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Trade: ONE/USDT/720/JMA/PSAR/3023

Strategy
ONE/USDT/720/JMA/PSAR/3023
Pair
ONE_USDT
Interval
12h
Score
353768
Daily Profit
0.208822
Profit Factor
1.316168
Profitability
49.758454
Streak
7.359287
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:37
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484989.8466 606932.237 -121942.3904 -101232.2591 -42136.3005 -59095.9586
Total P&L (%) 484.9898 606.9322 -121.9424 -101.2323 -42.1363 -59.096
Avg Daily Profit (%) 0.2088 0.2613 -0.0525 0 -0.0236 -0.0385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156143 -141149 -261580 -115687 -54043 -85616
Profit Factor 1.3162 1.8306 0.8482 0.6395 0.7001 0.5787
Total Trades 207 103 104 207 103 104
Winning Trades 103 45 58 107 56 51
Losing Trades 104 58 46 100 47 53
Profitability (%) 49.7585 43.6893 55.7692 51.6908 54.3689 49.0385
Ratio Avg Win / Avg Loss 1.3289 2.3595 0.6727 0.5976 0.5876 0.6014
Largest Winning Trade 411361 411361 59482 21443 21443 19180
Largest Losing Trade -105561 -52644 -105561 -32765 -26935 -32765
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 23 21 25 22 24 19
Avg Bars in Losers 19 21 17 21 18 23
Bars Traded 4484 2227 2257 4484 2227 2257
Profit Streak 7.3593 0 24.3593 0 20.8593 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353768 344848 -579000 -579197 -579661 -581151
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759999042399,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            484989.8465630709,
            606932.2370111977,
            -121942.3904481267,
            -101232.2590974642,
            -42136.3005031812,
            -59095.9585942831
        ],
        [
            484.989847,
            606.932237,
            -121.94239,
            -101.232259,
            -42.136301,
            -59.095959
        ],
        [
            0.208822,
            0.261327,
            -0.052505,
            0,
            -0.023553,
            -0.038483
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156143,
            -141149,
            -261580,
            -115687,
            -54043,
            -85616
        ],
        [
            1.316168,
            1.830632,
            0.848194,
            0.639452,
            0.700103,
            0.5787
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            103,
            45,
            58,
            107,
            56,
            51
        ],
        [
            104,
            58,
            46,
            100,
            47,
            53
        ],
        [
            49.758454,
            43.68932,
            55.769231,
            51.690821,
            54.368932,
            49.038462
        ],
        [
            1.328946,
            2.359482,
            0.672706,
            0.597618,
            0.587587,
            0.601394
        ],
        [
            411361,
            411361,
            59482,
            21443,
            21443,
            19180
        ],
        [
            -105561,
            -52644,
            -105561,
            -32765,
            -26935,
            -32765
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            23,
            21,
            25,
            22,
            24,
            19
        ],
        [
            19,
            21,
            17,
            21,
            18,
            23
        ],
        [
            4484,
            2227,
            2257,
            4484,
            2227,
            2257
        ],
        [
            7.359287,
            0,
            24.359287,
            0,
            20.859287,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353768,
            344848,
            -579000,
            -579197,
            -579661,
            -581151
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759999042399,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)