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Trade: AR/USDT/120/SWMA/DCM/5870

Strategy
AR/USDT/120/SWMA/DCM/5870
Pair
AR_USDT
Interval
2h
Score
322697
Daily Profit
0.409250
Profit Factor
1.881915
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1601.250000
Evaluation Time
2025-10-02 00:15
Expiration Time
2025-11-28 13:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655310.7679 557066.6385 98244.1294 210880.5168 328511.8607 -117631.344
Total P&L (%) 655.3108 557.0666 98.2441 210.8805 328.5119 -117.6313
Avg Daily Profit (%) 0.4093 0.3479 0.0614 0.0709 0.0909 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105832 -89308 -141838 -671127 -363578 -756270
Profit Factor 1.8819 2.2953 1.3139 1.0844 1.2518 0.9016
Total Trades 111 56 55 111 56 55
Winning Trades 42 17 25 42 17 25
Losing Trades 69 39 30 69 39 30
Profitability (%) 37.8378 30.3571 45.4545 37.8378 30.3571 45.4545
Ratio Avg Win / Avg Loss 3.0917 5.2656 1.5767 1.7814 2.8719 1.0819
Largest Winning Trade 403456 403456 54373 424128 424128 148324
Largest Losing Trade -40134 -26575 -40134 -315142 -151767 -315142
Avg Bars in Trades 169 162 177 169 162 177
Avg Bars in Winners 267 290 251 267 290 251
Avg Bars in Losers 110 106 115 110 106 115
Bars Traded 18850 9097 9753 18850 9097 9753
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 322697 -174300 -291542 -229382 -258654 -760934
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19215,
    "evaluation_days": 1601.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622664000000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759353339692,
    "expiration_time": 1764329328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            655310.7678982576,
            557066.6385166692,
            98244.1293815882,
            210880.51675463,
            328511.8607164661,
            -117631.3439618357
        ],
        [
            655.310768,
            557.066639,
            98.244129,
            210.880517,
            328.511861,
            -117.631344
        ],
        [
            0.40925,
            0.347895,
            0.061355,
            0.07086,
            0.090917,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105832,
            -89308,
            -141838,
            -671127,
            -363578,
            -756270
        ],
        [
            1.881915,
            2.295275,
            1.313901,
            1.084359,
            1.251846,
            0.901596
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            42,
            17,
            25,
            42,
            17,
            25
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            37.837838,
            30.357143,
            45.454545,
            37.837838,
            30.357143,
            45.454545
        ],
        [
            3.091718,
            5.26563,
            1.576681,
            1.781446,
            2.871881,
            1.081915
        ],
        [
            403456,
            403456,
            54373,
            424128,
            424128,
            148324
        ],
        [
            -40134,
            -26575,
            -40134,
            -315142,
            -151767,
            -315142
        ],
        [
            169,
            162,
            177,
            169,
            162,
            177
        ],
        [
            267,
            290,
            251,
            267,
            290,
            251
        ],
        [
            110,
            106,
            115,
            110,
            106,
            115
        ],
        [
            18850,
            9097,
            9753,
            18850,
            9097,
            9753
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322697,
            -174300,
            -291542,
            -229382,
            -258654,
            -760934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19215,
    "evaluation_days": 1601.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622664000000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759353339692,
    "expiration_time": 1764329328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)