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Trade: AR/USDT/240/PWMA/HILO/5413

Strategy
AR/USDT/240/PWMA/HILO/5413
Pair
AR_USDT
Interval
4h
Score
501115
Daily Profit
0.438831
Profit Factor
1.651333
Profitability
45.320197
Streak
19.655178
Best Strategy
Training Data Length
1609.670000
Evaluation Time
2025-10-10 06:43
Expiration Time
2025-11-27 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706372.8277 688645.4548 17727.373 -79135.9425 187988.1051 -267124.0476
Total P&L (%) 706.3728 688.6455 17.7274 -79.1359 187.9881 -267.124
Avg Daily Profit (%) 0.4388 0.4278 0.011 -0.0973 0.0657 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192131 -151258 -134439 -327959 -85956 -327462
Profit Factor 1.6513 2.2101 1.0344 0.9179 1.5048 0.5483
Total Trades 203 101 102 203 101 102
Winning Trades 92 36 56 92 36 56
Losing Trades 111 65 46 111 65 46
Profitability (%) 45.3202 35.6436 54.902 45.3202 35.6436 54.902
Ratio Avg Win / Avg Loss 1.9924 3.9904 0.8497 1.1075 2.7169 0.4504
Largest Winning Trade 523838 523838 51285 245519 245519 36645
Largest Losing Trade -83958 -39995 -83958 -277023 -26084 -277023
Avg Bars in Trades 46 41 52 46 41 52
Avg Bars in Winners 64 62 66 64 62 66
Avg Bars in Losers 31 29 35 31 29 35
Bars Traded 9486 4163 5323 9486 4163 5323
Profit Streak 19.6552 19.6552 30.9885 19.6552 19.6552 30.9885
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501115 319658 -369532 -578397 -108025 -579424
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9658,
    "evaluation_days": 1609.67,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622908800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067807390,
    "expiration_time": 1764226656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            706372.827704239,
            688645.4547516259,
            17727.3729526129,
            -79135.9424992782,
            187988.1050597159,
            -267124.0475589943
        ],
        [
            706.372828,
            688.645455,
            17.727373,
            -79.135942,
            187.988105,
            -267.124048
        ],
        [
            0.438831,
            0.427818,
            0.011013,
            -0.097311,
            0.065734,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192131,
            -151258,
            -134439,
            -327959,
            -85956,
            -327462
        ],
        [
            1.651333,
            2.210076,
            1.034395,
            0.917889,
            1.504771,
            0.548277
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            92,
            36,
            56,
            92,
            36,
            56
        ],
        [
            111,
            65,
            46,
            111,
            65,
            46
        ],
        [
            45.320197,
            35.643564,
            54.901961,
            45.320197,
            35.643564,
            54.901961
        ],
        [
            1.992369,
            3.990415,
            0.849681,
            1.107453,
            2.716947,
            0.45037
        ],
        [
            523838,
            523838,
            51285,
            245519,
            245519,
            36645
        ],
        [
            -83958,
            -39995,
            -83958,
            -277023,
            -26084,
            -277023
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            64,
            62,
            66,
            64,
            62,
            66
        ],
        [
            31,
            29,
            35,
            31,
            29,
            35
        ],
        [
            9486,
            4163,
            5323,
            9486,
            4163,
            5323
        ],
        [
            19.655178,
            19.655178,
            30.988511,
            19.655178,
            19.655178,
            30.988511
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501115,
            319658,
            -369532,
            -578397,
            -108025,
            -579424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9658,
    "evaluation_days": 1609.67,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622908800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067807390,
    "expiration_time": 1764226656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)