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Trade: AR/USDT/720/DCM/ALMA/3245

Strategy
AR/USDT/720/DCM/ALMA/3245
Pair
AR_USDT
Interval
12h
Score
451200
Daily Profit
0.176431
Profit Factor
2.477134
Profitability
48.571429
Streak
109.687277
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-09-30 19:29
Expiration Time
2025-11-17 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85716.523 282377.924 -196661.401 -112877.2024 529354.3049 -642231.5073
Total P&L (%) 85.7165 282.3779 -196.6614 -112.8772 529.3543 -642.2315
Avg Daily Profit (%) 0.0536 0.1764 -0.1229 0 0.115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -416807 -59913 -442480 -1822846 -642010 -1655685
Profit Factor 1.1031 2.4771 0.6928 0.9586 1.6029 0.6528
Total Trades 70 35 35 70 35 35
Winning Trades 43 17 26 27 19 8
Losing Trades 27 18 9 43 16 27
Profitability (%) 61.4286 48.5714 74.2857 38.5714 54.2857 22.8571
Ratio Avg Win / Avg Loss 0.6927 2.6228 0.2398 1.5267 1.3498 2.2031
Largest Winning Trade 97105 97105 48727 1035343 495928 1035343
Largest Losing Trade -411444 -59913 -411444 -499171 -373040 -499171
Avg Bars in Trades 43 42 45 43 42 45
Avg Bars in Winners 41 45 39 39 40 36
Avg Bars in Losers 46 39 61 46 44 47
Bars Traded 3066 1482 1584 3066 1482 1584
Profit Streak 107.6873 109.6873 107.6873 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -325794 451200 -576681 -681222 -36587 -617269
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625788800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249780780,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 109,
            "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": [
        [
            85716.5229602547,
            282377.9239617487,
            -196661.4010014939,
            -112877.2024078957,
            529354.3048704498,
            -642231.5072783454
        ],
        [
            85.716523,
            282.377924,
            -196.661401,
            -112.877202,
            529.354305,
            -642.231507
        ],
        [
            0.053556,
            0.176431,
            -0.122875,
            0,
            0.115,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -416807,
            -59913,
            -442480,
            -1822846,
            -642010,
            -1655685
        ],
        [
            1.103113,
            2.477134,
            0.692775,
            0.958617,
            1.602877,
            0.652764
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43,
            17,
            26,
            27,
            19,
            8
        ],
        [
            27,
            18,
            9,
            43,
            16,
            27
        ],
        [
            61.428571,
            48.571429,
            74.285714,
            38.571429,
            54.285714,
            22.857143
        ],
        [
            0.692652,
            2.622848,
            0.239807,
            1.526686,
            1.349791,
            2.203078
        ],
        [
            97105,
            97105,
            48727,
            1035343,
            495928,
            1035343
        ],
        [
            -411444,
            -59913,
            -411444,
            -499171,
            -373040,
            -499171
        ],
        [
            43,
            42,
            45,
            43,
            42,
            45
        ],
        [
            41,
            45,
            39,
            39,
            40,
            36
        ],
        [
            46,
            39,
            61,
            46,
            44,
            47
        ],
        [
            3066,
            1482,
            1584,
            3066,
            1482,
            1584
        ],
        [
            107.687277,
            109.687277,
            107.687277,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -325794,
            451200,
            -576681,
            -681222,
            -36587,
            -617269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625788800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249780780,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 109,
            "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)