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Trade: AR/USDT/720/HL2/MIDPRICE/4407

Strategy
AR/USDT/720/HL2/MIDPRICE/4407
Pair
AR_USDT
Interval
12h
Score
506541
Daily Profit
0.419490
Profit Factor
2.179748
Profitability
47.959184
Streak
25.687314
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-09-30 19:29
Expiration Time
2025-11-17 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671394.4278 575575.0789 95819.3489 -37391.7208 -197385.6198 159993.899
Total P&L (%) 671.3944 575.5751 95.8193 -37.3917 -197.3856 159.9939
Avg Daily Profit (%) 0.4195 0.3596 0.0599 -0.0293 0 0.0597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163525 -125414 -121214 -1321432 -625246 -860212
Profit Factor 2.1797 2.9447 1.3508 0.9839 0.8241 1.1333
Total Trades 98 49 49 98 49 49
Winning Trades 47 16 31 47 16 31
Losing Trades 51 33 18 51 33 18
Profitability (%) 47.9592 32.6531 63.2653 47.9592 32.6531 63.2653
Ratio Avg Win / Avg Loss 2.3653 6.0734 0.7843 1.0676 1.6997 0.658
Largest Winning Trade 558205 558205 46152 340392 340392 281002
Largest Losing Trade -86642 -37401 -86642 -708055 -287280 -708055
Avg Bars in Trades 30 28 32 30 28 32
Avg Bars in Winners 43 51 39 43 51 39
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 2963 1376 1586 2963 1376 1586
Profit Streak 25.6873 0 36.6873 25.6873 0 36.6873
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506541 311521 -111894 -579101 -584372 -186436
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628467200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249783913,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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": [
        [
            671394.4277903639,
            575575.0788814096,
            95819.3489089542,
            -37391.7207890323,
            -197385.6198196068,
            159993.8990305749
        ],
        [
            671.394428,
            575.575079,
            95.819349,
            -37.391721,
            -197.38562,
            159.993899
        ],
        [
            0.41949,
            0.359622,
            0.059868,
            -0.029254,
            0,
            0.059717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163525,
            -125414,
            -121214,
            -1321432,
            -625246,
            -860212
        ],
        [
            2.179748,
            2.944701,
            1.350821,
            0.983903,
            0.824115,
            1.133256
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            47,
            16,
            31,
            47,
            16,
            31
        ],
        [
            51,
            33,
            18,
            51,
            33,
            18
        ],
        [
            47.959184,
            32.653061,
            63.265306,
            47.959184,
            32.653061,
            63.265306
        ],
        [
            2.365259,
            6.073445,
            0.784348,
            1.067639,
            1.699737,
            0.658019
        ],
        [
            558205,
            558205,
            46152,
            340392,
            340392,
            281002
        ],
        [
            -86642,
            -37401,
            -86642,
            -708055,
            -287280,
            -708055
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            43,
            51,
            39,
            43,
            51,
            39
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            2963,
            1376,
            1586,
            2963,
            1376,
            1586
        ],
        [
            25.687314,
            0,
            36.687314,
            25.687314,
            0,
            36.687314
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506541,
            311521,
            -111894,
            -579101,
            -584372,
            -186436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628467200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249783913,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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)