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Trade: AR/USDT/720/DCM/HMA/7336

Strategy
AR/USDT/720/DCM/HMA/7336
Pair
AR_USDT
Interval
12h
Score
341663
Daily Profit
0.216035
Profit Factor
2.281398
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1603.000000
Evaluation Time
2025-10-03 04:31
Expiration Time
2025-11-20 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419084.4327 346304.3893 72780.0435 187453.9723 551189.6406 -363735.6683
Total P&L (%) 419.0844 346.3044 72.78 187.454 551.1896 -363.7357
Avg Daily Profit (%) 0.2614 0.216 0.0454 0.0659 0.117 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147590 -104667 -90341 -919234 -820535 -673359
Profit Factor 1.7481 2.2814 1.251 1.0607 1.3789 0.777
Total Trades 79 40 39 79 40 39
Winning Trades 40 17 23 40 17 23
Losing Trades 39 23 16 39 23 16
Profitability (%) 50.6329 42.5 58.9744 50.6329 42.5 58.9744
Ratio Avg Win / Avg Loss 1.7044 3.0866 0.8703 1.0342 1.8655 0.5405
Largest Winning Trade 184824 184824 63196 525553 525553 269149
Largest Losing Trade -54006 -40103 -54006 -483928 -483928 -348793
Avg Bars in Trades 38 28 48 38 28 48
Avg Bars in Winners 48 36 57 48 36 57
Avg Bars in Losers 28 23 35 28 23 35
Bars Traded 3028 1149 1879 3028 1149 1879
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 -19735 341663 -132968 -289850 -37388 -579594
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623628800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455098127,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 56,
            "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": [
        [
            419084.4327339386,
            346304.3892635866,
            72780.0434703519,
            187453.9722740852,
            551189.6405908861,
            -363735.6683168013
        ],
        [
            419.084433,
            346.304389,
            72.780043,
            187.453972,
            551.189641,
            -363.735668
        ],
        [
            0.261438,
            0.216035,
            0.045402,
            0.065891,
            0.116951,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147590,
            -104667,
            -90341,
            -919234,
            -820535,
            -673359
        ],
        [
            1.748058,
            2.281398,
            1.250988,
            1.060749,
            1.378884,
            0.776979
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            50.632911,
            42.5,
            58.974359,
            50.632911,
            42.5,
            58.974359
        ],
        [
            1.704357,
            3.086597,
            0.870252,
            1.03423,
            1.865549,
            0.540507
        ],
        [
            184824,
            184824,
            63196,
            525553,
            525553,
            269149
        ],
        [
            -54006,
            -40103,
            -54006,
            -483928,
            -483928,
            -348793
        ],
        [
            38,
            28,
            48,
            38,
            28,
            48
        ],
        [
            48,
            36,
            57,
            48,
            36,
            57
        ],
        [
            28,
            23,
            35,
            28,
            23,
            35
        ],
        [
            3028,
            1149,
            1879,
            3028,
            1149,
            1879
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19735,
            341663,
            -132968,
            -289850,
            -37388,
            -579594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623628800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455098127,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 56,
            "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)