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Trade: AR/USDT/120/SINWMA/SMA/1466

Strategy
AR/USDT/120/SINWMA/SMA/1466
Pair
AR_USDT
Interval
2h
Score
340054
Daily Profit
0.438932
Profit Factor
2.063134
Profitability
36.170213
Streak
16.877559
Best Strategy
Training Data Length
1608.670000
Evaluation Time
2025-10-09 10:03
Expiration Time
2025-12-06 05:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706097.523 590541.5983 115555.9247 438860.3548 896148.5678 -457288.213
Total P&L (%) 706.0975 590.5416 115.5559 438.8604 896.1486 -457.2882
Avg Daily Profit (%) 0.4389 0.3671 0.0718 0.1048 0.143 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135664 -114345 -90564 -1227765 -725828 -888825
Profit Factor 2.0631 2.5947 1.3933 1.1215 1.4846 0.7407
Total Trades 94 47 47 94 47 47
Winning Trades 34 14 20 34 14 20
Losing Trades 60 33 27 60 33 27
Profitability (%) 36.1702 29.7872 42.5532 36.1702 29.7872 42.5532
Ratio Avg Win / Avg Loss 3.6408 6.116 1.8809 1.9791 3.4993 1
Largest Winning Trade 387300 387300 70916 1088415 1088415 186463
Largest Losing Trade -40122 -25131 -40122 -405459 -274501 -405459
Avg Bars in Trades 202 181 223 202 181 223
Avg Bars in Winners 350 366 338 350 366 338
Avg Bars in Losers 118 103 138 118 103 138
Bars Traded 19038 8531 10507 19038 8531 10507
Profit Streak 16.8776 0 29.2109 16.8776 0 29.2109
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340054 208057 -97538 -143495 -8037 -583052
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19304,
    "evaluation_days": 1608.67,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622635200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759993421097,
    "expiration_time": 1764993196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 134,
            "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": [
        [
            706097.5229741936,
            590541.598256837,
            115555.9247173567,
            438860.354795276,
            896148.5677925837,
            -457288.2129973079
        ],
        [
            706.097523,
            590.541598,
            115.555925,
            438.860355,
            896.148568,
            -457.288213
        ],
        [
            0.438932,
            0.367099,
            0.071833,
            0.104755,
            0.142998,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135664,
            -114345,
            -90564,
            -1227765,
            -725828,
            -888825
        ],
        [
            2.063134,
            2.594658,
            1.39326,
            1.121463,
            1.484562,
            0.740726
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            36.170213,
            29.787234,
            42.553191,
            36.170213,
            29.787234,
            42.553191
        ],
        [
            3.640825,
            6.11598,
            1.880901,
            1.979052,
            3.499326,
            0.99998
        ],
        [
            387300,
            387300,
            70916,
            1088415,
            1088415,
            186463
        ],
        [
            -40122,
            -25131,
            -40122,
            -405459,
            -274501,
            -405459
        ],
        [
            202,
            181,
            223,
            202,
            181,
            223
        ],
        [
            350,
            366,
            338,
            350,
            366,
            338
        ],
        [
            118,
            103,
            138,
            118,
            103,
            138
        ],
        [
            19038,
            8531,
            10507,
            19038,
            8531,
            10507
        ],
        [
            16.877559,
            0,
            29.210892,
            16.877559,
            0,
            29.210892
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340054,
            208057,
            -97538,
            -143495,
            -8037,
            -583052
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19304,
    "evaluation_days": 1608.67,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622635200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759993421097,
    "expiration_time": 1764993196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 134,
            "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)