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Trade: AR/USDT/720/PWMA/DCM/4356

Strategy
AR/USDT/720/PWMA/DCM/4356
Pair
AR_USDT
Interval
12h
Score
304178
Daily Profit
0.382925
Profit Factor
2.678680
Profitability
32.432432
Streak
50.303771
Best Strategy
Training Data Length
1608.000000
Evaluation Time
2025-10-08 10:17
Expiration Time
2025-11-25 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612574.2895 615742.8201 -3168.5306 -33425.7933 92335.9058 -125761.6991
Total P&L (%) 612.5743 615.7428 -3.1685 -33.4258 92.3359 -125.7617
Avg Daily Profit (%) 0.381 0.3829 -0.002 -0.0253 0.0407 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221107 -186330 -119080 -553316 -430992 -211904
Profit Factor 1.9338 2.6787 0.989 0.9694 1.1417 0.7149
Total Trades 74 37 37 74 37 37
Winning Trades 34 12 22 34 12 22
Losing Trades 40 25 15 40 25 15
Profitability (%) 45.9459 32.4324 59.4595 45.9459 32.4324 59.4595
Ratio Avg Win / Avg Loss 2.275 5.5806 0.6743 1.1405 2.3784 0.4874
Largest Winning Trade 472077 472077 66533 472077 472077 115515
Largest Losing Trade -49244 -43957 -49244 -232441 -232441 -135876
Avg Bars in Trades 41 45 36 41 45 36
Avg Bars in Winners 40 43 39 40 43 39
Avg Bars in Losers 41 46 33 41 46 33
Bars Traded 3040 1679 1361 3040 1679 1361
Profit Streak 50.3038 50.3038 81.3038 50.3038 50.3038 81.3038
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55681 304178 -578583 -648049 -208423 -578583
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3216,
    "evaluation_days": 1608,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759907845840,
    "expiration_time": 1764049536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "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": [
        [
            612574.2894841393,
            615742.820126885,
            -3168.5306427456,
            -33425.7932901445,
            92335.9057714272,
            -125761.6990615717
        ],
        [
            612.574289,
            615.74282,
            -3.168531,
            -33.425793,
            92.335906,
            -125.761699
        ],
        [
            0.380954,
            0.382925,
            -0.00197,
            -0.025299,
            0.040684,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221107,
            -186330,
            -119080,
            -553316,
            -430992,
            -211904
        ],
        [
            1.933778,
            2.67868,
            0.989044,
            0.969416,
            1.14165,
            0.714852
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            12,
            22,
            34,
            12,
            22
        ],
        [
            40,
            25,
            15,
            40,
            25,
            15
        ],
        [
            45.945946,
            32.432432,
            59.459459,
            45.945946,
            32.432432,
            59.459459
        ],
        [
            2.275033,
            5.580583,
            0.674348,
            1.140489,
            2.378437,
            0.487399
        ],
        [
            472077,
            472077,
            66533,
            472077,
            472077,
            115515
        ],
        [
            -49244,
            -43957,
            -49244,
            -232441,
            -232441,
            -135876
        ],
        [
            41,
            45,
            36,
            41,
            45,
            36
        ],
        [
            40,
            43,
            39,
            40,
            43,
            39
        ],
        [
            41,
            46,
            33,
            41,
            46,
            33
        ],
        [
            3040,
            1679,
            1361,
            3040,
            1679,
            1361
        ],
        [
            50.303771,
            50.303771,
            81.303771,
            50.303771,
            50.303771,
            81.303771
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55681,
            304178,
            -578583,
            -648049,
            -208423,
            -578583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3216,
    "evaluation_days": 1608,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759907845840,
    "expiration_time": 1764049536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "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)