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Trade: AR/USDT/240/PWMA/KCL/9892

Strategy
AR/USDT/240/PWMA/KCL/9892
Pair
AR_USDT
Interval
4h
Score
613870
Daily Profit
0.423290
Profit Factor
3.011241
Profitability
59.375000
Streak
4.419138
Best Strategy
Training Data Length
1606.000000
Evaluation Time
2025-10-06 13:03
Expiration Time
2025-11-23 14:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -684926.2105 81824.3019 -766750.5124 98548478.2015 10316769.5986 88231708.6029
Total P&L (%) -684.9262 81.8243 -766.7505 98548.4782 10316.7696 88231.7086
Avg Daily Profit (%) -0.4265 0.0509 -0.4774 0.4302 0.2897 0.4233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -895115 -18591 -936986 -29330042 -15978187 -26147297
Profit Factor 0.4779 2.2317 0.3844 2.326 1.3388 3.0112
Total Trades 64 32 32 64 32 32
Winning Trades 38 18 20 34 15 19
Losing Trades 26 14 12 30 17 13
Profitability (%) 59.375 56.25 62.5 53.125 46.875 59.375
Ratio Avg Win / Avg Loss 0.327 1.7358 0.2306 2.0523 1.5173 2.0603
Largest Winning Trade 48989 32416 48989 23317834 16168111 23317834
Largest Losing Trade -720944 -15300 -720944 -26147297 -11865300 -26147297
Avg Bars in Trades 145 22 269 145 22 269
Avg Bars in Winners 128 26 219 143 17 242
Avg Bars in Losers 171 17 351 148 26 308
Bars Traded 9326 713 8613 9326 713 8613
Profit Streak 4.4191 93.4191 4.4191 4.4191 93.4191 4.4191
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -722427 -119012 -579018 -128025 353721 613870
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9636,
    "evaluation_days": 1606,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622851200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759745013503,
    "expiration_time": 1763900352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -684926.2104902006,
            81824.3018678727,
            -766750.5123580735,
            98548478.20147003,
            10316769.598552408,
            88231708.60291766
        ],
        [
            -684.92621,
            81.824302,
            -766.750512,
            98548.478201,
            10316.769599,
            88231.708603
        ],
        [
            -0.42648,
            0.050949,
            -0.477429,
            0.430197,
            0.289709,
            0.42329
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -895115,
            -18591,
            -936986,
            -29330042,
            -15978187,
            -26147297
        ],
        [
            0.477924,
            2.231726,
            0.384382,
            2.325953,
            1.338771,
            3.011241
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            38,
            18,
            20,
            34,
            15,
            19
        ],
        [
            26,
            14,
            12,
            30,
            17,
            13
        ],
        [
            59.375,
            56.25,
            62.5,
            53.125,
            46.875,
            59.375
        ],
        [
            0.327001,
            1.735787,
            0.230629,
            2.052311,
            1.517274,
            2.060323
        ],
        [
            48989,
            32416,
            48989,
            23317834,
            16168111,
            23317834
        ],
        [
            -720944,
            -15300,
            -720944,
            -26147297,
            -11865300,
            -26147297
        ],
        [
            145,
            22,
            269,
            145,
            22,
            269
        ],
        [
            128,
            26,
            219,
            143,
            17,
            242
        ],
        [
            171,
            17,
            351,
            148,
            26,
            308
        ],
        [
            9326,
            713,
            8613,
            9326,
            713,
            8613
        ],
        [
            4.419138,
            93.419138,
            4.419138,
            4.419138,
            93.419138,
            4.419138
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -722427,
            -119012,
            -579018,
            -128025,
            353721,
            613870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9636,
    "evaluation_days": 1606,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622851200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759745013503,
    "expiration_time": 1763900352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)