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Trade: AR/USDT/240/WMA/JMA/5030

Strategy
AR/USDT/240/WMA/JMA/5030
Pair
AR_USDT
Interval
4h
Score
441813
Daily Profit
0.365585
Profit Factor
1.600976
Profitability
45.783133
Streak
19.022267
Best Strategy
Training Data Length
1605.500000
Evaluation Time
2025-10-06 03:32
Expiration Time
2025-11-23 01:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586947.0902 519506.3012 67440.7889 41539.8903 151074.5901 -109534.6997
Total P&L (%) 586.9471 519.5063 67.4408 41.5399 151.0746 -109.5347
Avg Daily Profit (%) 0.3656 0.3236 0.042 0.0216 0.0574 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123289 -109933 -115691 -268087 -246191 -328579
Profit Factor 1.601 1.985 1.1501 1.0246 1.1786 0.8698
Total Trades 166 83 83 166 83 83
Winning Trades 76 33 43 76 33 43
Losing Trades 90 50 40 90 50 40
Profitability (%) 45.7831 39.759 51.8072 45.7831 39.759 51.8072
Ratio Avg Win / Avg Loss 1.8959 3.0076 1.0699 1.2134 1.7857 0.8091
Largest Winning Trade 356823 356823 55894 265536 265536 73975
Largest Losing Trade -57176 -38172 -57176 -155096 -69120 -155096
Avg Bars in Trades 57 49 64 57 49 64
Avg Bars in Winners 84 70 94 84 70 94
Avg Bars in Losers 34 36 32 34 36 32
Bars Traded 9496 4142 5354 9496 4142 5354
Profit Streak 19.0223 0 57.5223 19.0223 0 57.5223
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441813 307826 -191481 -359690 -143612 -579895
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9633,
    "evaluation_days": 1605.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759710723906,
    "expiration_time": 1763855856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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": [
        [
            586947.0901572,
            519506.3012443335,
            67440.7889128668,
            41539.8903290389,
            151074.5900548639,
            -109534.6997258252
        ],
        [
            586.94709,
            519.506301,
            67.440789,
            41.53989,
            151.07459,
            -109.5347
        ],
        [
            0.365585,
            0.323579,
            0.042006,
            0.021641,
            0.057356,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123289,
            -109933,
            -115691,
            -268087,
            -246191,
            -328579
        ],
        [
            1.600976,
            1.985006,
            1.150121,
            1.024622,
            1.178591,
            0.869789
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            45.783133,
            39.759036,
            51.807229,
            45.783133,
            39.759036,
            51.807229
        ],
        [
            1.895892,
            3.007585,
            1.06988,
            1.213368,
            1.785744,
            0.809106
        ],
        [
            356823,
            356823,
            55894,
            265536,
            265536,
            73975
        ],
        [
            -57176,
            -38172,
            -57176,
            -155096,
            -69120,
            -155096
        ],
        [
            57,
            49,
            64,
            57,
            49,
            64
        ],
        [
            84,
            70,
            94,
            84,
            70,
            94
        ],
        [
            34,
            36,
            32,
            34,
            36,
            32
        ],
        [
            9496,
            4142,
            5354,
            9496,
            4142,
            5354
        ],
        [
            19.022267,
            0,
            57.522267,
            19.022267,
            0,
            57.522267
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441813,
            307826,
            -191481,
            -359690,
            -143612,
            -579895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9633,
    "evaluation_days": 1605.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759710723906,
    "expiration_time": 1763855856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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)