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Trade: AR/USDT/720/HILO/SINWMA/4585

Strategy
AR/USDT/720/HILO/SINWMA/4585
Pair
AR_USDT
Interval
12h
Score
320873
Daily Profit
0.216243
Profit Factor
1.312133
Profitability
43.153527
Streak
28.597753
Best Strategy
Training Data Length
1603.500000
Evaluation Time
2025-10-03 17:20
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346745.9886 319782.1164 26963.8722 -10706.08 77750.1127 -88456.1928
Total P&L (%) 346.746 319.7821 26.9639 -10.7061 77.7501 -88.4562
Avg Daily Profit (%) 0.2162 0.1994 0.0168 -0.0071 0.0359 -0.1346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201257 -192213 -77568 -222113 -195236 -162848
Profit Factor 1.3121 1.5229 1.054 0.9909 1.1272 0.8443
Total Trades 241 120 121 241 120 121
Winning Trades 104 44 60 104 44 60
Losing Trades 137 76 61 137 76 61
Profitability (%) 43.1535 36.6667 49.5868 43.1535 36.6667 49.5868
Ratio Avg Win / Avg Loss 1.7285 2.6305 1.0716 1.3054 1.9469 0.8584
Largest Winning Trade 210378 210378 31493 145977 145977 34616
Largest Losing Trade -32152 -29284 -32152 -76603 -57213 -76603
Avg Bars in Trades 13 19 7 13 19 7
Avg Bars in Winners 16 28 7 16 28 7
Avg Bars in Losers 10 13 6 10 13 6
Bars Traded 3153 2286 867 3153 2286 867
Profit Streak 28.5978 31.5978 28.5978 28.5978 31.5978 28.5978
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320873 200550 -334468 -579227 -229090 -580353
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3207,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501245886,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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": [
        [
            346745.988556834,
            319782.1163889186,
            26963.8721679153,
            -10706.0800419735,
            77750.1127122518,
            -88456.192754225
        ],
        [
            346.745989,
            319.782116,
            26.963872,
            -10.70608,
            77.750113,
            -88.456193
        ],
        [
            0.216243,
            0.199428,
            0.016816,
            -0.007062,
            0.035878,
            -0.134554
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201257,
            -192213,
            -77568,
            -222113,
            -195236,
            -162848
        ],
        [
            1.312133,
            1.522896,
            1.054,
            0.990922,
            1.127179,
            0.844284
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            104,
            44,
            60,
            104,
            44,
            60
        ],
        [
            137,
            76,
            61,
            137,
            76,
            61
        ],
        [
            43.153527,
            36.666667,
            49.586777,
            43.153527,
            36.666667,
            49.586777
        ],
        [
            1.728483,
            2.630456,
            1.071567,
            1.30535,
            1.946946,
            0.858356
        ],
        [
            210378,
            210378,
            31493,
            145977,
            145977,
            34616
        ],
        [
            -32152,
            -29284,
            -32152,
            -76603,
            -57213,
            -76603
        ],
        [
            13,
            19,
            7,
            13,
            19,
            7
        ],
        [
            16,
            28,
            7,
            16,
            28,
            7
        ],
        [
            10,
            13,
            6,
            10,
            13,
            6
        ],
        [
            3153,
            2286,
            867,
            3153,
            2286,
            867
        ],
        [
            28.597753,
            31.597753,
            28.597753,
            28.597753,
            31.597753,
            28.597753
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320873,
            200550,
            -334468,
            -579227,
            -229090,
            -580353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3207,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501245886,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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)