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Trade: AR/USDT/240/SINWMA/JMA/4696

Strategy
AR/USDT/240/SINWMA/JMA/4696
Pair
AR_USDT
Interval
4h
Score
641807
Daily Profit
0.422125
Profit Factor
3.120925
Profitability
53.658537
Streak
128.207505
Best Strategy
Training Data Length
1609.330000
Evaluation Time
2025-10-09 19:58
Expiration Time
2025-11-27 00:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 842168.3592 679338.1081 162830.2511 1234626.762 654015.7637 580610.9983
Total P&L (%) 842.1684 679.3381 162.8303 1234.6268 654.0158 580.611
Avg Daily Profit (%) 0.5233 0.4221 0.1012 0.1611 0.1256 0.1192
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204462 -183419 -69575 -962546 -856174 -590362
Profit Factor 2.6387 3.1209 1.8409 1.4077 1.3802 1.4439
Total Trades 82 41 41 82 41 41
Winning Trades 49 22 27 49 22 27
Losing Trades 33 19 14 33 19 14
Profitability (%) 59.7561 53.6585 65.8537 59.7561 53.6585 65.8537
Ratio Avg Win / Avg Loss 1.7771 2.6953 0.9546 0.9481 1.192 0.7487
Largest Winning Trade 376485 376485 45093 674377 674377 222622
Largest Losing Trade -56213 -49495 -56213 -439933 -439933 -377892
Avg Bars in Trades 114 125 103 114 125 103
Avg Bars in Winners 116 132 104 116 132 104
Avg Bars in Losers 111 118 101 111 118 101
Bars Traded 9387 5160 4227 9387 5160 4227
Profit Streak 89.2075 128.2075 89.2075 89.2075 128.2075 89.2075
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361666 641807 -54134 35773 -22404 -31055
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9656,
    "evaluation_days": 1609.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624449600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760029128414,
    "expiration_time": 1764196992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "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": [
        [
            842168.3592392594,
            679338.108113621,
            162830.2511256382,
            1234626.7619994634,
            654015.7636756973,
            580610.9983237663
        ],
        [
            842.168359,
            679.338108,
            162.830251,
            1234.626762,
            654.015764,
            580.610998
        ],
        [
            0.523304,
            0.422125,
            0.101179,
            0.161143,
            0.125612,
            0.11924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204462,
            -183419,
            -69575,
            -962546,
            -856174,
            -590362
        ],
        [
            2.638661,
            3.120925,
            1.840917,
            1.407734,
            1.380231,
            1.443901
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            59.756098,
            53.658537,
            65.853659,
            59.756098,
            53.658537,
            65.853659
        ],
        [
            1.777057,
            2.695344,
            0.95455,
            0.948066,
            1.192018,
            0.748689
        ],
        [
            376485,
            376485,
            45093,
            674377,
            674377,
            222622
        ],
        [
            -56213,
            -49495,
            -56213,
            -439933,
            -439933,
            -377892
        ],
        [
            114,
            125,
            103,
            114,
            125,
            103
        ],
        [
            116,
            132,
            104,
            116,
            132,
            104
        ],
        [
            111,
            118,
            101,
            111,
            118,
            101
        ],
        [
            9387,
            5160,
            4227,
            9387,
            5160,
            4227
        ],
        [
            89.207505,
            128.207505,
            89.207505,
            89.207505,
            128.207505,
            89.207505
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361666,
            641807,
            -54134,
            35773,
            -22404,
            -31055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9656,
    "evaluation_days": 1609.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624449600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760029128414,
    "expiration_time": 1764196992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "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)