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Trade: AR/USDT/720/DCU/PWMA/1810

Strategy
AR/USDT/720/DCU/PWMA/1810
Pair
AR_USDT
Interval
12h
Score
703931
Daily Profit
0.324945
Profit Factor
6.829413
Profitability
53.488372
Streak
271.167822
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-09-30 19:01
Expiration Time
2025-11-17 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -929710.0811 -29808.7152 -899901.366 21307027.8576 3418598.1148 17888429.7428
Total P&L (%) -929.7101 -29.8087 -899.9014 21307.0279 3418.5981 17888.4297
Avg Daily Profit (%) -0.5809 -0.0186 -0.5623 0.3359 0.2227 0.3249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1089666 -73145 -664812 -1976485 -3886083 -933756
Profit Factor 0.3678 0.8481 0.2939 3.4052 1.5904 6.8294
Total Trades 87 44 43 87 44 43
Winning Trades 46 19 27 42 19 23
Losing Trades 41 25 16 45 25 20
Profitability (%) 52.8736 43.1818 62.7907 48.2759 43.1818 53.4884
Ratio Avg Win / Avg Loss 0.3278 1.1159 0.1742 3.6484 2.0926 5.9386
Largest Winning Trade 45108 26614 45108 7990715 4186697 7990715
Largest Losing Trade -662968 -17516 -662968 -1212165 -1212165 -855623
Avg Bars in Trades 33 6 61 33 6 61
Avg Bars in Winners 31 5 50 35 6 59
Avg Bars in Losers 35 7 80 31 6 64
Bars Traded 2912 270 2642 2912 270 2642
Profit Streak 183.6678 183.6678 271.1678 183.6678 183.6678 271.1678
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578788 -580454 -577652 599649 354889 703931
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625659200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248099814,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "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": [
        [
            -929710.0811402808,
            -29808.7151787223,
            -899901.3659615585,
            21307027.85762437,
            3418598.114819585,
            17888429.742804788
        ],
        [
            -929.710081,
            -29.808715,
            -899.901366,
            21307.027858,
            3418.598115,
            17888.429743
        ],
        [
            -0.580887,
            -0.018625,
            -0.562263,
            0.335852,
            0.222719,
            0.324945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1089666,
            -73145,
            -664812,
            -1976485,
            -3886083,
            -933756
        ],
        [
            0.367816,
            0.84805,
            0.293895,
            3.405151,
            1.590404,
            6.829413
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            46,
            19,
            27,
            42,
            19,
            23
        ],
        [
            41,
            25,
            16,
            45,
            25,
            20
        ],
        [
            52.873563,
            43.181818,
            62.790698,
            48.275862,
            43.181818,
            53.488372
        ],
        [
            0.327836,
            1.115855,
            0.17416,
            3.648376,
            2.092637,
            5.93862
        ],
        [
            45108,
            26614,
            45108,
            7990715,
            4186697,
            7990715
        ],
        [
            -662968,
            -17516,
            -662968,
            -1212165,
            -1212165,
            -855623
        ],
        [
            33,
            6,
            61,
            33,
            6,
            61
        ],
        [
            31,
            5,
            50,
            35,
            6,
            59
        ],
        [
            35,
            7,
            80,
            31,
            6,
            64
        ],
        [
            2912,
            270,
            2642,
            2912,
            270,
            2642
        ],
        [
            183.667822,
            183.667822,
            271.167822,
            183.667822,
            183.667822,
            271.167822
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578788,
            -580454,
            -577652,
            599649,
            354889,
            703931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625659200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248099814,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "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)