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Trade: AR/USDT/480/FWMA/HILO/4957

Strategy
AR/USDT/480/FWMA/HILO/4957
Pair
AR_USDT
Interval
8h
Score
573902
Daily Profit
0.395138
Profit Factor
17.751885
Profitability
40.625000
Streak
64.402809
Best Strategy
Training Data Length
1595.670000
Evaluation Time
2025-09-26 04:40
Expiration Time
2025-11-12 14:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -479943.2031 114192.2539 -594135.457 72764548.3441 18804770.3126 53959778.0315
Total P&L (%) -479.9432 114.1923 -594.1355 72764.5483 18804.7703 53959.778
Avg Daily Profit (%) -0.3008 0.0716 -0.3723 0.4139 0.3291 0.3951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -743695 -102297 -674686 -9100202 -11253654 -2512343
Profit Factor 0.6002 1.5938 0.4106 4.8806 2.2109 17.7519
Total Trades 63 31 32 63 31 32
Winning Trades 50 22 28 28 15 13
Losing Trades 13 9 4 35 16 19
Profitability (%) 79.3651 70.9677 87.5 44.4444 48.3871 40.625
Ratio Avg Win / Avg Loss 0.156 0.652 0.0587 6.1008 2.3583 25.9451
Largest Winning Trade 64798 64798 44813 15552080 10989245 15552080
Largest Losing Trade -674686 -48553 -674686 -9041695 -9041695 -641008
Avg Bars in Trades 71 87 56 71 87 56
Avg Bars in Winners 29 29 28 88 95 79
Avg Bars in Losers 235 228 251 58 79 40
Bars Traded 4515 2707 1808 4515 2707 1808
Profit Streak 64.4028 137.7361 64.4028 64.4028 137.7361 64.4028
Trades During Streak 6 8 3 6 8 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -726420 -92985 -574806 -134313 510922 573902

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4787,
    "evaluation_days": 1595.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1627603200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850802717,
    "expiration_time": 1762951968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 209
        }
    }
}
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": [
        [
            -479943.2031163756,
            114192.2538647995,
            -594135.4569811748,
            72764548.34413719,
            18804770.312628623,
            53959778.03150858
        ],
        [
            -479.943203,
            114.192254,
            -594.135457,
            72764.548344,
            18804.770313,
            53959.778032
        ],
        [
            -0.300778,
            0.071564,
            -0.372342,
            0.413921,
            0.329054,
            0.395138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -743695,
            -102297,
            -674686,
            -9100202,
            -11253654,
            -2512343
        ],
        [
            0.600152,
            1.593785,
            0.410581,
            4.880635,
            2.210901,
            17.751885
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            50,
            22,
            28,
            28,
            15,
            13
        ],
        [
            13,
            9,
            4,
            35,
            16,
            19
        ],
        [
            79.365079,
            70.967742,
            87.5,
            44.444444,
            48.387097,
            40.625
        ],
        [
            0.15604,
            0.652003,
            0.058654,
            6.100794,
            2.358295,
            25.945062
        ],
        [
            64798,
            64798,
            44813,
            15552080,
            10989245,
            15552080
        ],
        [
            -674686,
            -48553,
            -674686,
            -9041695,
            -9041695,
            -641008
        ],
        [
            71,
            87,
            56,
            71,
            87,
            56
        ],
        [
            29,
            29,
            28,
            88,
            95,
            79
        ],
        [
            235,
            228,
            251,
            58,
            79,
            40
        ],
        [
            4515,
            2707,
            1808,
            4515,
            2707,
            1808
        ],
        [
            64.402809,
            137.736142,
            64.402809,
            64.402809,
            137.736143,
            64.402809
        ],
        [
            6,
            8,
            3,
            6,
            8,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -726420,
            -92985,
            -574806,
            -134313,
            510922,
            573902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4787,
    "evaluation_days": 1595.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1627603200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850802717,
    "expiration_time": 1762951968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 209
        }
    }
}

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)