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Trade: AR/USDT/360/HILO/HWMA/5273

Strategy
AR/USDT/360/HILO/HWMA/5273
Pair
AR_USDT
Interval
6h
Score
311228
Daily Profit
0.348743
Profit Factor
1.971751
Profitability
37.795276
Streak
0.000000
Best Strategy
Training Data Length
1600.250000
Evaluation Time
2025-09-30 16:23
Expiration Time
2025-11-17 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558075.9581 498260.7256 59815.2325 180674.8443 322406.9709 -141732.1266
Total P&L (%) 558.076 498.2607 59.8152 180.6748 322.407 -141.7321
Avg Daily Profit (%) 0.3487 0.3114 0.0374 0.0645 0.0901 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128092 -128369 -50066 -999242 -955226 -417082
Profit Factor 1.9718 2.6047 1.2267 1.0697 1.2273 0.8792
Total Trades 127 64 63 127 64 63
Winning Trades 48 22 26 48 22 26
Losing Trades 79 42 37 79 42 37
Profitability (%) 37.7953 34.375 41.2698 37.7953 34.375 41.2698
Ratio Avg Win / Avg Loss 3.2452 4.9726 1.7458 1.7605 2.3429 1.2512
Largest Winning Trade 362534 362534 58000 900412 900412 215217
Largest Losing Trade -22918 -22918 -21084 -234889 -234889 -168519
Avg Bars in Trades 47 39 56 47 39 56
Avg Bars in Winners 96 77 112 96 77 112
Avg Bars in Losers 18 19 16 18 19 16
Bars Traded 6056 2519 3537 6056 2519 3537
Profit Streak 0 0 17.3081 0 0 17.3081
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311228 -131994 -292683 -253947 -217489 -728895
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238621254,
    "expiration_time": 1763381448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 123
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.59001,
            "nc": 0.1
        }
    }
}
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": [
        [
            558075.9581254054,
            498260.7256126326,
            59815.2325127725,
            180674.8443032337,
            322406.9709303552,
            -141732.1266271216
        ],
        [
            558.075958,
            498.260726,
            59.815233,
            180.674844,
            322.406971,
            -141.732127
        ],
        [
            0.348743,
            0.311364,
            0.037379,
            0.064512,
            0.090076,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128092,
            -128369,
            -50066,
            -999242,
            -955226,
            -417082
        ],
        [
            1.971751,
            2.6047,
            1.226746,
            1.069699,
            1.227256,
            0.879227
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            37.795276,
            34.375,
            41.269841,
            37.795276,
            34.375,
            41.269841
        ],
        [
            3.245174,
            4.972609,
            1.745754,
            1.760546,
            2.342943,
            1.251207
        ],
        [
            362534,
            362534,
            58000,
            900412,
            900412,
            215217
        ],
        [
            -22918,
            -22918,
            -21084,
            -234889,
            -234889,
            -168519
        ],
        [
            47,
            39,
            56,
            47,
            39,
            56
        ],
        [
            96,
            77,
            112,
            96,
            77,
            112
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            6056,
            2519,
            3537,
            6056,
            2519,
            3537
        ],
        [
            0,
            0,
            17.308116,
            0,
            0,
            17.308116
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311228,
            -131994,
            -292683,
            -253947,
            -217489,
            -728895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238621254,
    "expiration_time": 1763381448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 123
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.59001,
            "nc": 0.1
        }
    }
}

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)