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Trade: AR/USDT/120/T3/MIDPRICE/7956

Strategy
AR/USDT/120/T3/MIDPRICE/7956
Pair
AR_USDT
Interval
2h
Score
467121
Daily Profit
0.450446
Profit Factor
1.847036
Profitability
45.901639
Streak
18.462224
Best Strategy
Training Data Length
1610.080000
Evaluation Time
2025-10-10 20:05
Expiration Time
2025-12-07 17:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 725254.717 695271.4042 29983.3128 -31723.0746 -46646.0037 14922.9291
Total P&L (%) 725.2547 695.2714 29.9833 -31.7231 -46.646 14.9229
Avg Daily Profit (%) 0.4504 0.4318 0.0186 -0.0237 -0.039 0.0086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139409 -121301 -64775 -402660 -388321 -104900
Profit Factor 1.847 2.2822 1.0955 0.9771 0.9497 1.0324
Total Trades 122 61 61 122 61 61
Winning Trades 56 24 32 56 24 32
Losing Trades 66 37 29 66 37 29
Profitability (%) 45.9016 39.3443 52.459 45.9016 39.3443 52.459
Ratio Avg Win / Avg Loss 2.1769 3.5184 0.9928 1.1516 1.4641 0.9356
Largest Winning Trade 591001 591001 58610 239723 239723 114487
Largest Losing Trade -45177 -45177 -35615 -119209 -119209 -51839
Avg Bars in Trades 155 176 135 155 176 135
Avg Bars in Winners 193 227 168 193 227 168
Avg Bars in Losers 123 143 98 123 143 98
Bars Traded 18990 10751 8239 18990 10751 8239
Profit Streak 18.4622 0 31.4622 18.4622 0 31.4622
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467121 -151738 -449060 -579819 -745213 -541298
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19321,
    "evaluation_days": 1610.08,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622376000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760115936136,
    "expiration_time": 1765120003200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 193,
            "offset": 0,
            "a": 0.73383
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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": [
        [
            725254.7170227492,
            695271.4041783642,
            29983.3128443845,
            -31723.0746250997,
            -46646.0036808805,
            14922.9290557808
        ],
        [
            725.254717,
            695.271404,
            29.983313,
            -31.723075,
            -46.646004,
            14.922929
        ],
        [
            0.450446,
            0.431824,
            0.018622,
            -0.023698,
            -0.03901,
            0.008639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139409,
            -121301,
            -64775,
            -402660,
            -388321,
            -104900
        ],
        [
            1.847036,
            2.282196,
            1.095495,
            0.97714,
            0.949677,
            1.032386
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            45.901639,
            39.344262,
            52.459016,
            45.901639,
            39.344262,
            52.459016
        ],
        [
            2.176863,
            3.518385,
            0.992793,
            1.151629,
            1.464086,
            0.9356
        ],
        [
            591001,
            591001,
            58610,
            239723,
            239723,
            114487
        ],
        [
            -45177,
            -45177,
            -35615,
            -119209,
            -119209,
            -51839
        ],
        [
            155,
            176,
            135,
            155,
            176,
            135
        ],
        [
            193,
            227,
            168,
            193,
            227,
            168
        ],
        [
            123,
            143,
            98,
            123,
            143,
            98
        ],
        [
            18990,
            10751,
            8239,
            18990,
            10751,
            8239
        ],
        [
            18.462224,
            0,
            31.462224,
            18.462224,
            0,
            31.462224
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467121,
            -151738,
            -449060,
            -579819,
            -745213,
            -541298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19321,
    "evaluation_days": 1610.08,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622376000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760115936136,
    "expiration_time": 1765120003200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 193,
            "offset": 0,
            "a": 0.73383
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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)