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Trade: AR/USDT/120/ALMA/SSF/4094

Strategy
AR/USDT/120/ALMA/SSF/4094
Pair
AR_USDT
Interval
2h
Score
553802
Daily Profit
0.580411
Profit Factor
2.186125
Profitability
46.357616
Streak
18.942600
Best Strategy
Training Data Length
1609.170000
Evaluation Time
2025-10-09 21:37
Expiration Time
2025-12-06 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933979.4072 756067.1072 177912.3 1156602.1975 751479.6452 405122.5524
Total P&L (%) 933.9794 756.0671 177.9123 1156.6022 751.4796 405.1226
Avg Daily Profit (%) 0.5804 0.4698 0.1106 0.1574 0.1332 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129204 -100207 -79508 -568962 -479171 -458232
Profit Factor 2.1861 2.7394 1.5044 1.3296 1.3866 1.2588
Total Trades 151 75 76 151 75 76
Winning Trades 70 29 41 70 29 41
Losing Trades 81 46 35 81 46 35
Profitability (%) 46.3576 38.6667 53.9474 46.3576 38.6667 53.9474
Ratio Avg Win / Avg Loss 2.5297 4.3453 1.2842 1.5385 2.1994 1.0746
Largest Winning Trade 460952 460952 54440 616930 616930 186027
Largest Losing Trade -61003 -42136 -61003 -295956 -245722 -295956
Avg Bars in Trades 126 114 138 126 114 138
Avg Bars in Winners 163 160 165 163 160 165
Avg Bars in Losers 94 86 106 94 86 106
Bars Traded 19125 8617 10508 19125 8617 10508
Profit Streak 18.9426 0 30.0259 18.9426 0 30.0259
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 553802 -45794 -92463 323434 -74445 -107112
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19310,
    "evaluation_days": 1609.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621987200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760035040686,
    "expiration_time": 1765037952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            933979.40723299,
            756067.1071943854,
            177912.3000386047,
            1156602.197529818,
            751479.6451728101,
            405122.5523570079
        ],
        [
            933.979407,
            756.067107,
            177.9123,
            1156.602198,
            751.479645,
            405.122552
        ],
        [
            0.580411,
            0.469849,
            0.110562,
            0.15741,
            0.133189,
            0.100701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129204,
            -100207,
            -79508,
            -568962,
            -479171,
            -458232
        ],
        [
            2.186125,
            2.739424,
            1.50435,
            1.329572,
            1.386566,
            1.258796
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            81,
            46,
            35,
            81,
            46,
            35
        ],
        [
            46.357616,
            38.666667,
            53.947368,
            46.357616,
            38.666667,
            53.947368
        ],
        [
            2.529659,
            4.345293,
            1.284201,
            1.538505,
            2.199381,
            1.074582
        ],
        [
            460952,
            460952,
            54440,
            616930,
            616930,
            186027
        ],
        [
            -61003,
            -42136,
            -61003,
            -295956,
            -245722,
            -295956
        ],
        [
            126,
            114,
            138,
            126,
            114,
            138
        ],
        [
            163,
            160,
            165,
            163,
            160,
            165
        ],
        [
            94,
            86,
            106,
            94,
            86,
            106
        ],
        [
            19125,
            8617,
            10508,
            19125,
            8617,
            10508
        ],
        [
            18.9426,
            0,
            30.025934,
            18.9426,
            0,
            30.025934
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553802,
            -45794,
            -92463,
            323434,
            -74445,
            -107112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19310,
    "evaluation_days": 1609.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621987200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760035040686,
    "expiration_time": 1765037952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    }
}

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)