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Trade: AR/USDT/120/SINWMA/LINREG/5923

Strategy
AR/USDT/120/SINWMA/LINREG/5923
Pair
AR_USDT
Interval
2h
Score
409805
Daily Profit
0.511268
Profit Factor
2.159006
Profitability
37.795276
Streak
45.387541
Best Strategy
Training Data Length
1602.170000
Evaluation Time
2025-10-02 22:18
Expiration Time
2025-11-29 12:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 819138.3883 668907.8184 150230.5699 901862.4742 795790.1376 106072.3365
Total P&L (%) 819.1384 668.9078 150.2306 901.8625 795.7901 106.0723
Avg Daily Profit (%) 0.5113 0.4175 0.0938 0.1439 0.1369 0.0451
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110362 -113388 -87667 -2088553 -1632244 -1791652
Profit Factor 2.159 2.6981 1.4802 1.1018 1.1767 1.0244
Total Trades 127 64 63 127 64 63
Winning Trades 48 18 30 48 18 30
Losing Trades 79 46 33 79 46 33
Profitability (%) 37.7953 28.125 47.619 37.7953 28.125 47.619
Ratio Avg Win / Avg Loss 3.5534 6.8952 1.6282 1.8134 3.0072 1.1268
Largest Winning Trade 466655 466655 54020 1979673 1979673 513322
Largest Losing Trade -40259 -31457 -40259 -734478 -342846 -734478
Avg Bars in Trades 148 133 163 148 133 163
Avg Bars in Winners 248 266 237 248 266 237
Avg Bars in Losers 87 81 95 87 81 95
Bars Traded 18838 8564 10274 18838 8564 10274
Profit Streak 45.3875 45.3875 54.4709 45.3875 45.3875 54.4709
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409805 -139899 -212531 -111333 -189763 -473405
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19226,
    "evaluation_days": 1602.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622088000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759432683555,
    "expiration_time": 1764411379200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 153,
            "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": [
        [
            819138.3883312445,
            668907.8184038529,
            150230.5699273917,
            901862.4741598445,
            795790.137646063,
            106072.3365137797
        ],
        [
            819.138388,
            668.907818,
            150.23057,
            901.862474,
            795.790138,
            106.072337
        ],
        [
            0.511268,
            0.417501,
            0.093767,
            0.143936,
            0.136942,
            0.04514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110362,
            -113388,
            -87667,
            -2088553,
            -1632244,
            -1791652
        ],
        [
            2.159006,
            2.698123,
            1.480201,
            1.101799,
            1.176724,
            1.02435
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            48,
            18,
            30,
            48,
            18,
            30
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            37.795276,
            28.125,
            47.619048,
            37.795276,
            28.125,
            47.619048
        ],
        [
            3.553364,
            6.895204,
            1.628221,
            1.813377,
            3.007183,
            1.126784
        ],
        [
            466655,
            466655,
            54020,
            1979673,
            1979673,
            513322
        ],
        [
            -40259,
            -31457,
            -40259,
            -734478,
            -342846,
            -734478
        ],
        [
            148,
            133,
            163,
            148,
            133,
            163
        ],
        [
            248,
            266,
            237,
            248,
            266,
            237
        ],
        [
            87,
            81,
            95,
            87,
            81,
            95
        ],
        [
            18838,
            8564,
            10274,
            18838,
            8564,
            10274
        ],
        [
            45.387541,
            45.387541,
            54.470874,
            45.387541,
            45.387541,
            54.470874
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409805,
            -139899,
            -212531,
            -111333,
            -189763,
            -473405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19226,
    "evaluation_days": 1602.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622088000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759432683555,
    "expiration_time": 1764411379200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 153,
            "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)