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Trade: AR/USDT/60/DCM/HWMA/1027

Strategy
AR/USDT/60/DCM/HWMA/1027
Pair
AR_USDT
Interval
1h
Score
305325
Daily Profit
0.435913
Profit Factor
1.736710
Profitability
32.900433
Streak
34.583665
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 18:00
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454055.2616 352676.1312 101379.1304 539787.3489 369856.9723 169930.3766
Total P&L (%) 454.0553 352.6761 101.3791 539.7873 369.857 169.9304
Avg Daily Profit (%) 0.4359 0.3386 0.0973 0.1783 0.1487 0.0954
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81389 -75036 -86112 -254201 -246761 -214990
Profit Factor 1.7367 2.1349 1.3318 1.3222 1.4498 1.1992
Total Trades 231 116 115 231 116 115
Winning Trades 76 32 44 76 32 44
Losing Trades 155 84 71 155 84 71
Profitability (%) 32.9004 27.5862 38.2609 32.9004 27.5862 38.2609
Ratio Avg Win / Avg Loss 3.542 5.6042 2.149 2.6965 3.8056 1.935
Largest Winning Trade 290853 290853 39174 325487 325487 107650
Largest Losing Trade -20976 -17240 -20976 -73953 -48031 -73953
Avg Bars in Trades 105 92 119 105 92 119
Avg Bars in Winners 246 221 264 246 221 264
Avg Bars in Losers 37 42 30 37 42 30
Bars Traded 24454 10683 13771 24454 10683 13771
Profit Streak 34.5837 34.5837 34.6253 34.5837 34.5837 34.6253
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305325 -5254 -65918 170447 -10610 -70250

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1670047200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758898828705,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 221,
            "offset": 146
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35984,
            "nb": 0.01747,
            "nc": 0.40591
        }
    }
}
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": [
        [
            454055.261645966,
            352676.1312452101,
            101379.1304007559,
            539787.3488744606,
            369856.9722919051,
            169930.3765825551
        ],
        [
            454.055262,
            352.676131,
            101.37913,
            539.787349,
            369.856972,
            169.930377
        ],
        [
            0.435913,
            0.338584,
            0.097328,
            0.17834,
            0.148654,
            0.095377
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81389,
            -75036,
            -86112,
            -254201,
            -246761,
            -214990
        ],
        [
            1.73671,
            2.134949,
            1.331752,
            1.32215,
            1.449766,
            1.199158
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            155,
            84,
            71,
            155,
            84,
            71
        ],
        [
            32.900433,
            27.586207,
            38.26087,
            32.900433,
            27.586207,
            38.26087
        ],
        [
            3.541974,
            5.60424,
            2.148964,
            2.696491,
            3.805636,
            1.935005
        ],
        [
            290853,
            290853,
            39174,
            325487,
            325487,
            107650
        ],
        [
            -20976,
            -17240,
            -20976,
            -73953,
            -48031,
            -73953
        ],
        [
            105,
            92,
            119,
            105,
            92,
            119
        ],
        [
            246,
            221,
            264,
            246,
            221,
            264
        ],
        [
            37,
            42,
            30,
            37,
            42,
            30
        ],
        [
            24454,
            10683,
            13771,
            24454,
            10683,
            13771
        ],
        [
            34.583665,
            34.583665,
            34.625332,
            34.583666,
            34.583666,
            34.625332
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305325,
            -5254,
            -65918,
            170447,
            -10610,
            -70250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1670047200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758898828705,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 221,
            "offset": 146
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35984,
            "nb": 0.01747,
            "nc": 0.40591
        }
    }
}

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)