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Trade: AR/USDT/120/SINWMA/HILO/8026

Strategy
AR/USDT/120/SINWMA/HILO/8026
Pair
AR_USDT
Interval
2h
Score
392927
Daily Profit
0.433117
Profit Factor
1.661627
Profitability
41.314554
Streak
0.000000
Best Strategy
Training Data Length
1598.000000
Evaluation Time
2025-09-28 18:21
Expiration Time
2025-11-25 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 692121.0785 649764.5205 42356.5581 -32762.637 -20757.4745 -12005.1624
Total P&L (%) 692.1211 649.7645 42.3566 -32.7626 -20.7575 -12.0052
Avg Daily Profit (%) 0.4331 0.4066 0.0265 -0.0248 -0.0146 -0.008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205428 -163779 -181780 -1024285 -649718 -719340
Profit Factor 1.6616 2.1294 1.09 0.9883 0.9851 0.9915
Total Trades 213 107 106 213 107 106
Winning Trades 88 38 50 88 38 50
Losing Trades 125 69 56 125 69 56
Profitability (%) 41.3146 35.514 47.1698 41.3146 35.514 47.1698
Ratio Avg Win / Avg Loss 2.3603 3.8666 1.2208 1.4039 1.7887 1.1105
Largest Winning Trade 503577 503577 56338 358807 358807 320259
Largest Losing Trade -73499 -42502 -73499 -446789 -170678 -446789
Avg Bars in Trades 88 74 102 88 74 102
Avg Bars in Winners 147 131 160 147 131 160
Avg Bars in Losers 46 43 50 46 43 50
Bars Traded 18832 7998 10833 18832 7998 10833
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 392927 286233 -282412 -581374 -583902 -580483
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19176,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622692800000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759072869547,
    "expiration_time": 1764038419200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "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": [
        [
            692121.0785463495,
            649764.5204829135,
            42356.5580634366,
            -32762.6369776557,
            -20757.4745375089,
            -12005.1624401466
        ],
        [
            692.121079,
            649.76452,
            42.356558,
            -32.762637,
            -20.757475,
            -12.005162
        ],
        [
            0.433117,
            0.406611,
            0.026506,
            -0.024837,
            -0.014558,
            -0.008003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205428,
            -163779,
            -181780,
            -1024285,
            -649718,
            -719340
        ],
        [
            1.661627,
            2.129447,
            1.089968,
            0.988312,
            0.985107,
            0.991482
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            88,
            38,
            50,
            88,
            38,
            50
        ],
        [
            125,
            69,
            56,
            125,
            69,
            56
        ],
        [
            41.314554,
            35.514019,
            47.169811,
            41.314554,
            35.514019,
            47.169811
        ],
        [
            2.360266,
            3.866627,
            1.220764,
            1.403853,
            1.788747,
            1.11046
        ],
        [
            503577,
            503577,
            56338,
            358807,
            358807,
            320259
        ],
        [
            -73499,
            -42502,
            -73499,
            -446789,
            -170678,
            -446789
        ],
        [
            88,
            74,
            102,
            88,
            74,
            102
        ],
        [
            147,
            131,
            160,
            147,
            131,
            160
        ],
        [
            46,
            43,
            50,
            46,
            43,
            50
        ],
        [
            18832,
            7998,
            10833,
            18832,
            7998,
            10833
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392927,
            286233,
            -282412,
            -581374,
            -583902,
            -580483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19176,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622692800000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759072869547,
    "expiration_time": 1764038419200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "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)