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Trade: AR/USDT/720/SWMA/OHLC4/5862

Strategy
AR/USDT/720/SWMA/OHLC4/5862
Pair
AR_USDT
Interval
12h
Score
302202
Daily Profit
0.449390
Profit Factor
1.869830
Profitability
31.791908
Streak
16.644598
Best Strategy
Training Data Length
1606.000000
Evaluation Time
2025-10-06 06:28
Expiration Time
2025-11-23 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 721720.7606 606093.091 115627.6696 425132.0394 318605.07 106526.9694
Total P&L (%) 721.7208 606.0931 115.6277 425.132 318.6051 106.527
Avg Daily Profit (%) 0.4494 0.3774 0.072 0.1033 0.0892 0.0452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96552 -98353 -105043 -708654 -533790 -666564
Profit Factor 1.8698 2.3211 1.3117 1.1194 1.1689 1.0636
Total Trades 173 86 87 173 86 87
Winning Trades 55 21 34 55 21 34
Losing Trades 118 65 53 118 65 53
Profitability (%) 31.7919 24.4186 39.0805 31.7919 24.4186 39.0805
Ratio Avg Win / Avg Loss 4.0116 7.1843 2.0447 2.4016 3.6182 1.6579
Largest Winning Trade 439444 439444 56757 722045 722045 233789
Largest Losing Trade -23927 -22319 -23927 -151792 -99203 -151792
Avg Bars in Trades 18 15 20 18 15 20
Avg Bars in Winners 41 39 42 41 39 42
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 3153 1370 1783 3153 1370 1783
Profit Streak 16.6446 0 58.6446 16.6446 0 58.6446
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302202 -18449 -98855 -148464 -139884 -285361
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3212,
    "evaluation_days": 1606,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622721600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721293268,
    "expiration_time": 1763871552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            721720.7605855649,
            606093.0909704646,
            115627.6696151005,
            425132.0393630901,
            318605.069966829,
            106526.9693962608
        ],
        [
            721.720761,
            606.093091,
            115.62767,
            425.132039,
            318.60507,
            106.526969
        ],
        [
            0.44939,
            0.377393,
            0.071997,
            0.103321,
            0.08919,
            0.04517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96552,
            -98353,
            -105043,
            -708654,
            -533790,
            -666564
        ],
        [
            1.86983,
            2.321065,
            1.31172,
            1.119382,
            1.168947,
            1.063587
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            118,
            65,
            53,
            118,
            65,
            53
        ],
        [
            31.791908,
            24.418605,
            39.08046,
            31.791908,
            24.418605,
            39.08046
        ],
        [
            4.011636,
            7.18425,
            2.04474,
            2.401583,
            3.618171,
            1.657945
        ],
        [
            439444,
            439444,
            56757,
            722045,
            722045,
            233789
        ],
        [
            -23927,
            -22319,
            -23927,
            -151792,
            -99203,
            -151792
        ],
        [
            18,
            15,
            20,
            18,
            15,
            20
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            3153,
            1370,
            1783,
            3153,
            1370,
            1783
        ],
        [
            16.644598,
            0,
            58.644598,
            16.644598,
            0,
            58.644598
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302202,
            -18449,
            -98855,
            -148464,
            -139884,
            -285361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3212,
    "evaluation_days": 1606,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622721600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721293268,
    "expiration_time": 1763871552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)