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Trade: AR/USDT/120/SWMA/MIDPRICE/7423

Strategy
AR/USDT/120/SWMA/MIDPRICE/7423
Pair
AR_USDT
Interval
2h
Score
318725
Daily Profit
0.550025
Profit Factor
2.100560
Profitability
30.000000
Streak
18.846262
Best Strategy
Training Data Length
1608.000000
Evaluation Time
2025-10-08 17:18
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 884439.7855 712101.9869 172337.7986 1470696.0842 294303.746 1176392.3382
Total P&L (%) 884.4398 712.102 172.3378 1470.6961 294.3037 1176.3923
Avg Daily Profit (%) 0.55 0.4428 0.1072 0.1714 0.0854 0.1585
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102943 -101833 -62968 -1195287 -1111722 -717158
Profit Factor 2.1006 2.5821 1.4875 1.1931 1.069 1.351
Total Trades 200 100 100 200 100 100
Winning Trades 60 24 36 60 24 36
Losing Trades 140 76 64 140 76 64
Profitability (%) 30 24 36 30 24 36
Ratio Avg Win / Avg Loss 4.9013 8.1765 2.6444 2.7839 3.3852 2.4018
Largest Winning Trade 472956 472956 52802 1149445 1149445 400331
Largest Losing Trade -24603 -18706 -24603 -308004 -265505 -308004
Avg Bars in Trades 95 85 104 95 85 104
Avg Bars in Winners 212 212 212 212 212 212
Avg Bars in Losers 44 45 44 44 45 44
Bars Traded 19015 8539 10476 19015 8539 10476
Profit Streak 18.8463 0 20.7629 18.8463 0 20.7629
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318725 -19472 -52744 -5381 -257015 144378
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19296,
    "evaluation_days": 1608,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622448000000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759933117024,
    "expiration_time": 1764933523200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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": [
        [
            884439.7855193383,
            712101.9869407885,
            172337.7985785494,
            1470696.0842072081,
            294303.7460497407,
            1176392.338157467
        ],
        [
            884.439786,
            712.101987,
            172.337799,
            1470.696084,
            294.303746,
            1176.392338
        ],
        [
            0.550025,
            0.442849,
            0.107175,
            0.171422,
            0.085357,
            0.158498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102943,
            -101833,
            -62968,
            -1195287,
            -1111722,
            -717158
        ],
        [
            2.10056,
            2.582059,
            1.487496,
            1.193101,
            1.069007,
            1.351018
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            60,
            24,
            36,
            60,
            24,
            36
        ],
        [
            140,
            76,
            64,
            140,
            76,
            64
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            4.901307,
            8.176521,
            2.644438,
            2.783902,
            3.385189,
            2.40181
        ],
        [
            472956,
            472956,
            52802,
            1149445,
            1149445,
            400331
        ],
        [
            -24603,
            -18706,
            -24603,
            -308004,
            -265505,
            -308004
        ],
        [
            95,
            85,
            104,
            95,
            85,
            104
        ],
        [
            212,
            212,
            212,
            212,
            212,
            212
        ],
        [
            44,
            45,
            44,
            44,
            45,
            44
        ],
        [
            19015,
            8539,
            10476,
            19015,
            8539,
            10476
        ],
        [
            18.846262,
            0,
            20.762928,
            18.846262,
            0,
            20.762928
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318725,
            -19472,
            -52744,
            -5381,
            -257015,
            144378
        ]
    ]
}
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": 1622448000000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759933117024,
    "expiration_time": 1764933523200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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)