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Trade: AR/USDT/120/HILO/KCL/2971

Strategy
AR/USDT/120/HILO/KCL/2971
Pair
AR_USDT
Interval
2h
Score
422921
Daily Profit
0.233287
Profit Factor
2.619984
Profitability
45.945946
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 -744492.7812 -12249.3922 -732243.389 3470877.4185 -572045.303 4042922.7215
Total P&L (%) -744.4928 -12.2494 -732.2434 3470.8774 -572.0453 4042.9227
Avg Daily Profit (%) -0.4658 -0.0077 -0.4582 0.224 0 0.2333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -846478 -26211 -719196 -1226845 -623862 -1179739
Profit Factor 0.3659 0.8207 0.3378 1.9185 0.5542 2.62
Total Trades 75 38 37 75 38 37
Winning Trades 39 22 17 35 18 17
Losing Trades 36 16 20 40 20 20
Profitability (%) 52 57.8947 45.9459 46.6667 47.3684 45.9459
Ratio Avg Win / Avg Loss 0.3378 0.5969 0.3974 2.1925 0.6158 3.0823
Largest Winning Trade 72886 14800 72886 2081361 288516 2081361
Largest Losing Trade -718539 -21818 -718539 -1170285 -525101 -1170285
Avg Bars in Trades 244 7 488 244 7 488
Avg Bars in Winners 215 8 482 272 7 553
Avg Bars in Losers 276 6 493 220 8 433
Bars Traded 18357 287 18070 18357 287 18070
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 -641796 -579463 -582349 -50688 -581510 422921
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": 1621396800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759089183979,
    "expiration_time": 1764053337600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 57,
            "offset": 10,
            "scalar": 3
        }
    }
}
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": [
        [
            -744492.7812127357,
            -12249.3921856505,
            -732243.3890270847,
            3470877.418543471,
            -572045.3029746979,
            4042922.72151817
        ],
        [
            -744.492781,
            -12.249392,
            -732.243389,
            3470.877419,
            -572.045303,
            4042.922722
        ],
        [
            -0.465841,
            -0.007665,
            -0.458176,
            0.223969,
            0,
            0.233287
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -846478,
            -26211,
            -719196,
            -1226845,
            -623862,
            -1179739
        ],
        [
            0.36593,
            0.820719,
            0.33783,
            1.918474,
            0.554241,
            2.619984
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            39,
            22,
            17,
            35,
            18,
            17
        ],
        [
            36,
            16,
            20,
            40,
            20,
            20
        ],
        [
            52,
            57.894737,
            45.945946,
            46.666667,
            47.368421,
            45.945946
        ],
        [
            0.337781,
            0.596886,
            0.397447,
            2.192541,
            0.615824,
            3.082334
        ],
        [
            72886,
            14800,
            72886,
            2081361,
            288516,
            2081361
        ],
        [
            -718539,
            -21818,
            -718539,
            -1170285,
            -525101,
            -1170285
        ],
        [
            244,
            7,
            488,
            244,
            7,
            488
        ],
        [
            215,
            8,
            482,
            272,
            7,
            553
        ],
        [
            276,
            6,
            493,
            220,
            8,
            433
        ],
        [
            18357,
            287,
            18070,
            18357,
            287,
            18070
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -641796,
            -579463,
            -582349,
            -50688,
            -581510,
            422921
        ]
    ]
}
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": 1621396800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759089183979,
    "expiration_time": 1764053337600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 57,
            "offset": 10,
            "scalar": 3
        }
    }
}

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)