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Trade: AR/USDT/120/WMA/HWMA/5515

Strategy
AR/USDT/120/WMA/HWMA/5515
Pair
AR_USDT
Interval
2h
Score
300381
Daily Profit
0.173559
Profit Factor
1.199511
Profitability
42.599743
Streak
0.000000
Best Strategy
Training Data Length
1603.170000
Evaluation Time
2025-10-03 21:33
Expiration Time
2025-11-30 13:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181209.9336 278244.0926 -97034.159 -94630.602 -21062.9942 -73567.6077
Total P&L (%) 181.2099 278.2441 -97.0342 -94.6306 -21.063 -73.5676
Avg Daily Profit (%) 0.113 0.1736 -0.0605 -0.1823 -0.0148 -0.083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218397 -159417 -163503 -114226 -54806 -89536
Profit Factor 1.0648 1.1995 0.9309 0.8935 0.9514 0.8383
Total Trades 1553 777 776 1553 777 776
Winning Trades 705 331 374 705 331 374
Losing Trades 848 446 402 848 446 402
Profitability (%) 45.396 42.5997 48.1959 45.396 42.5997 48.1959
Ratio Avg Win / Avg Loss 1.2807 1.6163 1.0006 1.0747 1.282 0.901
Largest Winning Trade 277702 277702 38341 60249 60249 17488
Largest Losing Trade -21778 -18990 -21778 -17938 -17938 -13394
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 15 16 14 15 16 14
Avg Bars in Losers 9 7 11 9 7 11
Bars Traded 18823 8642 10181 18823 8642 10181
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -185760 300381 -576037 -573484 -578208 -577704
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19238,
    "evaluation_days": 1603.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623175200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759516432196,
    "expiration_time": 1764500889600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 81,
            "offset": 223
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65116,
            "nc": 0.46021
        }
    }
}
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": [
        [
            181209.933608938,
            278244.0926165875,
            -97034.15900765,
            -94630.6019587213,
            -21062.9942146284,
            -73567.607744093
        ],
        [
            181.209934,
            278.244093,
            -97.034159,
            -94.630602,
            -21.062994,
            -73.567608
        ],
        [
            0.113032,
            0.173559,
            -0.060526,
            -0.182251,
            -0.014752,
            -0.082962
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218397,
            -159417,
            -163503,
            -114226,
            -54806,
            -89536
        ],
        [
            1.064761,
            1.199511,
            0.930862,
            0.893486,
            0.951419,
            0.838266
        ],
        [
            1553,
            777,
            776,
            1553,
            777,
            776
        ],
        [
            705,
            331,
            374,
            705,
            331,
            374
        ],
        [
            848,
            446,
            402,
            848,
            446,
            402
        ],
        [
            45.396008,
            42.599743,
            48.195876,
            45.396008,
            42.599743,
            48.195876
        ],
        [
            1.280734,
            1.616259,
            1.000552,
            1.074718,
            1.281973,
            0.901024
        ],
        [
            277702,
            277702,
            38341,
            60249,
            60249,
            17488
        ],
        [
            -21778,
            -18990,
            -21778,
            -17938,
            -17938,
            -13394
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            9,
            7,
            11,
            9,
            7,
            11
        ],
        [
            18823,
            8642,
            10181,
            18823,
            8642,
            10181
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -185760,
            300381,
            -576037,
            -573484,
            -578208,
            -577704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19238,
    "evaluation_days": 1603.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623175200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759516432196,
    "expiration_time": 1764500889600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 81,
            "offset": 223
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65116,
            "nc": 0.46021
        }
    }
}

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)