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Trade: ARB/USDT/480/JMA/PSAR/3457

Strategy
ARB/USDT/480/JMA/PSAR/3457
Pair
ARB_USDT
Interval
8h
Score
376126
Daily Profit
0.215161
Profit Factor
1.478073
Profitability
49.565217
Streak
0.000000
Best Strategy
Training Data Length
920.670000
Evaluation Time
2025-09-28 23:42
Expiration Time
2025-10-28 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198092.251 99821.6451 98270.606 223735.1779 105247.7452 118487.4327
Total P&L (%) 198.0923 99.8216 98.2706 223.7352 105.2477 118.4874
Avg Daily Profit (%) 0.2152 0.1084 0.1067 0.1277 0.0781 0.0849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75849 -88282 -39796 -211780 -260462 -124215
Profit Factor 1.4781 1.4223 1.5521 1.2082 1.1666 1.2674
Total Trades 115 58 57 115 58 57
Winning Trades 57 28 29 57 28 29
Losing Trades 58 30 28 58 30 28
Profitability (%) 49.5652 48.2759 50.8772 49.5652 48.2759 50.8772
Ratio Avg Win / Avg Loss 1.504 1.5239 1.4986 1.2294 1.25 1.2237
Largest Winning Trade 49411 49411 37089 138492 138492 67060
Largest Losing Trade -20434 -20434 -16388 -55813 -55813 -45484
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 24 21 28 24 21 28
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 2519 1158 1361 2519 1158 1361
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 376126 -226747 -228528 -22630 -306294 -259350
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2762,
    "evaluation_days": 920.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1685347200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759092148404,
    "expiration_time": 1761667200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "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": [
        [
            198092.2510169629,
            99821.6450587793,
            98270.6059581838,
            223735.1778992668,
            105247.745222959,
            118487.4326763077
        ],
        [
            198.092251,
            99.821645,
            98.270606,
            223.735178,
            105.247745,
            118.487433
        ],
        [
            0.215161,
            0.108423,
            0.106738,
            0.127679,
            0.078131,
            0.084926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75849,
            -88282,
            -39796,
            -211780,
            -260462,
            -124215
        ],
        [
            1.478073,
            1.422332,
            1.55209,
            1.208193,
            1.166648,
            1.267409
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            49.565217,
            48.275862,
            50.877193,
            49.565217,
            48.275862,
            50.877193
        ],
        [
            1.504004,
            1.523927,
            1.498569,
            1.229389,
            1.24998,
            1.223705
        ],
        [
            49411,
            49411,
            37089,
            138492,
            138492,
            67060
        ],
        [
            -20434,
            -20434,
            -16388,
            -55813,
            -55813,
            -45484
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            2519,
            1158,
            1361,
            2519,
            1158,
            1361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376126,
            -226747,
            -228528,
            -22630,
            -306294,
            -259350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2762,
    "evaluation_days": 920.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1685347200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759092148404,
    "expiration_time": 1761667200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "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)