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Trade: AR/USDT/240/PWMA/MIDPRICE/6250

Strategy
AR/USDT/240/PWMA/MIDPRICE/6250
Pair
AR_USDT
Interval
4h
Score
388936
Daily Profit
0.345831
Profit Factor
1.618903
Profitability
43.624161
Streak
30.949462
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-26 09:47
Expiration Time
2025-11-11 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 551313.2255 490923.5137 60389.7118 10506.4091 368287.8889 -357781.4798
Total P&L (%) 551.3132 490.9235 60.3897 10.5064 368.2879 -357.7815
Avg Daily Profit (%) 0.3458 0.3079 0.0379 0.0063 0.0969 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191192 -161637 -86828 -1227537 -761785 -566672
Profit Factor 1.6189 1.9199 1.1691 1.0038 1.2444 0.7148
Total Trades 149 74 75 149 74 75
Winning Trades 65 24 41 65 24 41
Losing Trades 84 50 34 84 50 34
Profitability (%) 43.6242 32.4324 54.6667 43.6242 32.4324 54.6667
Ratio Avg Win / Avg Loss 2.0921 3.9998 0.9695 1.2972 2.5925 0.5927
Largest Winning Trade 313559 313559 43001 993274 993274 188473
Largest Losing Trade -58721 -29956 -58721 -347130 -142324 -347130
Avg Bars in Trades 61 72 51 61 72 51
Avg Bars in Winners 78 105 62 78 105 62
Avg Bars in Losers 48 56 37 48 56 37
Bars Traded 9221 5350 3871 9221 5350 3871
Profit Streak 30.9495 0 40.2828 30.9495 0 40.2828
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388936 -59100 -234652 -552360 -134049 -636305

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869233505,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "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": [
        [
            551313.2254839492,
            490923.5136592294,
            60389.71182472,
            10506.4090821244,
            368287.8888850632,
            -357781.479802939
        ],
        [
            551.313225,
            490.923514,
            60.389712,
            10.506409,
            368.287889,
            -357.78148
        ],
        [
            0.345831,
            0.307949,
            0.037882,
            0.006267,
            0.096894,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191192,
            -161637,
            -86828,
            -1227537,
            -761785,
            -566672
        ],
        [
            1.618903,
            1.919918,
            1.169097,
            1.003805,
            1.244405,
            0.714779
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            65,
            24,
            41,
            65,
            24,
            41
        ],
        [
            84,
            50,
            34,
            84,
            50,
            34
        ],
        [
            43.624161,
            32.432432,
            54.666667,
            43.624161,
            32.432432,
            54.666667
        ],
        [
            2.092121,
            3.999828,
            0.969495,
            1.297225,
            2.59251,
            0.592744
        ],
        [
            313559,
            313559,
            43001,
            993274,
            993274,
            188473
        ],
        [
            -58721,
            -29956,
            -58721,
            -347130,
            -142324,
            -347130
        ],
        [
            61,
            72,
            51,
            61,
            72,
            51
        ],
        [
            78,
            105,
            62,
            78,
            105,
            62
        ],
        [
            48,
            56,
            37,
            48,
            56,
            37
        ],
        [
            9221,
            5350,
            3871,
            9221,
            5350,
            3871
        ],
        [
            30.949462,
            0,
            40.282795,
            30.949462,
            0,
            40.282795
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388936,
            -59100,
            -234652,
            -552360,
            -134049,
            -636305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624089600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869233505,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "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)