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Trade: AR/USDT/720/DCM/HWMA/9533

Strategy
AR/USDT/720/DCM/HWMA/9533
Pair
AR_USDT
Interval
12h
Score
495206
Daily Profit
0.510183
Profit Factor
2.046950
Profitability
43.801653
Streak
44.950780
Best Strategy
Training Data Length
1603.000000
Evaluation Time
2025-10-03 13:49
Expiration Time
2025-11-20 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 817823.9564 682681.4646 135142.4918 602126.199 336134.3891 265991.81
Total P&L (%) 817.824 682.6815 135.1425 602.1262 336.1344 265.9918
Avg Daily Profit (%) 0.5102 0.4259 0.0843 0.1217 0.0919 0.081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122096 -84067 -85462 -1024534 -583024 -767300
Profit Factor 2.047 2.5606 1.3932 1.1265 1.1335 1.1186
Total Trades 121 61 60 121 61 60
Winning Trades 53 22 31 53 22 31
Losing Trades 68 39 29 68 39 29
Profitability (%) 43.8017 36.0656 51.6667 43.8017 36.0656 51.6667
Ratio Avg Win / Avg Loss 2.6263 4.5393 1.3033 1.4453 2.0094 1.0464
Largest Winning Trade 384784 384784 53934 599369 599369 299867
Largest Losing Trade -51597 -43822 -51597 -479507 -317883 -479507
Avg Bars in Trades 25 23 28 25 23 28
Avg Bars in Winners 37 39 37 37 39 37
Avg Bars in Losers 16 14 20 16 14 20
Bars Traded 3142 1415 1727 3142 1415 1727
Profit Streak 44.9508 44.9508 54.9508 44.9508 44.9508 54.9508
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495206 -151693 -247869 -112408 -309331 -343068
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759488547388,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            817823.9563694712,
            682681.4645613123,
            135142.4918081585,
            602126.1990437947,
            336134.3890829468,
            265991.8099608473
        ],
        [
            817.823956,
            682.681465,
            135.142492,
            602.126199,
            336.134389,
            265.99181
        ],
        [
            0.510183,
            0.425877,
            0.084306,
            0.121655,
            0.091919,
            0.080971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122096,
            -84067,
            -85462,
            -1024534,
            -583024,
            -767300
        ],
        [
            2.04695,
            2.560634,
            1.393187,
            1.126478,
            1.133524,
            1.118571
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            43.801653,
            36.065574,
            51.666667,
            43.801653,
            36.065574,
            51.666667
        ],
        [
            2.626276,
            4.539305,
            1.303304,
            1.445293,
            2.009429,
            1.046405
        ],
        [
            384784,
            384784,
            53934,
            599369,
            599369,
            299867
        ],
        [
            -51597,
            -43822,
            -51597,
            -479507,
            -317883,
            -479507
        ],
        [
            25,
            23,
            28,
            25,
            23,
            28
        ],
        [
            37,
            39,
            37,
            37,
            39,
            37
        ],
        [
            16,
            14,
            20,
            16,
            14,
            20
        ],
        [
            3142,
            1415,
            1727,
            3142,
            1415,
            1727
        ],
        [
            44.95078,
            44.95078,
            54.95078,
            44.95078,
            44.95078,
            54.95078
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495206,
            -151693,
            -247869,
            -112408,
            -309331,
            -343068
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759488547388,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)