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Trade: AR/USDT/720/SINWMA/HWMA/6446

Strategy
AR/USDT/720/SINWMA/HWMA/6446
Pair
AR_USDT
Interval
12h
Score
345565
Daily Profit
0.182872
Profit Factor
1.460853
Profitability
47.368421
Streak
29.803743
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 889394.3027 686555.5755 202838.7272 5100609.4885 3312985.2844 1787624.2041
Total P&L (%) 889.3943 686.5556 202.8387 5100.6095 3312.9853 1787.6242
Avg Daily Profit (%) 0.5531 0.427 0.1261 0.246 0.2198 0.1829
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80875 -68885 -64729 -2793604 -2191311 -1791950
Profit Factor 3.0799 3.5887 2.2491 1.5444 1.6035 1.4609
Total Trades 76 38 38 76 38 38
Winning Trades 30 12 18 30 12 18
Losing Trades 46 26 20 46 26 20
Profitability (%) 39.4737 31.5789 47.3684 39.4737 31.5789 47.3684
Ratio Avg Win / Avg Loss 4.7226 7.7755 2.499 2.3682 3.4743 1.6232
Largest Winning Trade 360107 360107 70986 3410240 3410240 1142540
Largest Losing Trade -26251 -18563 -26251 -859273 -612680 -859273
Avg Bars in Trades 40 35 45 40 35 45
Avg Bars in Winners 69 72 67 69 72 67
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 3064 1334 1729 3064 1334 1729
Profit Streak 17.3037 0 29.8037 17.3037 0 29.8037
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40362 345126 -20804 -46182 147280 345565
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3216,
    "evaluation_days": 1608,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623888000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759907843388,
    "expiration_time": 1764049536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.11596
        }
    }
}
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": [
        [
            889394.3026580237,
            686555.5754590175,
            202838.7271990061,
            5100609.488502007,
            3312985.284448217,
            1787624.2040537908
        ],
        [
            889.394303,
            686.555575,
            202.838727,
            5100.609489,
            3312.985284,
            1787.624204
        ],
        [
            0.553106,
            0.426962,
            0.126143,
            0.246034,
            0.219779,
            0.182872
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80875,
            -68885,
            -64729,
            -2793604,
            -2191311,
            -1791950
        ],
        [
            3.079943,
            3.588675,
            2.249083,
            1.544448,
            1.603518,
            1.460853
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            39.473684,
            31.578947,
            47.368421,
            39.473684,
            31.578947,
            47.368421
        ],
        [
            4.722579,
            7.775462,
            2.498981,
            2.368154,
            3.474289,
            1.62317
        ],
        [
            360107,
            360107,
            70986,
            3410240,
            3410240,
            1142540
        ],
        [
            -26251,
            -18563,
            -26251,
            -859273,
            -612680,
            -859273
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            69,
            72,
            67,
            69,
            72,
            67
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            3064,
            1334,
            1729,
            3064,
            1334,
            1729
        ],
        [
            17.303743,
            0,
            29.803743,
            17.303743,
            0,
            29.803743
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40362,
            345126,
            -20804,
            -46182,
            147280,
            345565
        ]
    ]
}
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": 1623888000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759907843388,
    "expiration_time": 1764049536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.11596
        }
    }
}

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)