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Trade: AR/USDT/360/WMA/DCM/8223

Strategy
AR/USDT/360/WMA/DCM/8223
Pair
AR_USDT
Interval
6h
Score
339390
Daily Profit
0.196904
Profit Factor
1.909396
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1600.250000
Evaluation Time
2025-09-30 16:23
Expiration Time
2025-11-17 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 325661.7029 315095.4537 10566.2492 -61134.7025 -74989.6173 13854.9148
Total P&L (%) 325.6617 315.0955 10.5662 -61.1347 -74.9896 13.8549
Avg Daily Profit (%) 0.2035 0.1969 0.0066 -0.059 -0.0866 0.0081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -297265 -215649 -99462 -173742 -164644 -35717
Profit Factor 1.546 1.9094 1.0423 0.831 0.6746 1.1055
Total Trades 67 33 34 67 33 34
Winning Trades 32 15 17 32 15 17
Losing Trades 35 18 17 35 18 17
Profitability (%) 47.7612 45.4545 50 47.7612 45.4545 50
Ratio Avg Win / Avg Loss 1.691 2.2913 1.0423 0.9089 0.8095 1.1055
Largest Winning Trade 369514 369514 30185 36529 26476 36529
Largest Losing Trade -58581 -58581 -58536 -85869 -85869 -34213
Avg Bars in Trades 90 127 53 90 127 53
Avg Bars in Winners 91 107 77 91 107 77
Avg Bars in Losers 88 143 30 88 143 30
Bars Traded 6030 4201 1829 6030 4201 1829
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 -111798 339390 -506201 -702926 -582570 -332360
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624406400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238614679,
    "expiration_time": 1763381448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 159,
            "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": [
        [
            325661.7029019545,
            315095.4536831315,
            10566.2492188229,
            -61134.7024859628,
            -74989.6172827879,
            13854.914796825
        ],
        [
            325.661703,
            315.095454,
            10.566249,
            -61.134702,
            -74.989617,
            13.854915
        ],
        [
            0.203507,
            0.196904,
            0.006603,
            -0.05904,
            -0.086566,
            0.008109
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -297265,
            -215649,
            -99462,
            -173742,
            -164644,
            -35717
        ],
        [
            1.54604,
            1.909396,
            1.042279,
            0.831017,
            0.674561,
            1.105478
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            47.761194,
            45.454545,
            50,
            47.761194,
            45.454545,
            50
        ],
        [
            1.690981,
            2.291275,
            1.042279,
            0.908924,
            0.809473,
            1.105478
        ],
        [
            369514,
            369514,
            30185,
            36529,
            26476,
            36529
        ],
        [
            -58581,
            -58581,
            -58536,
            -85869,
            -85869,
            -34213
        ],
        [
            90,
            127,
            53,
            90,
            127,
            53
        ],
        [
            91,
            107,
            77,
            91,
            107,
            77
        ],
        [
            88,
            143,
            30,
            88,
            143,
            30
        ],
        [
            6030,
            4201,
            1829,
            6030,
            4201,
            1829
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111798,
            339390,
            -506201,
            -702926,
            -582570,
            -332360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624406400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238614679,
    "expiration_time": 1763381448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 159,
            "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)