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Trade: AR/USDT/720/HMA/FWMA/4393

Strategy
AR/USDT/720/HMA/FWMA/4393
Pair
AR_USDT
Interval
12h
Score
437816
Daily Profit
0.351343
Profit Factor
1.863650
Profitability
43.119266
Streak
56.053073
Best Strategy
Training Data Length
1609.500000
Evaluation Time
2025-10-10 04:16
Expiration Time
2025-11-26 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565485.9772 402106.2783 163379.6989 580951.5187 -47611.1782 628562.6969
Total P&L (%) 565.486 402.1063 163.3797 580.9515 -47.6112 628.5627
Avg Daily Profit (%) 0.3513 0.2498 0.1015 0.1193 -0.0402 0.1235
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95147 -97491 -60368 -883438 -780467 -268569
Profit Factor 1.8637 2.0466 1.6039 1.2535 0.9676 1.7662
Total Trades 109 54 55 109 54 55
Winning Trades 47 17 30 47 17 30
Losing Trades 62 37 25 62 37 25
Profitability (%) 43.1193 31.4815 54.5455 43.1193 31.4815 54.5455
Ratio Avg Win / Avg Loss 2.4584 4.4543 1.3366 1.6536 2.106 1.4718
Largest Winning Trade 340558 340558 33907 296712 296712 237670
Largest Losing Trade -37604 -35097 -37604 -204357 -204357 -88247
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 42 46 40 42 46 40
Avg Bars in Losers 15 19 10 15 19 10
Bars Traded 3001 1520 1481 3001 1520 1481
Profit Streak 56.0531 56.0531 58.0531 56.0531 56.0531 58.0531
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437816 -174758 -233744 -33174 -764695 -203743
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3219,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760058985534,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 142,
            "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": [
        [
            565485.977244213,
            402106.2783243905,
            163379.6989198223,
            580951.5187039603,
            -47611.1781595394,
            628562.6968634999
        ],
        [
            565.485977,
            402.106278,
            163.379699,
            580.951519,
            -47.611178,
            628.562697
        ],
        [
            0.351343,
            0.249833,
            0.10151,
            0.119258,
            -0.040158,
            0.123463
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95147,
            -97491,
            -60368,
            -883438,
            -780467,
            -268569
        ],
        [
            1.86365,
            2.046569,
            1.603882,
            1.253498,
            0.967641,
            1.76619
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            47,
            17,
            30,
            47,
            17,
            30
        ],
        [
            62,
            37,
            25,
            62,
            37,
            25
        ],
        [
            43.119266,
            31.481481,
            54.545455,
            43.119266,
            31.481481,
            54.545455
        ],
        [
            2.458432,
            4.454297,
            1.336568,
            1.653551,
            2.106043,
            1.471825
        ],
        [
            340558,
            340558,
            33907,
            296712,
            296712,
            237670
        ],
        [
            -37604,
            -35097,
            -37604,
            -204357,
            -204357,
            -88247
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            42,
            46,
            40,
            42,
            46,
            40
        ],
        [
            15,
            19,
            10,
            15,
            19,
            10
        ],
        [
            3001,
            1520,
            1481,
            3001,
            1520,
            1481
        ],
        [
            56.053073,
            56.053073,
            58.053073,
            56.053073,
            56.053073,
            58.053073
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437816,
            -174758,
            -233744,
            -33174,
            -764695,
            -203743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3219,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760058985534,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 142,
            "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)