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Trade: AR/USDT/720/HILO/KCL/5791

Strategy
AR/USDT/720/HILO/KCL/5791
Pair
AR_USDT
Interval
12h
Score
637284
Daily Profit
0.245564
Profit Factor
8.125830
Profitability
48.387097
Streak
282.859596
Best Strategy
Training Data Length
1611.000000
Evaluation Time
2025-10-11 11:37
Expiration Time
2025-11-28 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -247424.9169 83286.0524 -330710.9693 6422911.4708 1323212.0563 5099699.4145
Total P&L (%) -247.4249 83.2861 -330.711 6422.9115 1323.2121 5099.6994
Avg Daily Profit (%) -0.1536 0.0517 -0.2053 0.2597 0.165 0.2456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -454350 -85537 -454350 -1223131 -1272628 -201633
Profit Factor 0.7163 1.4911 0.5292 3.572 1.7427 8.1258
Total Trades 62 31 31 62 31 31
Winning Trades 41 17 24 33 18 15
Losing Trades 21 14 7 29 13 16
Profitability (%) 66.129 54.8387 77.4194 53.2258 58.0645 48.3871
Ratio Avg Win / Avg Loss 0.3669 1.228 0.1544 3.139 1.2586 8.6676
Largest Winning Trade 39004 39004 38580 1152806 1152806 986720
Largest Losing Trade -454350 -61056 -454350 -1223131 -1223131 -201633
Avg Bars in Trades 49 38 60 49 38 60
Avg Bars in Winners 40 31 46 51 40 63
Avg Bars in Losers 67 46 109 47 35 57
Bars Traded 3060 1188 1872 3060 1188 1872
Profit Streak 162.8596 162.8596 282.8596 162.8596 162.8596 282.8596
Trades During Streak 6 3 6 6 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -735746 -120683 -575849 -141345 442434 637284
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1626782400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760171869099,
    "expiration_time": 1764316512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "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": [
        [
            -247424.9168823403,
            83286.0524022068,
            -330710.9692845469,
            6422911.470829328,
            1323212.0563156502,
            5099699.414513676
        ],
        [
            -247.424917,
            83.286052,
            -330.710969,
            6422.911471,
            1323.212056,
            5099.699415
        ],
        [
            -0.153585,
            0.051698,
            -0.205283,
            0.259673,
            0.164972,
            0.245564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -454350,
            -85537,
            -454350,
            -1223131,
            -1272628,
            -201633
        ],
        [
            0.716282,
            1.491114,
            0.529233,
            3.57202,
            1.742727,
            8.12583
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            41,
            17,
            24,
            33,
            18,
            15
        ],
        [
            21,
            14,
            7,
            29,
            13,
            16
        ],
        [
            66.129032,
            54.83871,
            77.419355,
            53.225806,
            58.064516,
            48.387097
        ],
        [
            0.366876,
            1.227976,
            0.15436,
            3.139048,
            1.258636,
            8.667552
        ],
        [
            39004,
            39004,
            38580,
            1152806,
            1152806,
            986720
        ],
        [
            -454350,
            -61056,
            -454350,
            -1223131,
            -1223131,
            -201633
        ],
        [
            49,
            38,
            60,
            49,
            38,
            60
        ],
        [
            40,
            31,
            46,
            51,
            40,
            63
        ],
        [
            67,
            46,
            109,
            47,
            35,
            57
        ],
        [
            3060,
            1188,
            1872,
            3060,
            1188,
            1872
        ],
        [
            162.859596,
            162.859596,
            282.859596,
            162.859596,
            162.859596,
            282.859596
        ],
        [
            6,
            3,
            6,
            6,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -735746,
            -120683,
            -575849,
            -141345,
            442434,
            637284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1626782400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760171869099,
    "expiration_time": 1764316512000,
    "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": 135,
            "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)