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Trade: AR/USDT/720/HILO/KCL/2926

Strategy
AR/USDT/720/HILO/KCL/2926
Pair
AR_USDT
Interval
12h
Score
669588
Daily Profit
0.372973
Profit Factor
4.671266
Profitability
51.428571
Streak
240.185239
Best Strategy
Training Data Length
1594.500000
Evaluation Time
2025-09-27 19:26
Expiration Time
2025-11-11 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -176799.4878 175870.877 -352670.3648 43783124.6821 6041501.2752 37741623.4068
Total P&L (%) -176.7995 175.8709 -352.6704 43783.1247 6041.5013 37741.6234
Avg Daily Profit (%) -0.1109 0.1103 -0.2212 0.3823 0.2586 0.373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -528555 -69284 -559405 -13175700 -18186023 -5343604
Profit Factor 0.8157 2.0265 0.5525 2.2592 1.2467 4.6713
Total Trades 70 35 35 70 35 35
Winning Trades 44 19 25 38 20 18
Losing Trades 26 16 10 32 15 17
Profitability (%) 62.8571 54.2857 71.4286 54.2857 57.1429 51.4286
Ratio Avg Win / Avg Loss 0.482 1.7066 0.221 1.9024 0.935 4.4118
Largest Winning Trade 50962 50962 45726 8922155 8384261 8922155
Largest Losing Trade -492287 -52073 -492287 -11912537 -11912537 -5343604
Avg Bars in Trades 41 25 57 41 25 57
Avg Bars in Winners 38 24 48 40 28 53
Avg Bars in Losers 47 27 80 43 22 62
Bars Traded 2919 893 2026 2919 893 2026
Profit Streak 182.6852 182.6852 240.1852 182.6852 182.6852 240.1852
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -676226 -40095 -576655 -82663 316627 669588
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990404637,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "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": [
        [
            -176799.4877940654,
            175870.8769882973,
            -352670.3647823627,
            43783124.682053655,
            6041501.275215454,
            37741623.40683821
        ],
        [
            -176.799488,
            175.870877,
            -352.670365,
            43783.124682,
            6041.501275,
            37741.623407
        ],
        [
            -0.110881,
            0.110298,
            -0.221179,
            0.382298,
            0.258575,
            0.372973
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -528555,
            -69284,
            -559405,
            -13175700,
            -18186023,
            -5343604
        ],
        [
            0.81572,
            2.026529,
            0.552494,
            2.259153,
            1.246676,
            4.671266
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            44,
            19,
            25,
            38,
            20,
            18
        ],
        [
            26,
            16,
            10,
            32,
            15,
            17
        ],
        [
            62.857143,
            54.285714,
            71.428571,
            54.285714,
            57.142857,
            51.428571
        ],
        [
            0.482016,
            1.706551,
            0.220998,
            1.902445,
            0.935007,
            4.411751
        ],
        [
            50962,
            50962,
            45726,
            8922155,
            8384261,
            8922155
        ],
        [
            -492287,
            -52073,
            -492287,
            -11912537,
            -11912537,
            -5343604
        ],
        [
            41,
            25,
            57,
            41,
            25,
            57
        ],
        [
            38,
            24,
            48,
            40,
            28,
            53
        ],
        [
            47,
            27,
            80,
            43,
            22,
            62
        ],
        [
            2919,
            893,
            2026,
            2919,
            893,
            2026
        ],
        [
            182.685239,
            182.685239,
            240.185239,
            182.685239,
            182.685239,
            240.185239
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -676226,
            -40095,
            -576655,
            -82663,
            316627,
            669588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990404637,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "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)