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Trade: AR/USDT/720/PWMA/WMA/2610

Strategy
AR/USDT/720/PWMA/WMA/2610
Pair
AR_USDT
Interval
12h
Score
457863
Daily Profit
0.402849
Profit Factor
1.704494
Profitability
45.112782
Streak
44.097730
Best Strategy
Training Data Length
1603.500000
Evaluation Time
2025-10-03 17:20
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 645969.0287 643533.0937 2435.935 -38348.6997 240520.4714 -278869.1711
Total P&L (%) 645.969 643.5331 2.4359 -38.3487 240.5205 -278.8692
Avg Daily Profit (%) 0.4028 0.4013 0.0015 -0.0302 0.0764 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188243 -132223 -131576 -508989 -302047 -385136
Profit Factor 1.7045 2.2798 1.0059 0.975 1.343 0.6643
Total Trades 133 67 66 133 67 66
Winning Trades 60 24 36 60 24 36
Losing Trades 73 43 30 73 43 30
Profitability (%) 45.1128 35.8209 54.5455 45.1128 35.8209 54.5455
Ratio Avg Win / Avg Loss 2.0738 4.0847 0.8382 1.1862 2.4063 0.5536
Largest Winning Trade 526116 526116 36831 326385 326385 96776
Largest Losing Trade -51982 -41045 -51982 -281330 -99716 -281330
Avg Bars in Trades 23 24 21 23 24 21
Avg Bars in Winners 29 34 26 29 34 26
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 3076 1646 1430 3076 1646 1430
Profit Streak 44.0977 44.0977 114.0977 44.0977 44.0977 114.0977
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457863 -107541 -694242 -579394 -211063 -702738
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3207,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623931200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501243844,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "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": [
        [
            645969.028662922,
            643533.0936935621,
            2435.9349693597,
            -38348.6997457978,
            240520.4713917283,
            -278869.171137526
        ],
        [
            645.969029,
            643.533094,
            2.435935,
            -38.3487,
            240.520471,
            -278.869171
        ],
        [
            0.402849,
            0.40133,
            0.001519,
            -0.030159,
            0.076444,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188243,
            -132223,
            -131576,
            -508989,
            -302047,
            -385136
        ],
        [
            1.704494,
            2.279827,
            1.005883,
            0.974967,
            1.343033,
            0.664315
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            60,
            24,
            36,
            60,
            24,
            36
        ],
        [
            73,
            43,
            30,
            73,
            43,
            30
        ],
        [
            45.112782,
            35.820896,
            54.545455,
            45.112782,
            35.820896,
            54.545455
        ],
        [
            2.073801,
            4.084689,
            0.838235,
            1.186209,
            2.406268,
            0.553596
        ],
        [
            526116,
            526116,
            36831,
            326385,
            326385,
            96776
        ],
        [
            -51982,
            -41045,
            -51982,
            -281330,
            -99716,
            -281330
        ],
        [
            23,
            24,
            21,
            23,
            24,
            21
        ],
        [
            29,
            34,
            26,
            29,
            34,
            26
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            3076,
            1646,
            1430,
            3076,
            1646,
            1430
        ],
        [
            44.09773,
            44.09773,
            114.09773,
            44.09773,
            44.09773,
            114.09773
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457863,
            -107541,
            -694242,
            -579394,
            -211063,
            -702738
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3207,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623931200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501243844,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "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)