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Trade: AR/USDT/360/PWMA/SMA/5173

Strategy
AR/USDT/360/PWMA/SMA/5173
Pair
AR_USDT
Interval
6h
Score
340505
Daily Profit
0.159909
Profit Factor
1.721322
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1603.250000
Evaluation Time
2025-10-03 21:16
Expiration Time
2025-11-20 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233711.7717 256373.468 -22661.6963 -88703.8524 -2947.1125 -85756.7399
Total P&L (%) 233.7118 256.3735 -22.6617 -88.7039 -2.9471 -85.7567
Avg Daily Profit (%) 0.1458 0.1599 -0.0141 -0.1359 -0.0019 -0.1215
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122736 -152544 -98195 -33209 -16543 -32448
Profit Factor 1.333 1.7213 0.9346 0.3937 0.9175 0.2245
Total Trades 72 36 36 72 36 36
Winning Trades 37 17 20 37 17 20
Losing Trades 35 19 16 35 19 16
Profitability (%) 51.3889 47.2222 55.5556 51.3889 47.2222 55.5556
Ratio Avg Win / Avg Loss 1.261 1.9238 0.7477 0.3724 1.0254 0.1796
Largest Winning Trade 237508 237508 39561 7035 7035 5514
Largest Losing Trade -75349 -48533 -75349 -67415 -10966 -67415
Avg Bars in Trades 83 101 65 83 101 65
Avg Bars in Winners 91 98 85 91 98 85
Avg Bars in Losers 75 104 40 75 104 40
Bars Traded 6006 3652 2354 6006 3652 2354
Profit Streak 0 0 174.2613 0 0 174.2613
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81752 340505 -578676 -664375 -580193 -578676
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6413,
    "evaluation_days": 1603.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625724000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515374916,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "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": [
        [
            233711.7716640395,
            256373.467977836,
            -22661.6963137964,
            -88703.852400666,
            -2947.1125390343,
            -85756.7398616317
        ],
        [
            233.711772,
            256.373468,
            -22.661696,
            -88.703852,
            -2.947113,
            -85.75674
        ],
        [
            0.145774,
            0.159909,
            -0.014135,
            -0.135926,
            -0.001866,
            -0.121485
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122736,
            -152544,
            -98195,
            -33209,
            -16543,
            -32448
        ],
        [
            1.333012,
            1.721322,
            0.934578,
            0.393665,
            0.917487,
            0.224468
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            51.388889,
            47.222222,
            55.555556,
            51.388889,
            47.222222,
            55.555556
        ],
        [
            1.260957,
            1.923831,
            0.747662,
            0.372385,
            1.025427,
            0.179574
        ],
        [
            237508,
            237508,
            39561,
            7035,
            7035,
            5514
        ],
        [
            -75349,
            -48533,
            -75349,
            -67415,
            -10966,
            -67415
        ],
        [
            83,
            101,
            65,
            83,
            101,
            65
        ],
        [
            91,
            98,
            85,
            91,
            98,
            85
        ],
        [
            75,
            104,
            40,
            75,
            104,
            40
        ],
        [
            6006,
            3652,
            2354,
            6006,
            3652,
            2354
        ],
        [
            0,
            0,
            174.261284,
            0,
            0,
            174.261284
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81752,
            340505,
            -578676,
            -664375,
            -580193,
            -578676
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6413,
    "evaluation_days": 1603.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625724000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515374916,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "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)