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Trade: AR/USDT/120/MIDPRICE/HWMA/8636

Strategy
AR/USDT/120/MIDPRICE/HWMA/8636
Pair
AR_USDT
Interval
2h
Score
469300
Daily Profit
0.426470
Profit Factor
1.528083
Profitability
51.291513
Streak
0.000000
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-09-26 11:11
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 679793.3563 486663.6088 193129.7475 1735660.3491 792429.4175 943230.9317
Total P&L (%) 679.7934 486.6636 193.1297 1735.6603 792.4294 943.2309
Avg Daily Profit (%) 0.4265 0.3053 0.1212 0.1827 0.1374 0.1472
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201929 -139966 -160084 -1928518 -939383 -1361105
Profit Factor 1.5281 1.7809 1.2908 1.2003 1.1825 1.2182
Total Trades 271 136 135 271 136 135
Winning Trades 139 63 76 139 63 76
Losing Trades 132 73 59 132 73 59
Profitability (%) 51.2915 46.3235 56.2963 51.2915 46.3235 56.2963
Ratio Avg Win / Avg Loss 1.4511 2.0635 1.0021 1.1398 1.3702 0.9457
Largest Winning Trade 159333 159333 37855 718303 718303 681980
Largest Losing Trade -49317 -24074 -49317 -684022 -560281 -684022
Avg Bars in Trades 70 70 70 70 70 70
Avg Bars in Winners 70 70 70 70 70 70
Avg Bars in Losers 70 70 70 70 70 70
Bars Traded 18981 9525 9456 18981 9525 9456
Profit Streak 0 0 44.591 0 0 44.591
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469300 369904 -29191 322189 -30592 138853

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621353600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874265836,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00942,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            679793.3563336179,
            486663.6088219001,
            193129.7475117174,
            1735660.349142111,
            792429.4174645183,
            943230.9316775915
        ],
        [
            679.793356,
            486.663609,
            193.129748,
            1735.660349,
            792.429417,
            943.230932
        ],
        [
            0.42647,
            0.30531,
            0.12116,
            0.182726,
            0.137408,
            0.147217
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201929,
            -139966,
            -160084,
            -1928518,
            -939383,
            -1361105
        ],
        [
            1.528083,
            1.780871,
            1.290835,
            1.200295,
            1.182488,
            1.218181
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            139,
            63,
            76,
            139,
            63,
            76
        ],
        [
            132,
            73,
            59,
            132,
            73,
            59
        ],
        [
            51.291513,
            46.323529,
            56.296296,
            51.291513,
            46.323529,
            56.296296
        ],
        [
            1.451129,
            2.063549,
            1.002095,
            1.139848,
            1.370184,
            0.945693
        ],
        [
            159333,
            159333,
            37855,
            718303,
            718303,
            681980
        ],
        [
            -49317,
            -24074,
            -49317,
            -684022,
            -560281,
            -684022
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            18981,
            9525,
            9456,
            18981,
            9525,
            9456
        ],
        [
            0,
            0,
            44.59104,
            0,
            0,
            44.59104
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469300,
            369904,
            -29191,
            322189,
            -30592,
            138853
        ]
    ]
}
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": 1621353600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874265836,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00942,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)