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Trade: AR/USDT/120/SSF/HMA/1744

Strategy
AR/USDT/120/SSF/HMA/1744
Pair
AR_USDT
Interval
2h
Score
344587
Daily Profit
0.437131
Profit Factor
1.669153
Profitability
36.453202
Streak
21.297225
Best Strategy
Training Data Length
1599.170000
Evaluation Time
2025-09-29 22:08
Expiration Time
2025-11-26 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 699046.3598 660897.4574 38148.9024 -13504.6956 -127768.3743 114263.6787
Total P&L (%) 699.0464 660.8975 38.1489 -13.5047 -127.7684 114.2637
Avg Daily Profit (%) 0.4371 0.4133 0.0239 -0.0091 0 0.0477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237352 -153234 -197215 -1426982 -689203 -905845
Profit Factor 1.6692 2.1563 1.0806 0.9954 0.9163 1.0821
Total Trades 203 102 101 203 102 101
Winning Trades 74 32 42 74 32 42
Losing Trades 129 70 59 129 70 59
Profitability (%) 36.4532 31.3725 41.5842 36.4532 31.3725 41.5842
Ratio Avg Win / Avg Loss 2.9097 4.7169 1.518 1.7352 2.0044 1.5201
Largest Winning Trade 501410 501410 54185 517580 298674 517580
Largest Losing Trade -71108 -44632 -71108 -375304 -194730 -375304
Avg Bars in Trades 92 85 100 92 85 100
Avg Bars in Winners 174 168 178 174 168 178
Avg Bars in Losers 46 46 45 46 46 45
Bars Traded 18861 8678 10183 18861 8678 10183
Profit Streak 21.2972 41.7139 0 21.2972 41.7139 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344587 251508 -297662 -581654 -584976 -261883
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19190,
    "evaluation_days": 1599.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622304000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759172880278,
    "expiration_time": 1764142848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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": [
        [
            699046.3598180371,
            660897.4574069433,
            38148.9024110941,
            -13504.6956378311,
            -127768.3743453507,
            114263.6787075199
        ],
        [
            699.04636,
            660.897457,
            38.148902,
            -13.504696,
            -127.768374,
            114.263679
        ],
        [
            0.437131,
            0.413275,
            0.023855,
            -0.009072,
            0,
            0.047663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237352,
            -153234,
            -197215,
            -1426982,
            -689203,
            -905845
        ],
        [
            1.669153,
            2.1563,
            1.080634,
            0.995372,
            0.916303,
            1.082133
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            74,
            32,
            42,
            74,
            32,
            42
        ],
        [
            129,
            70,
            59,
            129,
            70,
            59
        ],
        [
            36.453202,
            31.372549,
            41.584158,
            36.453202,
            31.372549,
            41.584158
        ],
        [
            2.90974,
            4.716907,
            1.518034,
            1.735175,
            2.004414,
            1.520139
        ],
        [
            501410,
            501410,
            54185,
            517580,
            298674,
            517580
        ],
        [
            -71108,
            -44632,
            -71108,
            -375304,
            -194730,
            -375304
        ],
        [
            92,
            85,
            100,
            92,
            85,
            100
        ],
        [
            174,
            168,
            178,
            174,
            168,
            178
        ],
        [
            46,
            46,
            45,
            46,
            46,
            45
        ],
        [
            18861,
            8678,
            10183,
            18861,
            8678,
            10183
        ],
        [
            21.297225,
            41.713892,
            0,
            21.297225,
            41.713892,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344587,
            251508,
            -297662,
            -581654,
            -584976,
            -261883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19190,
    "evaluation_days": 1599.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622304000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759172880278,
    "expiration_time": 1764142848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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)