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Trade: AR/USDT/360/SMA/HILO/2013

Strategy
AR/USDT/360/SMA/HILO/2013
Pair
AR_USDT
Interval
6h
Score
327357
Daily Profit
0.234337
Profit Factor
2.544967
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1607.250000
Evaluation Time
2025-10-07 21:19
Expiration Time
2025-11-24 19:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405292.656 376637.7697 28654.8863 26431.1184 538944.0111 -512512.8926
Total P&L (%) 405.2927 376.6378 28.6549 26.4311 538.944 -512.5129
Avg Daily Profit (%) 0.2522 0.2343 0.0178 0.0146 0.1155 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150829 -122890 -129289 -692673 -414154 -715919
Profit Factor 1.7833 2.545 1.1047 1.0129 1.6879 0.5937
Total Trades 73 37 36 73 37 36
Winning Trades 31 15 16 31 15 16
Losing Trades 42 22 20 42 22 20
Profitability (%) 42.4658 40.5405 44.4444 42.4658 40.5405 44.4444
Ratio Avg Win / Avg Loss 2.4161 3.7326 1.3809 1.3724 2.4756 0.7421
Largest Winning Trade 303799 303799 62699 408157 408157 100795
Largest Losing Trade -57862 -33506 -57862 -281624 -145315 -281624
Avg Bars in Trades 82 63 102 82 63 102
Avg Bars in Winners 120 77 159 120 77 159
Avg Bars in Losers 55 53 56 55 53 56
Bars Traded 6042 2349 3693 6042 2349 3693
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 -67758 327357 -279750 -462293 -38919 -582940
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6429,
    "evaluation_days": 1607.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625227200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759861157883,
    "expiration_time": 1764004392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            405292.6560484736,
            376637.7697468621,
            28654.8863016119,
            26431.1184196341,
            538944.0110558484,
            -512512.8926362143
        ],
        [
            405.292656,
            376.63777,
            28.654886,
            26.431118,
            538.944011,
            -512.512893
        ],
        [
            0.252165,
            0.234337,
            0.017829,
            0.014593,
            0.115459,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150829,
            -122890,
            -129289,
            -692673,
            -414154,
            -715919
        ],
        [
            1.783343,
            2.544967,
            1.104731,
            1.012926,
            1.687939,
            0.593703
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            42.465753,
            40.540541,
            44.444444,
            42.465753,
            40.540541,
            44.444444
        ],
        [
            2.416143,
            3.732618,
            1.380914,
            1.372351,
            2.475643,
            0.742129
        ],
        [
            303799,
            303799,
            62699,
            408157,
            408157,
            100795
        ],
        [
            -57862,
            -33506,
            -57862,
            -281624,
            -145315,
            -281624
        ],
        [
            82,
            63,
            102,
            82,
            63,
            102
        ],
        [
            120,
            77,
            159,
            120,
            77,
            159
        ],
        [
            55,
            53,
            56,
            55,
            53,
            56
        ],
        [
            6042,
            2349,
            3693,
            6042,
            2349,
            3693
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67758,
            327357,
            -279750,
            -462293,
            -38919,
            -582940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6429,
    "evaluation_days": 1607.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625227200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759861157883,
    "expiration_time": 1764004392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)