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Trade: AR/USDT/360/DCL/HWMA/1919

Strategy
AR/USDT/360/DCL/HWMA/1919
Pair
AR_USDT
Interval
6h
Score
393112
Daily Profit
0.487421
Profit Factor
2.163532
Profitability
36.029412
Streak
163.838157
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-26 05:06
Expiration Time
2025-11-11 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 777070.3724 779995.4181 -2925.0457 -40699.3695 23467.6099 -64166.9794
Total P&L (%) 777.0704 779.9954 -2.925 -40.6994 23.4676 -64.167
Avg Daily Profit (%) 0.4874 0.4893 -0.0018 -0.0328 0.0132 -0.0644
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -324433 -273504 -89529 -548178 -463090 -138695
Profit Factor 2.1635 2.7135 0.9862 0.9499 1.0403 0.7209
Total Trades 136 68 68 136 68 68
Winning Trades 49 16 33 49 16 33
Losing Trades 87 52 35 87 52 35
Profitability (%) 36.0294 23.5294 48.5294 36.0294 23.5294 48.5294
Ratio Avg Win / Avg Loss 3.8414 8.819 1.046 1.6865 3.381 0.7646
Largest Winning Trade 615881 615881 19137 478725 478725 24759
Largest Losing Trade -31497 -31497 -25597 -102306 -101778 -102306
Avg Bars in Trades 45 83 6 45 83 6
Avg Bars in Winners 75 214 7 75 214 7
Avg Bars in Losers 27 42 5 27 42 5
Bars Traded 6122 5667 455 6122 5667 455
Profit Streak 163.8382 163.8382 169.0882 163.8382 163.8382 169.0882
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393112 -129100 -687895 -581690 -499627 -689562

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1626134400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852416731,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08498,
            "nb": 0.86343,
            "nc": 0.1
        }
    }
}
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": [
        [
            777070.3724402246,
            779995.4181258293,
            -2925.0456856044,
            -40699.3695269951,
            23467.6098593796,
            -64166.9793863747
        ],
        [
            777.070372,
            779.995418,
            -2.925046,
            -40.69937,
            23.46761,
            -64.166979
        ],
        [
            0.487421,
            0.489255,
            -0.001835,
            -0.032772,
            0.013224,
            -0.064354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -324433,
            -273504,
            -89529,
            -548178,
            -463090,
            -138695
        ],
        [
            2.163532,
            2.713534,
            0.986245,
            0.949892,
            1.040298,
            0.720868
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            49,
            16,
            33,
            49,
            16,
            33
        ],
        [
            87,
            52,
            35,
            87,
            52,
            35
        ],
        [
            36.029412,
            23.529412,
            48.529412,
            36.029412,
            23.529412,
            48.529412
        ],
        [
            3.841372,
            8.818986,
            1.046018,
            1.686544,
            3.380967,
            0.764557
        ],
        [
            615881,
            615881,
            19137,
            478725,
            478725,
            24759
        ],
        [
            -31497,
            -31497,
            -25597,
            -102306,
            -101778,
            -102306
        ],
        [
            45,
            83,
            6,
            45,
            83,
            6
        ],
        [
            75,
            214,
            7,
            75,
            214,
            7
        ],
        [
            27,
            42,
            5,
            27,
            42,
            5
        ],
        [
            6122,
            5667,
            455,
            6122,
            5667,
            455
        ],
        [
            163.838157,
            163.838157,
            169.088157,
            163.838157,
            163.838157,
            169.088157
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393112,
            -129100,
            -687895,
            -581690,
            -499627,
            -689562
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1626134400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852416731,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08498,
            "nb": 0.86343,
            "nc": 0.1
        }
    }
}

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)