← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: AR/USDT/120/SWMA/MIDPRICE/1022

Strategy
AR/USDT/120/SWMA/MIDPRICE/1022
Pair
AR_USDT
Interval
2h
Score
406101
Daily Profit
0.537075
Profit Factor
2.379105
Profitability
38.532110
Streak
0.000000
Best Strategy
Training Data Length
1600.420000
Evaluation Time
2025-10-01 03:36
Expiration Time
2025-11-27 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859545.2033 688476.7817 171068.4217 1525729.2405 1335556.5592 190172.6813
Total P&L (%) 859.5452 688.4768 171.0684 1525.7292 1335.5566 190.1727
Avg Daily Profit (%) 0.5371 0.4302 0.1069 0.1744 0.1666 0.0666
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83132 -73425 -102199 -1694386 -1448023 -1688609
Profit Factor 2.3791 2.8388 1.6875 1.1939 1.3012 1.0554
Total Trades 109 55 54 109 55 54
Winning Trades 42 17 25 42 17 25
Losing Trades 67 38 29 67 38 29
Profitability (%) 38.5321 30.9091 46.2963 38.5321 30.9091 46.2963
Ratio Avg Win / Avg Loss 3.7952 6.3455 1.9575 1.9045 2.9085 1.2242
Largest Winning Trade 435062 435062 62573 2077181 2077181 484806
Largest Losing Trade -30595 -23577 -30595 -726468 -439957 -726468
Avg Bars in Trades 172 158 187 172 158 187
Avg Bars in Winners 282 307 265 282 307 265
Avg Bars in Losers 104 91 120 104 91 120
Bars Traded 18834 8706 10128 18834 8706 10128
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 406101 -172333 -228584 -2503 -178803 -445146
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19205,
    "evaluation_days": 1600.42,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622678400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759278966861,
    "expiration_time": 1764254736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "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": [
        [
            859545.2033238108,
            688476.7816564224,
            171068.4216673879,
            1525729.2404931015,
            1335556.5591843592,
            190172.6813087431
        ],
        [
            859.545203,
            688.476782,
            171.068422,
            1525.72924,
            1335.556559,
            190.172681
        ],
        [
            0.537075,
            0.430185,
            0.10689,
            0.17439,
            0.166604,
            0.066586
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83132,
            -73425,
            -102199,
            -1694386,
            -1448023,
            -1688609
        ],
        [
            2.379105,
            2.838777,
            1.687458,
            1.193876,
            1.30116,
            1.055365
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            42,
            17,
            25,
            42,
            17,
            25
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            38.53211,
            30.909091,
            46.296296,
            38.53211,
            30.909091,
            46.296296
        ],
        [
            3.795239,
            6.3455,
            1.957451,
            1.904517,
            2.908476,
            1.224223
        ],
        [
            435062,
            435062,
            62573,
            2077181,
            2077181,
            484806
        ],
        [
            -30595,
            -23577,
            -30595,
            -726468,
            -439957,
            -726468
        ],
        [
            172,
            158,
            187,
            172,
            158,
            187
        ],
        [
            282,
            307,
            265,
            282,
            307,
            265
        ],
        [
            104,
            91,
            120,
            104,
            91,
            120
        ],
        [
            18834,
            8706,
            10128,
            18834,
            8706,
            10128
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406101,
            -172333,
            -228584,
            -2503,
            -178803,
            -445146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19205,
    "evaluation_days": 1600.42,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622678400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759278966861,
    "expiration_time": 1764254736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "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)