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Trade: AR/USDT/360/HMA/KCL/8933

Strategy
AR/USDT/360/HMA/KCL/8933
Pair
AR_USDT
Interval
6h
Score
523958
Daily Profit
0.316135
Profit Factor
1.603713
Profitability
49.416342
Streak
11.076397
Best Strategy
Training Data Length
1609.500000
Evaluation Time
2025-10-09 22:50
Expiration Time
2025-11-27 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -741410.7782 -41061.137 -700349.6412 15980051.9192 -4088301.9171 20068353.8364
Total P&L (%) -741.4108 -41.0611 -700.3496 15980.0519 -4088.3019 20068.3538
Avg Daily Profit (%) -0.4606 -0.0255 -0.4351 0.3161 0 0.3303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -935168 -69460 -878715 -7745345 -11080022 -3803825
Profit Factor 0.4554 0.8234 0.3796 1.6037 0.7435 2.9055
Total Trades 257 129 128 257 129 128
Winning Trades 197 84 113 127 69 58
Losing Trades 60 45 15 130 60 70
Profitability (%) 76.6537 65.1163 88.2813 49.4163 53.4884 45.3125
Ratio Avg Win / Avg Loss 0.1387 0.4411 0.0504 1.6416 0.6465 3.5066
Largest Winning Trade 16906 16906 15596 6525009 1773973 6525009
Largest Losing Trade -551717 -20238 -551717 -4329611 -4329611 -3803825
Avg Bars in Trades 24 9 39 24 9 39
Avg Bars in Winners 13 2 20 21 10 34
Avg Bars in Losers 60 21 179 27 7 43
Bars Traded 6230 1179 5051 6230 1179 5051
Profit Streak 11.0764 11.0764 17.5764 11.0764 11.0764 17.5764
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574607 -578112 -574492 523958 -579620 510821
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6438,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624622400000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760039400683,
    "expiration_time": 1764204624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 2,
            "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": [
        [
            -741410.778211864,
            -41061.1370343856,
            -700349.6411774782,
            15980051.919240508,
            -4088301.9171267077,
            20068353.836367216
        ],
        [
            -741.410778,
            -41.061137,
            -700.349641,
            15980.051919,
            -4088.301917,
            20068.353836
        ],
        [
            -0.460647,
            -0.025512,
            -0.435135,
            0.316135,
            0,
            0.330255
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -935168,
            -69460,
            -878715,
            -7745345,
            -11080022,
            -3803825
        ],
        [
            0.45543,
            0.823397,
            0.379649,
            1.603713,
            0.743484,
            2.905506
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            197,
            84,
            113,
            127,
            69,
            58
        ],
        [
            60,
            45,
            15,
            130,
            60,
            70
        ],
        [
            76.653696,
            65.116279,
            88.28125,
            49.416342,
            53.488372,
            45.3125
        ],
        [
            0.13871,
            0.441105,
            0.050396,
            1.641596,
            0.646508,
            3.506646
        ],
        [
            16906,
            16906,
            15596,
            6525009,
            1773973,
            6525009
        ],
        [
            -551717,
            -20238,
            -551717,
            -4329611,
            -4329611,
            -3803825
        ],
        [
            24,
            9,
            39,
            24,
            9,
            39
        ],
        [
            13,
            2,
            20,
            21,
            10,
            34
        ],
        [
            60,
            21,
            179,
            27,
            7,
            43
        ],
        [
            6230,
            1179,
            5051,
            6230,
            1179,
            5051
        ],
        [
            11.076397,
            11.076397,
            17.576397,
            11.076397,
            11.076397,
            17.576397
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574607,
            -578112,
            -574492,
            523958,
            -579620,
            510821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6438,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624622400000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760039400683,
    "expiration_time": 1764204624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 2,
            "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)