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Trade: AR/USDT/480/PWMA/KCL/2783

Strategy
AR/USDT/480/PWMA/KCL/2783
Pair
AR_USDT
Interval
8h
Score
450664
Daily Profit
0.189987
Profit Factor
2.829254
Profitability
45.454545
Streak
118.407883
Best Strategy
Training Data Length
1612.670000
Evaluation Time
2025-10-12 20:47
Expiration Time
2025-11-30 03:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -333995.8908 20627.1588 -354623.0496 1584336.7447 -450455.914 2034792.6587
Total P&L (%) -333.9959 20.6272 -354.6231 1584.3367 -450.4559 2034.7927
Avg Daily Profit (%) -0.2071 0.0128 -0.2199 0.1753 0 0.19
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -363545 -97133 -361816 -1286984 -1320062 -429557
Profit Factor 0.6419 1.073 0.4546 1.4634 0.8047 2.8293
Total Trades 65 32 33 65 32 33
Winning Trades 36 14 22 28 13 15
Losing Trades 29 18 11 37 19 18
Profitability (%) 55.3846 43.75 66.6667 43.0769 40.625 45.4545
Ratio Avg Win / Avg Loss 0.5171 1.3796 0.2273 1.9337 1.1761 3.3951
Largest Winning Trade 69660 69660 30444 1666006 553890 1666006
Largest Losing Trade -345237 -53325 -345237 -473478 -473478 -261614
Avg Bars in Trades 70 56 82 70 56 82
Avg Bars in Winners 61 50 67 79 63 93
Avg Bars in Losers 81 61 113 62 52 73
Bars Traded 4554 1820 2734 4554 1820 2734
Profit Streak 114.4079 114.4079 118.4079 114.4079 114.4079 118.4079
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714727 -324333 -577684 -127597 -582226 450664
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4838,
    "evaluation_days": 1612.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1627747200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291241116,
    "expiration_time": 1764464832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 236,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -333995.8908111533,
            20627.1588206918,
            -354623.0496318451,
            1584336.7447011834,
            -450455.9140024703,
            2034792.6587036536
        ],
        [
            -333.995891,
            20.627159,
            -354.62305,
            1584.336745,
            -450.455914,
            2034.792659
        ],
        [
            -0.207107,
            0.012791,
            -0.219898,
            0.175264,
            0,
            0.189987
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -363545,
            -97133,
            -361816,
            -1286984,
            -1320062,
            -429557
        ],
        [
            0.641913,
            1.073014,
            0.454606,
            1.463365,
            0.80473,
            2.829254
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            36,
            14,
            22,
            28,
            13,
            15
        ],
        [
            29,
            18,
            11,
            37,
            19,
            18
        ],
        [
            55.384615,
            43.75,
            66.666667,
            43.076923,
            40.625,
            45.454545
        ],
        [
            0.517097,
            1.37959,
            0.227303,
            1.933732,
            1.176144,
            3.395104
        ],
        [
            69660,
            69660,
            30444,
            1666006,
            553890,
            1666006
        ],
        [
            -345237,
            -53325,
            -345237,
            -473478,
            -473478,
            -261614
        ],
        [
            70,
            56,
            82,
            70,
            56,
            82
        ],
        [
            61,
            50,
            67,
            79,
            63,
            93
        ],
        [
            81,
            61,
            113,
            62,
            52,
            73
        ],
        [
            4554,
            1820,
            2734,
            4554,
            1820,
            2734
        ],
        [
            114.407883,
            114.407883,
            118.407883,
            114.407883,
            114.407883,
            118.407883
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714727,
            -324333,
            -577684,
            -127597,
            -582226,
            450664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4838,
    "evaluation_days": 1612.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1627747200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760291241116,
    "expiration_time": 1764464832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 236,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)