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Trade: AR/USDT/360/FWMA/SWMA/5363

Strategy
AR/USDT/360/FWMA/SWMA/5363
Pair
AR_USDT
Interval
6h
Score
662073
Daily Profit
0.220649
Profit Factor
7.649077
Profitability
51.724138
Streak
929.971994
Best Strategy
Training Data Length
1609.000000
Evaluation Time
2025-10-09 14:19
Expiration Time
2025-11-26 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -382092.0382 43729.9994 -425822.0376 3263537.7581 -105021.9137 3368559.6718
Total P&L (%) -382.092 43.73 -425.822 3263.5378 -105.0219 3368.5597
Avg Daily Profit (%) -0.2375 0.0272 -0.2647 0.2187 0 0.2206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -658002 -108417 -582824 -967961 -1268582 -345696
Profit Factor 0.5975 1.2127 0.4275 2.4054 0.9422 7.6491
Total Trades 57 28 29 57 28 29
Winning Trades 47 20 27 27 12 15
Losing Trades 10 8 2 30 16 14
Profitability (%) 82.4561 71.4286 93.1034 47.3684 42.8571 51.7241
Ratio Avg Win / Avg Loss 0.1271 0.4851 0.0317 2.6727 1.2562 7.1391
Largest Winning Trade 58243 58243 46888 1943479 931415 1943479
Largest Losing Trade -582824 -49416 -582824 -967961 -967961 -160923
Avg Bars in Trades 105 131 79 105 131 79
Avg Bars in Winners 38 40 38 120 156 91
Avg Bars in Losers 416 359 643 91 112 67
Bars Traded 5992 3677 2315 5992 3677 2315
Profit Streak 122.222 122.222 484.972 122.222 122.222 929.972
Trades During Streak 13 6 14 13 6 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -754481 -177397 -574161 -166074 -601488 662073
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6436,
    "evaluation_days": 1609,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628035200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760008780257,
    "expiration_time": 1764160128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "offset": 231
        }
    }
}
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": [
        [
            -382092.0382111956,
            43729.9993962764,
            -425822.037607472,
            3263537.75813498,
            -105021.9137013149,
            3368559.671836294
        ],
        [
            -382.092038,
            43.729999,
            -425.822038,
            3263.537758,
            -105.021914,
            3368.559672
        ],
        [
            -0.237472,
            0.027178,
            -0.26465,
            0.218733,
            0,
            0.220649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -658002,
            -108417,
            -582824,
            -967961,
            -1268582,
            -345696
        ],
        [
            0.597518,
            1.212705,
            0.427465,
            2.405402,
            0.942153,
            7.649077
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            47,
            20,
            27,
            27,
            12,
            15
        ],
        [
            10,
            8,
            2,
            30,
            16,
            14
        ],
        [
            82.45614,
            71.428571,
            93.103448,
            47.368421,
            42.857143,
            51.724138
        ],
        [
            0.127131,
            0.485082,
            0.031664,
            2.672669,
            1.256204,
            7.139138
        ],
        [
            58243,
            58243,
            46888,
            1943479,
            931415,
            1943479
        ],
        [
            -582824,
            -49416,
            -582824,
            -967961,
            -967961,
            -160923
        ],
        [
            105,
            131,
            79,
            105,
            131,
            79
        ],
        [
            38,
            40,
            38,
            120,
            156,
            91
        ],
        [
            416,
            359,
            643,
            91,
            112,
            67
        ],
        [
            5992,
            3677,
            2315,
            5992,
            3677,
            2315
        ],
        [
            122.221994,
            122.221994,
            484.971994,
            122.221994,
            122.221994,
            929.971994
        ],
        [
            13,
            6,
            14,
            13,
            6,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -754481,
            -177397,
            -574161,
            -166074,
            -601488,
            662073
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6436,
    "evaluation_days": 1609,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628035200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760008780257,
    "expiration_time": 1764160128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "offset": 231
        }
    }
}

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)