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Trade: AR/USDT/720/PWMA/HWMA/3205

Strategy
AR/USDT/720/PWMA/HWMA/3205
Pair
AR_USDT
Interval
12h
Score
320937
Daily Profit
0.149764
Profit Factor
1.451851
Profitability
48.387097
Streak
17.403089
Best Strategy
Training Data Length
1607.500000
Evaluation Time
2025-10-08 00:40
Expiration Time
2025-11-24 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171857.758 240746.3829 -68888.6248 -104995.2519 -25407.5535 -79587.6984
Total P&L (%) 171.8578 240.7464 -68.8886 -104.9953 -25.4076 -79.5877
Avg Daily Profit (%) 0.1069 0.1498 -0.0429 0 -0.0182 -0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -243512 -157435 -201307 -203915 -80074 -168254
Profit Factor 1.137 1.4519 0.9045 0.7553 0.8423 0.703
Total Trades 185 93 92 185 93 92
Winning Trades 93 45 48 92 50 42
Losing Trades 92 48 44 93 43 50
Profitability (%) 50.2703 48.3871 52.1739 49.7297 53.7634 45.6522
Ratio Avg Win / Avg Loss 1.1248 1.5486 0.8292 0.7635 0.7244 0.8369
Largest Winning Trade 101403 101403 44571 41647 31197 41647
Largest Losing Trade -107706 -30242 -107706 -135699 -39233 -135699
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3083 1554 1528 3083 1554 1528
Profit Streak 17.4031 17.4031 25.9031 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117741 320937 -579984 -579636 -580318 -582499
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3215,
    "evaluation_days": 1607.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625875200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759873226861,
    "expiration_time": 1764005040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.43575
        }
    }
}
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": [
        [
            171857.7580273172,
            240746.3828544063,
            -68888.6248270887,
            -104995.2518953684,
            -25407.5534909809,
            -79587.6984043876
        ],
        [
            171.857758,
            240.746383,
            -68.888625,
            -104.995252,
            -25.407553,
            -79.587698
        ],
        [
            0.10691,
            0.149764,
            -0.042855,
            0,
            -0.018234,
            -0.098802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -243512,
            -157435,
            -201307,
            -203915,
            -80074,
            -168254
        ],
        [
            1.136997,
            1.451851,
            0.904542,
            0.755295,
            0.842289,
            0.702995
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            93,
            45,
            48,
            92,
            50,
            42
        ],
        [
            92,
            48,
            44,
            93,
            43,
            50
        ],
        [
            50.27027,
            48.387097,
            52.173913,
            49.72973,
            53.763441,
            45.652174
        ],
        [
            1.124771,
            1.548641,
            0.829163,
            0.763505,
            0.724369,
            0.836898
        ],
        [
            101403,
            101403,
            44571,
            41647,
            31197,
            41647
        ],
        [
            -107706,
            -30242,
            -107706,
            -135699,
            -39233,
            -135699
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3083,
            1554,
            1528,
            3083,
            1554,
            1528
        ],
        [
            17.403089,
            17.403089,
            25.903089,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117741,
            320937,
            -579984,
            -579636,
            -580318,
            -582499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3215,
    "evaluation_days": 1607.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625875200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759873226861,
    "expiration_time": 1764005040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.43575
        }
    }
}

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)