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Trade: AR/USDT/120/KCB/SINWMA/2727

Strategy
AR/USDT/120/KCB/SINWMA/2727
Pair
AR_USDT
Interval
2h
Score
390637
Daily Profit
0.393906
Profit Factor
1.661568
Profitability
42.603550
Streak
0.000000
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-09-26 12:49
Expiration Time
2025-11-21 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627885.3843 598321.5934 29563.7909 -12644.8646 244555.5995 -257200.4641
Total P&L (%) 627.8854 598.3216 29.5638 -12.6449 244.5556 -257.2005
Avg Daily Profit (%) 0.3939 0.3754 0.0185 -0.0085 0.0776 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133606 -121082 -91331 -528653 -304185 -377703
Profit Factor 1.6616 2.1435 1.0694 0.9938 1.2371 0.7464
Total Trades 169 85 84 169 85 84
Winning Trades 72 29 43 72 29 43
Losing Trades 97 56 41 97 56 41
Profitability (%) 42.6036 34.1176 51.1905 42.6036 34.1176 51.1905
Ratio Avg Win / Avg Loss 2.2385 4.1391 1.0197 1.3389 2.3889 0.7117
Largest Winning Trade 435496 435496 62166 440488 440488 85017
Largest Losing Trade -46807 -32424 -46807 -227979 -79348 -227979
Avg Bars in Trades 111 94 128 111 94 128
Avg Bars in Winners 163 149 173 163 149 173
Avg Bars in Losers 72 66 81 72 66 81
Bars Traded 18829 8023 10806 18829 8023 10806
Profit Streak 0 0 16.6594 0 0 16.6594
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390637 255975 -314988 -581102 -94980 -580379

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622016000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758880168496,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 57,
            "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": [
        [
            627885.3842663914,
            598321.5934129237,
            29563.7908534675,
            -12644.8646411881,
            244555.5994559576,
            -257200.4640971457
        ],
        [
            627.885384,
            598.321593,
            29.563791,
            -12.644865,
            244.555599,
            -257.200464
        ],
        [
            0.393906,
            0.375359,
            0.018547,
            -0.008481,
            0.077639,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133606,
            -121082,
            -91331,
            -528653,
            -304185,
            -377703
        ],
        [
            1.661568,
            2.143479,
            1.069425,
            0.993818,
            1.237115,
            0.746398
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            72,
            29,
            43,
            72,
            29,
            43
        ],
        [
            97,
            56,
            41,
            97,
            56,
            41
        ],
        [
            42.60355,
            34.117647,
            51.190476,
            42.60355,
            34.117647,
            51.190476
        ],
        [
            2.238502,
            4.139132,
            1.019684,
            1.338894,
            2.388911,
            0.711682
        ],
        [
            435496,
            435496,
            62166,
            440488,
            440488,
            85017
        ],
        [
            -46807,
            -32424,
            -46807,
            -227979,
            -79348,
            -227979
        ],
        [
            111,
            94,
            128,
            111,
            94,
            128
        ],
        [
            163,
            149,
            173,
            163,
            149,
            173
        ],
        [
            72,
            66,
            81,
            72,
            66,
            81
        ],
        [
            18829,
            8023,
            10806,
            18829,
            8023,
            10806
        ],
        [
            0,
            0,
            16.659357,
            0,
            0,
            16.659358
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390637,
            255975,
            -314988,
            -581102,
            -94980,
            -580379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622016000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758880168496,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 57,
            "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)