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Trade: AR/USDT/360/HWMA/KCL/9730

Strategy
AR/USDT/360/HWMA/KCL/9730
Pair
AR_USDT
Interval
6h
Score
499080
Daily Profit
0.344461
Profit Factor
1.677557
Profitability
47.468354
Streak
7.002268
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-10-01 03:03
Expiration Time
2025-11-17 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -634881.8433 7440.2669 -642322.1102 24458144.0415 -5264106.0439 29722250.0853
Total P&L (%) -634.8818 7.4403 -642.3221 24458.144 -5264.106 29722.2501
Avg Daily Profit (%) -0.3967 0.0046 -0.4013 0.3445 0 0.3566
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -802129 -50161 -639511 -10778778 -12372833 -5253388
Profit Factor 0.4894 1.0388 0.3892 1.6776 0.7696 3.2439
Total Trades 158 79 79 158 79 79
Winning Trades 111 47 64 75 38 37
Losing Trades 47 32 15 83 41 42
Profitability (%) 70.2532 59.4937 81.0127 47.4684 48.1013 46.8354
Ratio Avg Win / Avg Loss 0.2072 0.7072 0.0912 1.8565 0.8304 3.6823
Largest Winning Trade 21968 21968 17466 7984111 3481022 7984111
Largest Losing Trade -639511 -25187 -639511 -6791474 -6791474 -5130674
Avg Bars in Trades 38 13 64 38 13 64
Avg Bars in Winners 24 6 38 38 12 66
Avg Bars in Losers 71 22 176 38 14 63
Bars Traded 6130 1035 5095 6130 1035 5095
Profit Streak 7.0023 7.0023 8.0023 7.0023 7.0023 8.0023
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575755 -556420 -602339 499080 -607512 -11479
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6402,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625788800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759276995941,
    "expiration_time": 1763403696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84201,
            "nc": 0.1011
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
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            7440.2669246941,
            -642322.1102378587,
            24458144.041465957,
            -5264106.043852663,
            29722250.085318618
        ],
        [
            -634.881843,
            7.440267,
            -642.32211,
            24458.144041,
            -5264.106044,
            29722.250085
        ],
        [
            -0.396677,
            0.004649,
            -0.401326,
            0.344461,
            0,
            0.356638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -802129,
            -50161,
            -639511,
            -10778778,
            -12372833,
            -5253388
        ],
        [
            0.489447,
            1.03877,
            0.389201,
            1.677557,
            0.769644,
            3.243944
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            111,
            47,
            64,
            75,
            38,
            37
        ],
        [
            47,
            32,
            15,
            83,
            41,
            42
        ],
        [
            70.253165,
            59.493671,
            81.012658,
            47.468354,
            48.101266,
            46.835443
        ],
        [
            0.207243,
            0.707248,
            0.091219,
            1.856496,
            0.830405,
            3.682315
        ],
        [
            21968,
            21968,
            17466,
            7984111,
            3481022,
            7984111
        ],
        [
            -639511,
            -25187,
            -639511,
            -6791474,
            -6791474,
            -5130674
        ],
        [
            38,
            13,
            64,
            38,
            13,
            64
        ],
        [
            24,
            6,
            38,
            38,
            12,
            66
        ],
        [
            71,
            22,
            176,
            38,
            14,
            63
        ],
        [
            6130,
            1035,
            5095,
            6130,
            1035,
            5095
        ],
        [
            7.002268,
            7.002268,
            8.002268,
            7.002268,
            7.002268,
            8.002268
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575755,
            -556420,
            -602339,
            499080,
            -607512,
            -11479
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6402,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625788800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759276995941,
    "expiration_time": 1763403696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84201,
            "nc": 0.1011
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)