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Trade: AR/USDT/720/WMA/HILO/6811

Strategy
AR/USDT/720/WMA/HILO/6811
Pair
AR_USDT
Interval
12h
Score
300140
Daily Profit
0.285779
Profit Factor
2.821896
Profitability
36.111111
Streak
0.000000
Best Strategy
Training Data Length
1607.500000
Evaluation Time
2025-10-08 03:19
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 541190.8452 459388.9648 81801.8805 267518.6908 404605.5062 -137086.8154
Total P&L (%) 541.1908 459.389 81.8019 267.5187 404.6055 -137.0868
Avg Daily Profit (%) 0.3367 0.2858 0.0509 0.081 0.1007 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97709 -111774 -96384 -1165722 -1141855 -734668
Profit Factor 2.0793 2.8219 1.3282 1.0751 1.2173 0.9193
Total Trades 71 36 35 71 36 35
Winning Trades 30 13 17 30 13 17
Losing Trades 41 23 18 41 23 18
Profitability (%) 42.2535 36.1111 48.5714 42.2535 36.1111 48.5714
Ratio Avg Win / Avg Loss 2.8417 4.9926 1.4063 1.4693 2.1537 0.9734
Largest Winning Trade 335342 335342 65331 737686 737686 295125
Largest Losing Trade -47262 -47071 -47262 -672792 -672792 -386957
Avg Bars in Trades 42 30 55 42 30 55
Avg Bars in Winners 63 47 76 63 47 76
Avg Bars in Losers 26 20 35 26 20 35
Bars Traded 3019 1083 1936 3019 1083 1936
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81131 300140 -125264 -316975 -63197 -581343
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": 1625270400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882743800,
    "expiration_time": 1764005040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            541190.8452394739,
            459388.9647590184,
            81801.8804804555,
            267518.6907909853,
            404605.5061972333,
            -137086.8154062478
        ],
        [
            541.190845,
            459.388965,
            81.80188,
            267.518691,
            404.605506,
            -137.086815
        ],
        [
            0.336666,
            0.285779,
            0.050888,
            0.081003,
            0.100742,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97709,
            -111774,
            -96384,
            -1165722,
            -1141855,
            -734668
        ],
        [
            2.079306,
            2.821896,
            1.328158,
            1.075131,
            1.217286,
            0.919294
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            42.253521,
            36.111111,
            48.571429,
            42.253521,
            36.111111,
            48.571429
        ],
        [
            2.841718,
            4.992586,
            1.406285,
            1.469346,
            2.15366,
            0.97337
        ],
        [
            335342,
            335342,
            65331,
            737686,
            737686,
            295125
        ],
        [
            -47262,
            -47071,
            -47262,
            -672792,
            -672792,
            -386957
        ],
        [
            42,
            30,
            55,
            42,
            30,
            55
        ],
        [
            63,
            47,
            76,
            63,
            47,
            76
        ],
        [
            26,
            20,
            35,
            26,
            20,
            35
        ],
        [
            3019,
            1083,
            1936,
            3019,
            1083,
            1936
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81131,
            300140,
            -125264,
            -316975,
            -63197,
            -581343
        ]
    ]
}
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": 1625270400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759882743800,
    "expiration_time": 1764005040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)