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Trade: AR/USDT/720/DCM/HMA/6655

Strategy
AR/USDT/720/DCM/HMA/6655
Pair
AR_USDT
Interval
12h
Score
443152
Daily Profit
0.244141
Profit Factor
2.348194
Profitability
48.780488
Streak
0.000000
Best Strategy
Training Data Length
1601.000000
Evaluation Time
2025-10-01 07:29
Expiration Time
2025-11-18 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508817.2902 390869.7722 117947.518 519009.9666 528787.4314 -9777.4648
Total P&L (%) 508.8173 390.8698 117.9475 519.01 528.7874 -9.7775
Avg Daily Profit (%) 0.3178 0.2441 0.0737 0.1139 0.1149 -0.0064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145177 -91263 -97907 -901974 -653151 -769884
Profit Factor 1.9115 2.3482 1.4396 1.1529 1.3017 0.994
Total Trades 81 41 40 81 41 40
Winning Trades 43 20 23 43 20 23
Losing Trades 38 21 17 38 21 17
Profitability (%) 53.0864 48.7805 57.5 53.0864 48.7805 57.5
Ratio Avg Win / Avg Loss 1.6893 2.4656 1.0641 1.0188 1.3668 0.7347
Largest Winning Trade 207715 207715 62741 440798 440798 261379
Largest Losing Trade -53851 -38268 -53851 -394031 -357523 -394031
Avg Bars in Trades 37 27 47 37 27 47
Avg Bars in Winners 47 32 60 47 32 60
Avg Bars in Losers 25 22 29 25 22 29
Bars Traded 3030 1136 1894 3030 1136 1894
Profit Streak 0 0 46.1869 0 0 46.1869
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3203 443152 -92083 -108726 -39245 -579220
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3202,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292946257,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 67,
            "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": [
        [
            508817.2901710968,
            390869.7721749168,
            117947.51799618,
            519009.9666219673,
            528787.4314493486,
            -9777.4648273809
        ],
        [
            508.81729,
            390.869772,
            117.947518,
            519.009967,
            528.787431,
            -9.777465
        ],
        [
            0.317812,
            0.244141,
            0.073671,
            0.113928,
            0.114908,
            -0.006426
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145177,
            -91263,
            -97907,
            -901974,
            -653151,
            -769884
        ],
        [
            1.911532,
            2.348194,
            1.439644,
            1.152876,
            1.301689,
            0.994046
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            53.08642,
            48.780488,
            57.5,
            53.08642,
            48.780488,
            57.5
        ],
        [
            1.689261,
            2.465604,
            1.064085,
            1.018821,
            1.366773,
            0.73473
        ],
        [
            207715,
            207715,
            62741,
            440798,
            440798,
            261379
        ],
        [
            -53851,
            -38268,
            -53851,
            -394031,
            -357523,
            -394031
        ],
        [
            37,
            27,
            47,
            37,
            27,
            47
        ],
        [
            47,
            32,
            60,
            47,
            32,
            60
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            3030,
            1136,
            1894,
            3030,
            1136,
            1894
        ],
        [
            0,
            0,
            46.186878,
            0,
            0,
            46.186878
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3203,
            443152,
            -92083,
            -108726,
            -39245,
            -579220
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3202,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292946257,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 67,
            "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)