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Trade: AR/USDT/120/WMA/MIDPRICE/8956

Strategy
AR/USDT/120/WMA/MIDPRICE/8956
Pair
AR_USDT
Interval
2h
Score
349581
Daily Profit
0.463969
Profit Factor
1.960987
Profitability
34.131737
Streak
39.339226
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-09-26 13:08
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 739566.9614 621201.3923 118365.569 437630.812 404743.9643 32886.8476
Total P&L (%) 739.567 621.2014 118.3656 437.6308 404.744 32.8868
Avg Daily Profit (%) 0.464 0.3897 0.0743 0.1056 0.1016 0.0178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102018 -108765 -102937 -903712 -676163 -717703
Profit Factor 1.961 2.4397 1.3501 1.1176 1.211 1.0182
Total Trades 167 84 83 167 84 83
Winning Trades 57 22 35 57 22 35
Losing Trades 110 62 48 110 62 48
Profitability (%) 34.1317 26.1905 42.1687 34.1317 26.1905 42.1687
Ratio Avg Win / Avg Loss 3.7844 6.8754 1.8515 2.1568 3.4129 1.3964
Largest Winning Trade 448896 448896 53218 902248 902248 215246
Largest Losing Trade -29899 -25865 -29899 -307130 -165915 -307130
Avg Bars in Trades 112 102 123 112 102 123
Avg Bars in Winners 194 196 193 194 196 193
Avg Bars in Losers 70 69 71 70 69 71
Bars Traded 18821 8594 10227 18821 8594 10227
Profit Streak 39.3392 39.3392 48.3392 39.3392 39.3392 48.3392
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349581 -10042 -95111 -146383 -81021 -375152

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758881309120,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "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": [
        [
            739566.961369952,
            621201.3923478259,
            118365.5690221262,
            437630.8119661964,
            404743.9643276128,
            32886.8476385838
        ],
        [
            739.566961,
            621.201392,
            118.365569,
            437.630812,
            404.743964,
            32.886848
        ],
        [
            0.463969,
            0.389712,
            0.074257,
            0.105577,
            0.101613,
            0.017839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102018,
            -108765,
            -102937,
            -903712,
            -676163,
            -717703
        ],
        [
            1.960987,
            2.439675,
            1.350087,
            1.117616,
            1.211022,
            1.018242
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            57,
            22,
            35,
            57,
            22,
            35
        ],
        [
            110,
            62,
            48,
            110,
            62,
            48
        ],
        [
            34.131737,
            26.190476,
            42.168675,
            34.131737,
            26.190476,
            42.168675
        ],
        [
            3.784362,
            6.875448,
            1.851548,
            2.156803,
            3.412879,
            1.396446
        ],
        [
            448896,
            448896,
            53218,
            902248,
            902248,
            215246
        ],
        [
            -29899,
            -25865,
            -29899,
            -307130,
            -165915,
            -307130
        ],
        [
            112,
            102,
            123,
            112,
            102,
            123
        ],
        [
            194,
            196,
            193,
            194,
            196,
            193
        ],
        [
            70,
            69,
            71,
            70,
            69,
            71
        ],
        [
            18821,
            8594,
            10227,
            18821,
            8594,
            10227
        ],
        [
            39.339226,
            39.339226,
            48.339226,
            39.339226,
            39.339226,
            48.339226
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349581,
            -10042,
            -95111,
            -146383,
            -81021,
            -375152
        ]
    ]
}
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": 1622620800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758881309120,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "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)