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Trade: AR/USDT/480/SINWMA/MIDPOINT/2709

Strategy
AR/USDT/480/SINWMA/MIDPOINT/2709
Pair
AR_USDT
Interval
8h
Score
358702
Daily Profit
0.262766
Profit Factor
2.436696
Profitability
41.379310
Streak
140.987510
Best Strategy
Training Data Length
1596.000000
Evaluation Time
2025-09-26 10:42
Expiration Time
2025-11-12 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495053.9885 419374.5722 75679.4163 82508.312 -39527.7381 122036.0501
Total P&L (%) 495.054 419.3746 75.6794 82.5083 -39.5277 122.0361
Avg Daily Profit (%) 0.3102 0.2628 0.0474 0.0377 -0.0315 0.05
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146058 -140017 -67265 -400249 -294502 -174017
Profit Factor 1.9108 2.4367 1.3008 1.0791 0.9317 1.2627
Total Trades 59 29 30 59 29 30
Winning Trades 27 12 15 27 12 15
Losing Trades 32 17 15 32 17 15
Profitability (%) 45.7627 41.3793 50 45.7627 41.3793 50
Ratio Avg Win / Avg Loss 2.2647 3.452 1.3008 1.2789 1.3199 1.2627
Largest Winning Trade 271875 271875 51849 160457 160457 117116
Largest Losing Trade -56566 -52228 -56566 -166736 -166736 -105224
Avg Bars in Trades 74 102 47 74 102 47
Avg Bars in Winners 85 99 74 85 99 74
Avg Bars in Losers 65 105 21 65 105 21
Bars Traded 4418 2985 1433 4418 2985 1433
Profit Streak 140.9875 140.9875 229.9875 140.9875 140.9875 229.9875
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167605 358702 -128567 -455852 -581947 -125368

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1625040000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872520837,
    "expiration_time": 1762981632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 142,
            "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": [
        [
            495053.9885016533,
            419374.572224193,
            75679.4162774602,
            82508.311973537,
            -39527.7381193742,
            122036.0500929112
        ],
        [
            495.053989,
            419.374572,
            75.679416,
            82.508312,
            -39.527738,
            122.03605
        ],
        [
            0.310184,
            0.262766,
            0.047418,
            0.037703,
            -0.03151,
            0.049992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146058,
            -140017,
            -67265,
            -400249,
            -294502,
            -174017
        ],
        [
            1.910837,
            2.436696,
            1.300777,
            1.079097,
            0.931684,
            1.262708
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            45.762712,
            41.37931,
            50,
            45.762712,
            41.37931,
            50
        ],
        [
            2.264696,
            3.451987,
            1.300777,
            1.27893,
            1.319885,
            1.262708
        ],
        [
            271875,
            271875,
            51849,
            160457,
            160457,
            117116
        ],
        [
            -56566,
            -52228,
            -56566,
            -166736,
            -166736,
            -105224
        ],
        [
            74,
            102,
            47,
            74,
            102,
            47
        ],
        [
            85,
            99,
            74,
            85,
            99,
            74
        ],
        [
            65,
            105,
            21,
            65,
            105,
            21
        ],
        [
            4418,
            2985,
            1433,
            4418,
            2985,
            1433
        ],
        [
            140.98751,
            140.98751,
            229.98751,
            140.98751,
            140.98751,
            229.98751
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167605,
            358702,
            -128567,
            -455852,
            -581947,
            -125368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1625040000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872520837,
    "expiration_time": 1762981632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 142,
            "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)