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Trade: AR/USDT/240/PWMA/SSF/3882

Strategy
AR/USDT/240/PWMA/SSF/3882
Pair
AR_USDT
Interval
4h
Score
477284
Daily Profit
0.453718
Profit Factor
1.888815
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
1600.170000
Evaluation Time
2025-09-30 17:56
Expiration Time
2025-11-17 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726026.492 620753.1311 105273.3609 462290.5654 1458727.9179 -996437.3525
Total P&L (%) 726.0265 620.7531 105.2734 462.2906 1458.7279 -996.4374
Avg Daily Profit (%) 0.4537 0.3879 0.0658 0.108 0.1718 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216160 -140079 -124926 -3862258 -2453082 -2185869
Profit Factor 1.8888 2.4989 1.2614 1.0494 1.2991 0.7775
Total Trades 132 66 66 132 66 66
Winning Trades 63 31 32 63 31 32
Losing Trades 69 35 34 69 35 34
Profitability (%) 47.7273 46.9697 48.4848 47.7273 46.9697 48.4848
Ratio Avg Win / Avg Loss 2.0687 2.8214 1.3402 1.1494 1.4668 0.8261
Largest Winning Trade 373338 373338 55781 2664659 2664659 650950
Largest Losing Trade -39183 -33394 -39183 -1540446 -1196156 -1540446
Avg Bars in Trades 70 64 76 70 64 76
Avg Bars in Winners 84 78 90 84 78 90
Avg Bars in Losers 57 51 63 57 51 63
Bars Traded 9280 4224 5056 9280 4224 5056
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 477284 -111229 -230009 -215544 -117761 -705547
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9601,
    "evaluation_days": 1600.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624132800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244177086,
    "expiration_time": 1763381232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            726026.492034024,
            620753.1310879115,
            105273.3609461119,
            462290.5653688234,
            1458727.9178951567,
            -996437.3525263335
        ],
        [
            726.026492,
            620.753131,
            105.273361,
            462.290565,
            1458.727918,
            -996.437353
        ],
        [
            0.453718,
            0.387929,
            0.065789,
            0.107975,
            0.171783,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216160,
            -140079,
            -124926,
            -3862258,
            -2453082,
            -2185869
        ],
        [
            1.888815,
            2.498937,
            1.261407,
            1.049415,
            1.299142,
            0.777528
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            47.727273,
            46.969697,
            48.484848,
            47.727273,
            46.969697,
            48.484848
        ],
        [
            2.068702,
            2.82138,
            1.340245,
            1.149359,
            1.466773,
            0.826123
        ],
        [
            373338,
            373338,
            55781,
            2664659,
            2664659,
            650950
        ],
        [
            -39183,
            -33394,
            -39183,
            -1540446,
            -1196156,
            -1540446
        ],
        [
            70,
            64,
            76,
            70,
            64,
            76
        ],
        [
            84,
            78,
            90,
            84,
            78,
            90
        ],
        [
            57,
            51,
            63,
            57,
            51,
            63
        ],
        [
            9280,
            4224,
            5056,
            9280,
            4224,
            5056
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477284,
            -111229,
            -230009,
            -215544,
            -117761,
            -705547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9601,
    "evaluation_days": 1600.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624132800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244177086,
    "expiration_time": 1763381232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 3
        }
    }
}

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)