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Trade: AR/USDT/720/HMA/DCM/8932

Strategy
AR/USDT/720/HMA/DCM/8932
Pair
AR_USDT
Interval
12h
Score
464501
Daily Profit
0.416814
Profit Factor
1.818756
Profitability
43.609023
Streak
49.842505
Best Strategy
Training Data Length
1604.500000
Evaluation Time
2025-10-04 23:13
Expiration Time
2025-11-21 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668778.5021 571368.3254 97410.1767 456045.9058 -10774.9758 466820.8815
Total P&L (%) 668.7785 571.3683 97.4102 456.0459 -10.775 466.8209
Avg Daily Profit (%) 0.4168 0.3561 0.0607 0.107 -0.0071 0.1082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125201 -112527 -94199 -898259 -768243 -333032
Profit Factor 1.8188 2.2182 1.2801 1.1264 0.9952 1.3412
Total Trades 133 66 67 133 66 67
Winning Trades 58 23 35 58 23 35
Losing Trades 75 43 32 75 43 32
Profitability (%) 43.609 34.8485 52.2388 43.609 34.8485 52.2388
Ratio Avg Win / Avg Loss 2.3518 4.147 1.1704 1.4565 1.8606 1.2263
Largest Winning Trade 340558 340558 34779 419682 419682 213556
Largest Losing Trade -37604 -35314 -37604 -235855 -235855 -195904
Avg Bars in Trades 23 24 21 23 24 21
Avg Bars in Winners 36 39 33 36 39 33
Avg Bars in Losers 13 16 8 13 16 8
Bars Traded 3079 1619 1460 3079 1619 1460
Profit Streak 49.8425 49.8425 55.8425 49.8425 49.8425 55.8425
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464501 -115914 -227026 -132102 -707508 -163355
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1626048000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759608792474,
    "expiration_time": 1763738064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 4,
            "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": [
        [
            668778.5021407965,
            571368.3254397326,
            97410.1767010635,
            456045.9057539162,
            -10774.9757557482,
            466820.8815096645
        ],
        [
            668.778502,
            571.368325,
            97.410177,
            456.045906,
            -10.774976,
            466.820882
        ],
        [
            0.416814,
            0.356104,
            0.060711,
            0.106986,
            -0.007105,
            0.108184
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125201,
            -112527,
            -94199,
            -898259,
            -768243,
            -333032
        ],
        [
            1.818756,
            2.218184,
            1.280084,
            1.126383,
            0.995191,
            1.341226
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            58,
            23,
            35,
            58,
            23,
            35
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            43.609023,
            34.848485,
            52.238806,
            43.609023,
            34.848485,
            52.238806
        ],
        [
            2.35184,
            4.14704,
            1.170362,
            1.45653,
            1.860574,
            1.226264
        ],
        [
            340558,
            340558,
            34779,
            419682,
            419682,
            213556
        ],
        [
            -37604,
            -35314,
            -37604,
            -235855,
            -235855,
            -195904
        ],
        [
            23,
            24,
            21,
            23,
            24,
            21
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            13,
            16,
            8,
            13,
            16,
            8
        ],
        [
            3079,
            1619,
            1460,
            3079,
            1619,
            1460
        ],
        [
            49.842505,
            49.842505,
            55.842505,
            49.842505,
            49.842505,
            55.842505
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464501,
            -115914,
            -227026,
            -132102,
            -707508,
            -163355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1626048000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759608792474,
    "expiration_time": 1763738064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 4,
            "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)