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Trade: AR/USDT/120/JMA/PSAR/5324

Strategy
AR/USDT/120/JMA/PSAR/5324
Pair
AR_USDT
Interval
2h
Score
433360
Daily Profit
0.344736
Profit Factor
1.539554
Profitability
46.850394
Streak
0.000000
Best Strategy
Training Data Length
1598.170000
Evaluation Time
2025-09-28 22:53
Expiration Time
2025-11-25 08:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550946.6343 499008.2879 51938.3463 33314.887 238444.5136 -205129.6266
Total P&L (%) 550.9466 499.0083 51.9383 33.3149 238.4445 -205.1296
Avg Daily Profit (%) 0.3447 0.3122 0.0325 0.018 0.0763 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165392 -127596 -105509 -968455 -642131 -393304
Profit Factor 1.5396 1.9484 1.1049 1.0139 1.194 0.8237
Total Trades 254 127 127 254 127 127
Winning Trades 119 59 60 119 59 60
Losing Trades 135 68 67 135 68 67
Profitability (%) 46.8504 46.4567 47.2441 46.8504 46.4567 47.2441
Ratio Avg Win / Avg Loss 1.7466 2.2456 1.2338 1.1503 1.3761 0.9197
Largest Winning Trade 374489 374489 48999 738780 738780 165713
Largest Losing Trade -25145 -23864 -25145 -152457 -152457 -110181
Avg Bars in Trades 73 63 84 73 63 84
Avg Bars in Winners 104 88 120 104 88 120
Avg Bars in Losers 46 40 51 46 40 51
Bars Traded 18695 8014 10681 18695 8014 10681
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 433360 384692 -257063 -376736 -99787 -582066
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19178,
    "evaluation_days": 1598.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623204000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759089183068,
    "expiration_time": 1764053337600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 75,
            "offset": 233
        }
    },
    "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": [
        [
            550946.6342605447,
            499008.2879458311,
            51938.3463147133,
            33314.8869878471,
            238444.5136114452,
            -205129.6266235979
        ],
        [
            550.946634,
            499.008288,
            51.938346,
            33.314887,
            238.444514,
            -205.129627
        ],
        [
            0.344736,
            0.312237,
            0.032499,
            0.017994,
            0.076316,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165392,
            -127596,
            -105509,
            -968455,
            -642131,
            -393304
        ],
        [
            1.539554,
            1.948381,
            1.104937,
            1.013925,
            1.193988,
            0.823654
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            46.850394,
            46.456693,
            47.244094,
            46.850394,
            46.456693,
            47.244094
        ],
        [
            1.746552,
            2.245592,
            1.233847,
            1.150251,
            1.376122,
            0.919747
        ],
        [
            374489,
            374489,
            48999,
            738780,
            738780,
            165713
        ],
        [
            -25145,
            -23864,
            -25145,
            -152457,
            -152457,
            -110181
        ],
        [
            73,
            63,
            84,
            73,
            63,
            84
        ],
        [
            104,
            88,
            120,
            104,
            88,
            120
        ],
        [
            46,
            40,
            51,
            46,
            40,
            51
        ],
        [
            18695,
            8014,
            10681,
            18695,
            8014,
            10681
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433360,
            384692,
            -257063,
            -376736,
            -99787,
            -582066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19178,
    "evaluation_days": 1598.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623204000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759089183068,
    "expiration_time": 1764053337600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 75,
            "offset": 233
        }
    },
    "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)