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Trade: AR/USDT/360/SWMA/DCM/9386

Strategy
AR/USDT/360/SWMA/DCM/9386
Pair
AR_USDT
Interval
6h
Score
301628
Daily Profit
0.221151
Profit Factor
2.147676
Profitability
38.461538
Streak
114.963877
Best Strategy
Training Data Length
1607.250000
Evaluation Time
2025-10-07 20:07
Expiration Time
2025-11-24 19:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356242.7701 355445.014 797.7561 -22123.3284 246615.9212 -268739.2495
Total P&L (%) 356.2428 355.445 0.7978 -22.1233 246.6159 -268.7393
Avg Daily Profit (%) 0.2216 0.2212 0.0005 -0.0156 0.0774 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200717 -151226 -104257 -542659 -367841 -309942
Profit Factor 1.6491 2.1477 1.0033 0.9797 1.4196 0.4658
Total Trades 77 39 38 77 39 38
Winning Trades 37 15 22 37 15 22
Losing Trades 40 24 16 40 24 16
Profitability (%) 48.0519 38.4615 57.8947 48.0519 38.4615 57.8947
Ratio Avg Win / Avg Loss 1.7828 3.4363 0.7297 1.0592 2.2713 0.3387
Largest Winning Trade 286240 286240 58659 391207 391207 67494
Largest Losing Trade -44929 -44929 -35318 -164206 -164206 -152526
Avg Bars in Trades 79 80 78 79 80 78
Avg Bars in Winners 106 108 106 106 108 106
Avg Bars in Losers 54 63 40 54 63 40
Bars Traded 6133 3152 2980 6133 3152 2980
Profit Streak 34.2139 114.9639 0 34.2139 114.9639 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35564 301628 -575410 -625604 -91229 -579741
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6429,
    "evaluation_days": 1607.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625248800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856878955,
    "expiration_time": 1764004392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    }
}
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": [
        [
            356242.7701170197,
            355445.0139998392,
            797.7561171805,
            -22123.3283693921,
            246615.9211650071,
            -268739.2495343992
        ],
        [
            356.24277,
            355.445014,
            0.797756,
            -22.123328,
            246.615921,
            -268.73925
        ],
        [
            0.221647,
            0.221151,
            0.000496,
            -0.015556,
            0.07737,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200717,
            -151226,
            -104257,
            -542659,
            -367841,
            -309942
        ],
        [
            1.649068,
            2.147676,
            1.003336,
            0.979718,
            1.419581,
            0.465771
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            48.051948,
            38.461538,
            57.894737,
            48.051948,
            38.461538,
            57.894737
        ],
        [
            1.782776,
            3.436282,
            0.729699,
            1.059155,
            2.271329,
            0.338743
        ],
        [
            286240,
            286240,
            58659,
            391207,
            391207,
            67494
        ],
        [
            -44929,
            -44929,
            -35318,
            -164206,
            -164206,
            -152526
        ],
        [
            79,
            80,
            78,
            79,
            80,
            78
        ],
        [
            106,
            108,
            106,
            106,
            108,
            106
        ],
        [
            54,
            63,
            40,
            54,
            63,
            40
        ],
        [
            6133,
            3152,
            2980,
            6133,
            3152,
            2980
        ],
        [
            34.213877,
            114.963877,
            0,
            34.213877,
            114.963877,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35564,
            301628,
            -575410,
            -625604,
            -91229,
            -579741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6429,
    "evaluation_days": 1607.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625248800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856878955,
    "expiration_time": 1764004392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    }
}

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)