Score
349378
Daily Profit
0.354992
Profit Factor
1.670500
Profitability
41.284404
Streak
0.000000
Best Strategy
Training Data Length
1602.500000
Evaluation Time
2025-10-02 18:00
Expiration Time
2025-11-19 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568874.2235 545511.0724 23363.1511 -31794.3186 59984.1764 -91778.495
Total P&L (%) 568.8742 545.5111 23.3632 -31.7943 59.9842 -91.7785
Avg Daily Profit (%) 0.355 0.3404 0.0146 -0.0239 0.0293 -0.1558
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130401 -116823 -94166 -204315 -120744 -142492
Profit Factor 1.6705 2.0927 1.0669 0.9549 1.1554 0.7129
Total Trades 109 55 54 109 55 54
Winning Trades 45 18 27 45 18 27
Losing Trades 64 37 27 64 37 27
Profitability (%) 41.2844 32.7273 50 41.2844 32.7273 50
Ratio Avg Win / Avg Loss 2.3758 4.3017 1.0669 1.3581 2.375 0.7129
Largest Winning Trade 418977 418977 57517 187842 187842 40433
Largest Losing Trade -45689 -40505 -45689 -59512 -44851 -59512
Avg Bars in Trades 28 29 28 28 29 28
Avg Bars in Winners 41 47 37 41 47 37
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 3138 1622 1516 3138 1622 1516
Profit Streak 0 0 53.1254 0 0 53.1254
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349378 -173555 -504165 -581933 -389599 -759992
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3205,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622030400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417233326,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 22,
            "offset": 0,
            "a": 0.70599
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 25,
            "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": [
        [
            568874.2234946456,
            545511.0724254949,
            23363.1510691504,
            -31794.3186004042,
            59984.1763703274,
            -91778.4949707317
        ],
        [
            568.874223,
            545.511072,
            23.363151,
            -31.794319,
            59.984176,
            -91.778495
        ],
        [
            0.354992,
            0.340413,
            0.014579,
            -0.023875,
            0.029328,
            -0.155786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130401,
            -116823,
            -94166,
            -204315,
            -120744,
            -142492
        ],
        [
            1.6705,
            2.092739,
            1.066901,
            0.954945,
            1.155417,
            0.712945
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            41.284404,
            32.727273,
            50,
            41.284404,
            32.727273,
            50
        ],
        [
            2.375823,
            4.301741,
            1.066901,
            1.358144,
            2.375025,
            0.712945
        ],
        [
            418977,
            418977,
            57517,
            187842,
            187842,
            40433
        ],
        [
            -45689,
            -40505,
            -45689,
            -59512,
            -44851,
            -59512
        ],
        [
            28,
            29,
            28,
            28,
            29,
            28
        ],
        [
            41,
            47,
            37,
            41,
            47,
            37
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            3138,
            1622,
            1516,
            3138,
            1622,
            1516
        ],
        [
            0,
            0,
            53.125386,
            0,
            0,
            53.125386
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349378,
            -173555,
            -504165,
            -581933,
            -389599,
            -759992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3205,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622030400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417233326,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 22,
            "offset": 0,
            "a": 0.70599
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 25,
            "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)