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Trade: AR/USDT/30/FWMA/KCL/5273

Strategy
AR/USDT/30/FWMA/KCL/5273
Pair
AR_USDT
Interval
30m
Score
449744
Daily Profit
0.254502
Profit Factor
1.388920
Profitability
84.137931
Streak
26.880647
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 08:38
Expiration Time
2025-12-26 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106348.9823 -26203.332 132552.3143 22315.0543 -25935.1687 48250.223
Total P&L (%) 106.349 -26.2033 132.5523 22.3151 -25.9352 48.2502
Avg Daily Profit (%) 0.2042 -0.0503 0.2545 0.0387 -0.0576 0.0756
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72753 -46571 -74213 -122691 -64395 -128939
Profit Factor 1.2097 0.8425 1.3889 1.0278 0.8855 1.0835
Total Trades 291 146 145 291 146 145
Winning Trades 223 101 122 223 101 122
Losing Trades 68 45 23 68 45 23
Profitability (%) 76.6323 69.1781 84.1379 76.6323 69.1781 84.1379
Ratio Avg Win / Avg Loss 0.3689 0.3754 0.2618 0.3134 0.3945 0.2043
Largest Winning Trade 14608 5958 14608 20933 12285 20933
Largest Losing Trade -47866 -23584 -47866 -101598 -36648 -101598
Avg Bars in Trades 85 11 158 85 11 158
Avg Bars in Winners 49 5 85 49 5 85
Avg Bars in Losers 202 25 547 202 25 547
Bars Traded 24770 1750 23020 24770 1750 23020
Profit Streak 1.0473 1.0473 26.8806 1.0473 1.0473 26.8806
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 265716 -581667 449744 -336385 -581667 -218325
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715247000000,
    "first_datapoint_time": 1715400000000,
    "last_datapoint_time": 1760245200000,
    "evaluation_time": 1760247487909,
    "expiration_time": 1766725200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            106348.9823030474,
            -26203.3320325624,
            132552.3143356097,
            22315.0542716658,
            -25935.1686822883,
            48250.222953954
        ],
        [
            106.348982,
            -26.203332,
            132.552314,
            22.315054,
            -25.935169,
            48.250223
        ],
        [
            0.204191,
            -0.050311,
            0.254502,
            0.038682,
            -0.057628,
            0.075625
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72753,
            -46571,
            -74213,
            -122691,
            -64395,
            -128939
        ],
        [
            1.209669,
            0.842531,
            1.38892,
            1.02775,
            0.885511,
            1.083532
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            223,
            101,
            122,
            223,
            101,
            122
        ],
        [
            68,
            45,
            23,
            68,
            45,
            23
        ],
        [
            76.632302,
            69.178082,
            84.137931,
            76.632302,
            69.178082,
            84.137931
        ],
        [
            0.368868,
            0.375385,
            0.261846,
            0.313395,
            0.394535,
            0.204272
        ],
        [
            14608,
            5958,
            14608,
            20933,
            12285,
            20933
        ],
        [
            -47866,
            -23584,
            -47866,
            -101598,
            -36648,
            -101598
        ],
        [
            85,
            11,
            158,
            85,
            11,
            158
        ],
        [
            49,
            5,
            85,
            49,
            5,
            85
        ],
        [
            202,
            25,
            547,
            202,
            25,
            547
        ],
        [
            24770,
            1750,
            23020,
            24770,
            1750,
            23020
        ],
        [
            1.047314,
            1.047314,
            26.880647,
            1.047314,
            1.047314,
            26.880647
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            265716,
            -581667,
            449744,
            -336385,
            -581667,
            -218325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715247000000,
    "first_datapoint_time": 1715400000000,
    "last_datapoint_time": 1760245200000,
    "evaluation_time": 1760247487909,
    "expiration_time": 1766725200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)