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Trade: AR/USDT/120/BBM/WMA/2489

Strategy
AR/USDT/120/BBM/WMA/2489
Pair
AR_USDT
Interval
2h
Score
430919
Daily Profit
0.470655
Profit Factor
1.812809
Profitability
39.610390
Streak
51.174611
Best Strategy
Training Data Length
1608.000000
Evaluation Time
2025-10-08 17:11
Expiration Time
2025-12-05 13:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 756813.9696 701113.5075 55700.4621 5128.0354 189978.294 -184850.2587
Total P&L (%) 756.814 701.1135 55.7005 5.128 189.9783 -184.8503
Avg Daily Profit (%) 0.4707 0.436 0.0346 0.0031 0.0662 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208344 -128094 -163518 -706342 -228222 -532816
Profit Factor 1.8128 2.3838 1.1312 1.0033 1.2786 0.7867
Total Trades 154 77 77 154 77 77
Winning Trades 61 23 38 61 23 38
Losing Trades 93 54 39 93 54 39
Profitability (%) 39.6104 29.8701 49.3506 39.6104 29.8701 49.3506
Ratio Avg Win / Avg Loss 2.7638 5.5968 1.161 1.5296 3.0018 0.8074
Largest Winning Trade 533246 533246 51723 290291 290291 147442
Largest Losing Trade -70604 -40488 -70604 -291234 -91815 -291234
Avg Bars in Trades 123 113 133 123 113 133
Avg Bars in Winners 214 226 207 214 226 207
Avg Bars in Losers 63 66 60 63 66 60
Bars Traded 19019 8768 10251 19019 8768 10251
Profit Streak 51.1746 51.1746 59.8413 51.1746 51.1746 59.8413
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430919 -35148 -264984 -572031 -153178 -622011
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19296,
    "evaluation_days": 1608,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622095200000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759932686365,
    "expiration_time": 1764933523200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 214,
            "offset": 0,
            "std": 3.1577
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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": [
        [
            756813.9695561505,
            701113.5074972648,
            55700.4620588858,
            5128.0353853486,
            189978.2940456601,
            -184850.2586603115
        ],
        [
            756.81397,
            701.113507,
            55.700462,
            5.128035,
            189.978294,
            -184.850259
        ],
        [
            0.470655,
            0.436016,
            0.03464,
            0.00311,
            0.066231,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208344,
            -128094,
            -163518,
            -706342,
            -228222,
            -532816
        ],
        [
            1.812809,
            2.383824,
            1.131227,
            1.003311,
            1.278564,
            0.786698
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            61,
            23,
            38,
            61,
            23,
            38
        ],
        [
            93,
            54,
            39,
            93,
            54,
            39
        ],
        [
            39.61039,
            29.87013,
            49.350649,
            39.61039,
            29.87013,
            49.350649
        ],
        [
            2.76379,
            5.596803,
            1.160996,
            1.529639,
            3.001846,
            0.807401
        ],
        [
            533246,
            533246,
            51723,
            290291,
            290291,
            147442
        ],
        [
            -70604,
            -40488,
            -70604,
            -291234,
            -91815,
            -291234
        ],
        [
            123,
            113,
            133,
            123,
            113,
            133
        ],
        [
            214,
            226,
            207,
            214,
            226,
            207
        ],
        [
            63,
            66,
            60,
            63,
            66,
            60
        ],
        [
            19019,
            8768,
            10251,
            19019,
            8768,
            10251
        ],
        [
            51.174611,
            51.174611,
            59.841277,
            51.174611,
            51.174611,
            59.841277
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430919,
            -35148,
            -264984,
            -572031,
            -153178,
            -622011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19296,
    "evaluation_days": 1608,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622095200000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759932686365,
    "expiration_time": 1764933523200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 214,
            "offset": 0,
            "std": 3.1577
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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)