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Trade: AR/USDT/360/DCM/HMA/1964

Strategy
AR/USDT/360/DCM/HMA/1964
Pair
AR_USDT
Interval
6h
Score
316222
Daily Profit
0.284303
Profit Factor
1.683307
Profitability
42.352941
Streak
0.000000
Best Strategy
Training Data Length
1609.000000
Evaluation Time
2025-10-09 14:19
Expiration Time
2025-11-26 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457444.1016 371942.362 85501.7395 162850.0072 571404.3638 -408554.3565
Total P&L (%) 457.4441 371.9424 85.5017 162.85 571.4044 -408.5544
Avg Daily Profit (%) 0.2843 0.2312 0.0531 0.0601 0.1184 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155166 -95199 -102254 -674794 -525550 -621885
Profit Factor 1.6833 2.0487 1.2716 1.0688 1.488 0.6585
Total Trades 85 43 42 85 43 42
Winning Trades 36 18 18 36 18 18
Losing Trades 49 25 24 49 25 24
Profitability (%) 42.3529 41.8605 42.8571 42.3529 41.8605 42.8571
Ratio Avg Win / Avg Loss 2.2912 2.8454 1.6955 1.4547 2.0666 0.878
Largest Winning Trade 209140 209140 65239 341145 341145 145389
Largest Losing Trade -59205 -31529 -59205 -258314 -175421 -258314
Avg Bars in Trades 73 54 92 73 54 92
Avg Bars in Winners 111 80 141 111 80 141
Avg Bars in Losers 45 35 56 45 35 56
Bars Traded 6248 2346 3901 6248 2346 3901
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 316222 312019 -123665 -260305 -35271 -583512
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6436,
    "evaluation_days": 1609,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623240000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760008778443,
    "expiration_time": 1764160128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 83,
            "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": [
        [
            457444.1015830094,
            371942.3620336995,
            85501.7395493099,
            162850.0072182709,
            571404.3637562838,
            -408554.3565380132
        ],
        [
            457.444102,
            371.942362,
            85.50174,
            162.850007,
            571.404364,
            -408.554357
        ],
        [
            0.284303,
            0.231164,
            0.05314,
            0.060081,
            0.118417,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155166,
            -95199,
            -102254,
            -674794,
            -525550,
            -621885
        ],
        [
            1.683307,
            2.048713,
            1.271615,
            1.068788,
            1.487965,
            0.658518
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            42.352941,
            41.860465,
            42.857143,
            42.352941,
            41.860465,
            42.857143
        ],
        [
            2.291168,
            2.845434,
            1.695487,
            1.45474,
            2.066619,
            0.878025
        ],
        [
            209140,
            209140,
            65239,
            341145,
            341145,
            145389
        ],
        [
            -59205,
            -31529,
            -59205,
            -258314,
            -175421,
            -258314
        ],
        [
            73,
            54,
            92,
            73,
            54,
            92
        ],
        [
            111,
            80,
            141,
            111,
            80,
            141
        ],
        [
            45,
            35,
            56,
            45,
            35,
            56
        ],
        [
            6248,
            2346,
            3901,
            6248,
            2346,
            3901
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316222,
            312019,
            -123665,
            -260305,
            -35271,
            -583512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6436,
    "evaluation_days": 1609,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623240000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760008778443,
    "expiration_time": 1764160128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 83,
            "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)