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Trade: AR/USDT/720/DCU/KCU/3661

Strategy
AR/USDT/720/DCU/KCU/3661
Pair
AR_USDT
Interval
12h
Score
408990
Daily Profit
0.376808
Profit Factor
1.621175
Profitability
40.000000
Streak
5.520962
Best Strategy
Training Data Length
1594.500000
Evaluation Time
2025-09-26 03:30
Expiration Time
2025-11-11 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600821.0542 513798.9883 87022.066 151946.0145 227803.8495 -75857.835
Total P&L (%) 600.8211 513.799 87.0221 151.946 227.8038 -75.8578
Avg Daily Profit (%) 0.3768 0.3222 0.0546 0.058 0.0745 -0.0891
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116858 -99952 -119739 -619645 -275911 -429842
Profit Factor 1.6212 2.2281 1.1585 1.0487 1.1854 0.9599
Total Trades 225 113 112 225 113 112
Winning Trades 90 43 47 90 43 47
Losing Trades 135 70 65 135 70 65
Profitability (%) 40 38.0531 41.9643 40 38.0531 41.9643
Ratio Avg Win / Avg Loss 2.4318 3.6272 1.6022 1.5731 1.9298 1.3275
Largest Winning Trade 385530 385530 50500 348346 348346 171086
Largest Losing Trade -38645 -27457 -38645 -160347 -112520 -160347
Avg Bars in Trades 13 10 16 13 10 16
Avg Bars in Winners 20 15 25 20 15 25
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 3116 1226 1890 3116 1226 1890
Profit Streak 5.521 5.521 14.521 5.521 5.521 14.521
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408990 338657 -167567 -282611 -112840 -581623

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846611114,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            600821.054226779,
            513798.988266752,
            87022.0659600272,
            151946.0144517801,
            227803.8494528961,
            -75857.8350011158
        ],
        [
            600.821054,
            513.798988,
            87.022066,
            151.946014,
            227.803849,
            -75.857835
        ],
        [
            0.376808,
            0.322232,
            0.054576,
            0.057969,
            0.074487,
            -0.089092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116858,
            -99952,
            -119739,
            -619645,
            -275911,
            -429842
        ],
        [
            1.621175,
            2.228148,
            1.158545,
            1.048706,
            1.185438,
            0.959889
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            135,
            70,
            65,
            135,
            70,
            65
        ],
        [
            40,
            38.053097,
            41.964286,
            40,
            38.053097,
            41.964286
        ],
        [
            2.431763,
            3.627217,
            1.602243,
            1.573059,
            1.929783,
            1.327506
        ],
        [
            385530,
            385530,
            50500,
            348346,
            348346,
            171086
        ],
        [
            -38645,
            -27457,
            -38645,
            -160347,
            -112520,
            -160347
        ],
        [
            13,
            10,
            16,
            13,
            10,
            16
        ],
        [
            20,
            15,
            25,
            20,
            15,
            25
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            3116,
            1226,
            1890,
            3116,
            1226,
            1890
        ],
        [
            5.520962,
            5.520962,
            14.520962,
            5.520962,
            5.520962,
            14.520962
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408990,
            338657,
            -167567,
            -282611,
            -112840,
            -581623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846611114,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)