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Trade: AR/USDT/120/MIDPRICE/DEMA/5474

Strategy
AR/USDT/120/MIDPRICE/DEMA/5474
Pair
AR_USDT
Interval
2h
Score
305652
Daily Profit
0.202785
Profit Factor
1.353302
Profitability
49.032258
Streak
0.000000
Best Strategy
Training Data Length
1598.500000
Evaluation Time
2025-09-29 06:08
Expiration Time
2025-11-25 17:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324151.9738 274187.6272 49964.3466 11948.7595 655672.7113 -643723.9518
Total P&L (%) 324.152 274.1876 49.9643 11.9488 655.6727 -643.724
Avg Daily Profit (%) 0.2028 0.1715 0.0313 0.0071 0.1266 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152105 -78171 -113639 -816548 -195029 -791750
Profit Factor 1.3533 1.6054 1.1075 1.0055 1.8084 0.5214
Total Trades 155 78 77 155 78 77
Winning Trades 76 42 34 76 42 34
Losing Trades 79 36 43 79 36 43
Profitability (%) 49.0323 53.8462 44.1558 49.0323 53.8462 44.1558
Ratio Avg Win / Avg Loss 1.4067 1.3761 1.4007 1.0452 1.5501 0.6594
Largest Winning Trade 108195 108195 70470 360956 360956 69964
Largest Losing Trade -69372 -33403 -69372 -525579 -67270 -525579
Avg Bars in Trades 121 90 152 121 90 152
Avg Bars in Winners 160 98 237 160 98 237
Avg Bars in Losers 83 81 86 83 81 86
Bars Traded 18821 7051 11770 18821 7051 11770
Profit Streak 0 0 18.2977 0 0 18.2977
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305652 -24654 -298369 -502536 -54117 -624445
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19182,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622628000000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759115318385,
    "expiration_time": 1764083174400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 166,
            "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": [
        [
            324151.9737877776,
            274187.6271601696,
            49964.3466276082,
            11948.7595111489,
            655672.7112811174,
            -643723.9517699687
        ],
        [
            324.151974,
            274.187627,
            49.964347,
            11.94876,
            655.672711,
            -643.723952
        ],
        [
            0.202785,
            0.171528,
            0.031257,
            0.007061,
            0.126601,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152105,
            -78171,
            -113639,
            -816548,
            -195029,
            -791750
        ],
        [
            1.353302,
            1.605444,
            1.107538,
            1.005542,
            1.808402,
            0.52141
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            79,
            36,
            43,
            79,
            36,
            43
        ],
        [
            49.032258,
            53.846154,
            44.155844,
            49.032258,
            53.846154,
            44.155844
        ],
        [
            1.406722,
            1.376094,
            1.400709,
            1.045234,
            1.550059,
            0.659431
        ],
        [
            108195,
            108195,
            70470,
            360956,
            360956,
            69964
        ],
        [
            -69372,
            -33403,
            -69372,
            -525579,
            -67270,
            -525579
        ],
        [
            121,
            90,
            152,
            121,
            90,
            152
        ],
        [
            160,
            98,
            237,
            160,
            98,
            237
        ],
        [
            83,
            81,
            86,
            83,
            81,
            86
        ],
        [
            18821,
            7051,
            11770,
            18821,
            7051,
            11770
        ],
        [
            0,
            0,
            18.297666,
            0,
            0,
            18.297666
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305652,
            -24654,
            -298369,
            -502536,
            -54117,
            -624445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19182,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622628000000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759115318385,
    "expiration_time": 1764083174400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 166,
            "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)