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Trade: AR/USDT/240/HWMA/KCL/3227

Strategy
AR/USDT/240/HWMA/KCL/3227
Pair
AR_USDT
Interval
4h
Score
345036
Daily Profit
0.184837
Profit Factor
1.509808
Profitability
41.641337
Streak
28.810661
Best Strategy
Training Data Length
1598.330000
Evaluation Time
2025-09-28 22:27
Expiration Time
2025-11-15 16:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -636164.9764 -96278.1096 -539886.8668 -251571.1734 1813611.4603 -2065182.6337
Total P&L (%) -636.165 -96.2781 -539.8869 -251.5712 1813.6115 -2065.1826
Avg Daily Profit (%) -0.398 -0.0602 -0.3378 0 0.1848 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -763806 -234632 -669189 -2910941 -1218160 -2482847
Profit Factor 0.6315 0.8299 0.5347 0.9743 1.5098 0.6695
Total Trades 658 329 329 658 329 329
Winning Trades 467 207 260 233 137 96
Losing Trades 191 122 69 425 192 233
Profitability (%) 70.9726 62.9179 79.0274 35.4103 41.6413 29.1793
Ratio Avg Win / Avg Loss 0.2583 0.4891 0.1419 1.7772 2.1159 1.625
Largest Winning Trade 18585 18585 16660 798915 654270 798915
Largest Losing Trade -359414 -32914 -359414 -900125 -249730 -900125
Avg Bars in Trades 14 11 17 14 11 17
Avg Bars in Winners 4 2 5 28 21 38
Avg Bars in Losers 38 24 63 6 3 8
Bars Traded 9378 3638 5740 9378 3638 5740
Profit Streak 0 0 0 24.8107 28.8107 24.8107
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573927 -577660 -575572 -578932 345036 -587408
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9590,
    "evaluation_days": 1598.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623182400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759087641073,
    "expiration_time": 1763218080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.72465,
            "nb": 0.96699,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 153,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -636164.9764450565,
            -96278.1096394542,
            -539886.8668056023,
            -251571.1733839514,
            1813611.4603162208,
            -2065182.6337001685
        ],
        [
            -636.164976,
            -96.27811,
            -539.886867,
            -251.571173,
            1813.61146,
            -2065.182634
        ],
        [
            -0.398019,
            -0.060237,
            -0.337782,
            0,
            0.184837,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -763806,
            -234632,
            -669189,
            -2910941,
            -1218160,
            -2482847
        ],
        [
            0.631452,
            0.829852,
            0.534697,
            0.974346,
            1.509808,
            0.669508
        ],
        [
            658,
            329,
            329,
            658,
            329,
            329
        ],
        [
            467,
            207,
            260,
            233,
            137,
            96
        ],
        [
            191,
            122,
            69,
            425,
            192,
            233
        ],
        [
            70.972644,
            62.917933,
            79.027356,
            35.410334,
            41.641337,
            29.179331
        ],
        [
            0.25826,
            0.489092,
            0.1419,
            1.77724,
            2.115935,
            1.624952
        ],
        [
            18585,
            18585,
            16660,
            798915,
            654270,
            798915
        ],
        [
            -359414,
            -32914,
            -359414,
            -900125,
            -249730,
            -900125
        ],
        [
            14,
            11,
            17,
            14,
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            17
        ],
        [
            4,
            2,
            5,
            28,
            21,
            38
        ],
        [
            38,
            24,
            63,
            6,
            3,
            8
        ],
        [
            9378,
            3638,
            5740,
            9378,
            3638,
            5740
        ],
        [
            0,
            0,
            0,
            24.810661,
            28.810661,
            24.810661
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
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        ],
        [
            -573927,
            -577660,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9590,
    "evaluation_days": 1598.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623182400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759087641073,
    "expiration_time": 1763218080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.72465,
            "nb": 0.96699,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 153,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)