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Trade: AR/USDT/720/WMA/BBU/5187

Strategy
AR/USDT/720/WMA/BBU/5187
Pair
AR_USDT
Interval
12h
Score
340054
Daily Profit
0.315576
Profit Factor
2.386977
Profitability
37.777778
Streak
101.541256
Best Strategy
Training Data Length
1594.500000
Evaluation Time
2025-09-28 03:59
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 499099.9411 503186.0433 -4086.1022 -14971.4323 779962.8726 -794934.3049
Total P&L (%) 499.0999 503.186 -4.0861 -14.9714 779.9629 -794.9343
Avg Daily Profit (%) 0.313 0.3156 -0.0026 -0.0102 0.1365 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -315853 -210526 -121285 -3244400 -1762303 -1539005
Profit Factor 1.7095 2.387 0.988 0.9973 1.3146 0.7451
Total Trades 91 45 46 91 45 46
Winning Trades 34 17 17 34 17 17
Losing Trades 57 28 29 57 28 29
Profitability (%) 37.3626 37.7778 36.9565 37.3626 37.7778 36.9565
Ratio Avg Win / Avg Loss 2.866 3.9315 1.6854 1.672 2.1652 1.2711
Largest Winning Trade 342176 342176 65762 1674402 1674402 662571
Largest Losing Trade -44866 -44866 -34921 -809409 -619153 -809409
Avg Bars in Trades 33 41 26 33 41 26
Avg Bars in Winners 43 53 33 43 53 33
Avg Bars in Losers 27 34 21 27 34 21
Bars Traded 3067 1862 1205 3067 1862 1205
Profit Streak 0 101.5413 0 0 101.5413 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 257577 340054 -582721 -582671 -13257 -583832
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": 1624492800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021164501,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 1.34063
        }
    }
}
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": [
        [
            499099.9411305387,
            503186.0433477802,
            -4086.1022172414,
            -14971.4322677509,
            779962.8726216408,
            -794934.3048893922
        ],
        [
            499.099941,
            503.186043,
            -4.086102,
            -14.971432,
            779.962873,
            -794.934305
        ],
        [
            0.313013,
            0.315576,
            -0.002563,
            -0.010171,
            0.136481,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -315853,
            -210526,
            -121285,
            -3244400,
            -1762303,
            -1539005
        ],
        [
            1.709529,
            2.386977,
            0.988004,
            0.997326,
            1.314582,
            0.7451
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            37.362637,
            37.777778,
            36.956522,
            37.362637,
            37.777778,
            36.956522
        ],
        [
            2.865976,
            3.931492,
            1.685419,
            1.671987,
            2.165194,
            1.271053
        ],
        [
            342176,
            342176,
            65762,
            1674402,
            1674402,
            662571
        ],
        [
            -44866,
            -44866,
            -34921,
            -809409,
            -619153,
            -809409
        ],
        [
            33,
            41,
            26,
            33,
            41,
            26
        ],
        [
            43,
            53,
            33,
            43,
            53,
            33
        ],
        [
            27,
            34,
            21,
            27,
            34,
            21
        ],
        [
            3067,
            1862,
            1205,
            3067,
            1862,
            1205
        ],
        [
            0,
            101.541256,
            0,
            0,
            101.541256,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            257577,
            340054,
            -582721,
            -582671,
            -13257,
            -583832
        ]
    ]
}
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": 1624492800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021164501,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 1.34063
        }
    }
}

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)