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Trade: AR/USDT/120/SWMA/JMA/5365

Strategy
AR/USDT/120/SWMA/JMA/5365
Pair
AR_USDT
Interval
2h
Score
341120
Daily Profit
0.403429
Profit Factor
1.982772
Profitability
38.834951
Streak
0.000000
Best Strategy
Training Data Length
1610.500000
Evaluation Time
2025-10-11 06:40
Expiration Time
2025-12-08 03:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649722.135 571271.5289 78450.6061 148609.1754 568242.3103 -419633.1349
Total P&L (%) 649.7221 571.2715 78.4506 148.6092 568.2423 -419.6331
Avg Daily Profit (%) 0.4034 0.3547 0.0487 0.0566 0.118 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127433 -128542 -125138 -1041347 -765153 -998832
Profit Factor 1.9828 2.4882 1.283 1.0425 1.3206 0.7571
Total Trades 103 52 51 103 52 51
Winning Trades 40 16 24 40 16 24
Losing Trades 63 36 27 63 36 27
Profitability (%) 38.835 30.7692 47.0588 38.835 30.7692 47.0588
Ratio Avg Win / Avg Loss 3.1229 5.5984 1.4433 1.6419 2.9714 0.8518
Largest Winning Trade 426982 426982 70194 947782 947782 201800
Largest Losing Trade -30294 -26209 -30294 -371090 -194877 -371090
Avg Bars in Trades 184 162 207 184 162 207
Avg Bars in Winners 315 308 320 315 308 320
Avg Bars in Losers 101 98 106 101 98 106
Bars Traded 19042 8465 10577 19042 8465 10577
Profit Streak 0 0 31.9865 0 0 31.9865
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341120 -173709 -308535 -294165 -221529 -761436
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19326,
    "evaluation_days": 1610.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622541600000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760154030119,
    "expiration_time": 1765157299200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 216,
            "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": [
        [
            649722.1349678343,
            571271.5288922093,
            78450.6060756244,
            148609.1753541242,
            568242.310262155,
            -419633.1349080317
        ],
        [
            649.722135,
            571.271529,
            78.450606,
            148.609175,
            568.24231,
            -419.633135
        ],
        [
            0.403429,
            0.354717,
            0.048712,
            0.056564,
            0.118013,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127433,
            -128542,
            -125138,
            -1041347,
            -765153,
            -998832
        ],
        [
            1.982772,
            2.488186,
            1.282969,
            1.04246,
            1.320637,
            0.757121
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            38.834951,
            30.769231,
            47.058824,
            38.834951,
            30.769231,
            47.058824
        ],
        [
            3.122866,
            5.598418,
            1.443341,
            1.641875,
            2.971434,
            0.851761
        ],
        [
            426982,
            426982,
            70194,
            947782,
            947782,
            201800
        ],
        [
            -30294,
            -26209,
            -30294,
            -371090,
            -194877,
            -371090
        ],
        [
            184,
            162,
            207,
            184,
            162,
            207
        ],
        [
            315,
            308,
            320,
            315,
            308,
            320
        ],
        [
            101,
            98,
            106,
            101,
            98,
            106
        ],
        [
            19042,
            8465,
            10577,
            19042,
            8465,
            10577
        ],
        [
            0,
            0,
            31.98646,
            0,
            0,
            31.98646
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341120,
            -173709,
            -308535,
            -294165,
            -221529,
            -761436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19326,
    "evaluation_days": 1610.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622541600000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760154030119,
    "expiration_time": 1765157299200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 216,
            "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)