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Trade: AR/USDT/360/WMA/DCM/3986

Strategy
AR/USDT/360/WMA/DCM/3986
Pair
AR_USDT
Interval
6h
Score
307986
Daily Profit
0.252153
Profit Factor
1.400438
Profitability
44.516129
Streak
0.000000
Best Strategy
Training Data Length
1603.750000
Evaluation Time
2025-10-04 09:16
Expiration Time
2025-11-21 04:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404390.931 443594.6999 -39203.7689 -73501.9443 -119505.6296 46003.6853
Total P&L (%) 404.3909 443.5947 -39.2038 -73.5019 -119.5056 46.0037
Avg Daily Profit (%) 0.2522 0.2766 -0.0244 -0.0828 0 0.0236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -302419 -201819 -125102 -705335 -607088 -139629
Profit Factor 1.4004 1.719 0.9002 0.9472 0.8836 1.126
Total Trades 155 77 78 155 77 78
Winning Trades 69 31 38 69 31 38
Losing Trades 86 46 40 86 46 40
Profitability (%) 44.5161 40.2597 48.7179 44.5161 40.2597 48.7179
Ratio Avg Win / Avg Loss 1.7455 2.5508 0.9476 1.1806 1.3112 1.1853
Largest Winning Trade 297374 297374 33915 208817 208817 82398
Largest Losing Trade -55883 -55140 -55883 -247287 -247287 -52725
Avg Bars in Trades 39 56 22 39 56 22
Avg Bars in Winners 46 68 29 46 68 29
Avg Bars in Losers 33 48 16 33 48 16
Bars Traded 6113 4360 1753 6113 4360 1753
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307986 -34212 -615456 -580431 -624857 -279606
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6415,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624384800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558599244,
    "expiration_time": 1763692920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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": [
        [
            404390.9310308471,
            443594.699901364,
            -39203.7688705173,
            -73501.9442831781,
            -119505.6295525663,
            46003.6852693881
        ],
        [
            404.390931,
            443.5947,
            -39.203769,
            -73.501944,
            -119.50563,
            46.003685
        ],
        [
            0.252153,
            0.276598,
            -0.024445,
            -0.082778,
            0,
            0.023601
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -302419,
            -201819,
            -125102,
            -705335,
            -607088,
            -139629
        ],
        [
            1.400438,
            1.718984,
            0.900219,
            0.947202,
            0.883647,
            1.126024
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            44.516129,
            40.25974,
            48.717949,
            44.516129,
            40.25974,
            48.717949
        ],
        [
            1.745473,
            2.55075,
            0.947599,
            1.180571,
            1.311219,
            1.185288
        ],
        [
            297374,
            297374,
            33915,
            208817,
            208817,
            82398
        ],
        [
            -55883,
            -55140,
            -55883,
            -247287,
            -247287,
            -52725
        ],
        [
            39,
            56,
            22,
            39,
            56,
            22
        ],
        [
            46,
            68,
            29,
            46,
            68,
            29
        ],
        [
            33,
            48,
            16,
            33,
            48,
            16
        ],
        [
            6113,
            4360,
            1753,
            6113,
            4360,
            1753
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307986,
            -34212,
            -615456,
            -580431,
            -624857,
            -279606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6415,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624384800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558599244,
    "expiration_time": 1763692920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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)