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Trade: AR/USDT/120/SWMA/WMA/3756

Strategy
AR/USDT/120/SWMA/WMA/3756
Pair
AR_USDT
Interval
2h
Score
376437
Daily Profit
0.515626
Profit Factor
2.093025
Profitability
38.317757
Streak
0.000000
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-09-26 09:38
Expiration Time
2025-11-21 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821907.3898 712612.6956 109294.6942 409231.4895 401730.6859 7500.8036
Total P&L (%) 821.9074 712.6127 109.2947 409.2315 401.7307 7.5008
Avg Daily Profit (%) 0.5156 0.4471 0.0686 0.1022 0.1012 0.0045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91786 -84017 -95894 -318412 -316041 -409757
Profit Factor 2.093 2.7413 1.3189 1.1991 1.3816 1.0075
Total Trades 107 54 53 107 54 53
Winning Trades 41 16 25 41 16 25
Losing Trades 66 38 28 66 38 28
Profitability (%) 38.3178 29.6296 47.1698 38.3178 29.6296 47.1698
Ratio Avg Win / Avg Loss 3.3693 6.5105 1.4772 1.9303 3.2812 1.1284
Largest Winning Trade 493117 493117 70379 408113 408113 143674
Largest Losing Trade -39847 -28093 -39847 -144501 -90340 -144501
Avg Bars in Trades 176 157 195 176 157 195
Avg Bars in Winners 302 303 302 302 303 302
Avg Bars in Losers 97 95 99 97 95 99
Bars Traded 18837 8485 10352 18837 8485 10352
Profit Streak 0 0 47.5271 0 0 47.5271
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376437 -174363 -281781 -61237 -245874 -745426

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622340000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758868738780,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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": [
        [
            821907.3898403912,
            712612.6956090358,
            109294.6942313559,
            409231.489453433,
            401730.6858917995,
            7500.8035616334
        ],
        [
            821.90739,
            712.612696,
            109.294694,
            409.231489,
            401.730686,
            7.500804
        ],
        [
            0.515626,
            0.447059,
            0.068566,
            0.102168,
            0.101236,
            0.004538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91786,
            -84017,
            -95894,
            -318412,
            -316041,
            -409757
        ],
        [
            2.093025,
            2.741273,
            1.318915,
            1.199109,
            1.381574,
            1.007482
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            66,
            38,
            28,
            66,
            38,
            28
        ],
        [
            38.317757,
            29.62963,
            47.169811,
            38.317757,
            29.62963,
            47.169811
        ],
        [
            3.36926,
            6.510524,
            1.477184,
            1.930274,
            3.281237,
            1.12838
        ],
        [
            493117,
            493117,
            70379,
            408113,
            408113,
            143674
        ],
        [
            -39847,
            -28093,
            -39847,
            -144501,
            -90340,
            -144501
        ],
        [
            176,
            157,
            195,
            176,
            157,
            195
        ],
        [
            302,
            303,
            302,
            302,
            303,
            302
        ],
        [
            97,
            95,
            99,
            97,
            95,
            99
        ],
        [
            18837,
            8485,
            10352,
            18837,
            8485,
            10352
        ],
        [
            0,
            0,
            47.527069,
            0,
            0,
            47.527069
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376437,
            -174363,
            -281781,
            -61237,
            -245874,
            -745426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622340000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758868738780,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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)