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Trade: AR/USDT/720/HWMA/SMA/3287

Strategy
AR/USDT/720/HWMA/SMA/3287
Pair
AR_USDT
Interval
12h
Score
386837
Daily Profit
0.228501
Profit Factor
1.513473
Profitability
55.434783
Streak
25.563537
Best Strategy
Training Data Length
1603.000000
Evaluation Time
2025-10-03 04:31
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 366286.7606 293632.6371 72654.1234 14574.3826 22326.9057 -7752.5231
Total P&L (%) 366.2868 293.6326 72.6541 14.5744 22.3269 -7.7525
Avg Daily Profit (%) 0.2285 0.1832 0.0453 0.0085 0.0126 -0.005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148678 -122027 -90028 -232730 -204405 -168126
Profit Factor 1.5135 1.925 1.1835 1.014 1.0474 0.9864
Total Trades 92 46 46 92 46 46
Winning Trades 51 21 30 51 21 30
Losing Trades 41 25 16 41 25 16
Profitability (%) 55.4348 45.6522 65.2174 55.4348 45.6522 65.2174
Ratio Avg Win / Avg Loss 1.2167 2.2916 0.6312 0.8152 1.2469 0.5261
Largest Winning Trade 151457 151457 57515 114821 114821 70122
Largest Losing Trade -64636 -37380 -64636 -168126 -100820 -168126
Avg Bars in Trades 33 32 35 33 32 35
Avg Bars in Winners 35 35 36 35 35 36
Avg Bars in Losers 31 29 33 31 29 33
Bars Traded 3113 1498 1615 3113 1498 1615
Profit Streak 25.5635 0 76.5635 25.5635 0 76.5635
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386837 342556 -149689 -410240 -351403 -577767
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455089591,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 56,
            "na": 0.14062,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 57,
            "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": [
        [
            366286.7605506527,
            293632.6371233931,
            72654.1234272595,
            14574.382603943,
            22326.9057155361,
            -7752.5231115932
        ],
        [
            366.286761,
            293.632637,
            72.654123,
            14.574383,
            22.326906,
            -7.752523
        ],
        [
            0.228501,
            0.183177,
            0.045324,
            0.008488,
            0.012573,
            -0.005034
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148678,
            -122027,
            -90028,
            -232730,
            -204405,
            -168126
        ],
        [
            1.513473,
            1.924969,
            1.183516,
            1.014012,
            1.047383,
            0.986374
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            41,
            25,
            16,
            41,
            25,
            16
        ],
        [
            55.434783,
            45.652174,
            65.217391,
            55.434783,
            45.652174,
            65.217391
        ],
        [
            1.216714,
            2.291629,
            0.631209,
            0.815186,
            1.246885,
            0.526066
        ],
        [
            151457,
            151457,
            57515,
            114821,
            114821,
            70122
        ],
        [
            -64636,
            -37380,
            -64636,
            -168126,
            -100820,
            -168126
        ],
        [
            33,
            32,
            35,
            33,
            32,
            35
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            31,
            29,
            33,
            31,
            29,
            33
        ],
        [
            3113,
            1498,
            1615,
            3113,
            1498,
            1615
        ],
        [
            25.563537,
            0,
            76.563537,
            25.563537,
            0,
            76.563537
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386837,
            342556,
            -149689,
            -410240,
            -351403,
            -577767
        ]
    ]
}
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": 1623412800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455089591,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 56,
            "na": 0.14062,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 57,
            "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)