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Trade: AR/USDT/30/SSF/RMA/1937

Strategy
AR/USDT/30/SSF/RMA/1937
Pair
AR_USDT
Interval
30m
Score
438910
Daily Profit
0.197497
Profit Factor
2.250010
Profitability
74.193548
Streak
18.969888
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-05 18:16
Expiration Time
2025-12-19 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67075.4526 -35787.0981 102862.5507 23572.0892 -64134.3128 87706.4021
Total P&L (%) 67.0755 -35.7871 102.8626 23.5721 -64.1343 87.7064
Avg Daily Profit (%) 0.1288 -0.0687 0.1975 0.0406 -0.1967 0.121
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47817 -84593 -27646 -56284 -104534 -46413
Profit Factor 1.2692 0.7855 2.25 1.0788 0.6659 1.8191
Total Trades 63 32 31 63 32 31
Winning Trades 40 17 23 40 17 23
Losing Trades 23 15 8 23 15 8
Profitability (%) 63.4921 53.125 74.1935 63.4921 53.125 74.1935
Ratio Avg Win / Avg Loss 0.7298 0.6931 0.7826 0.6203 0.5876 0.6327
Largest Winning Trade 33187 20296 33187 29923 16847 29923
Largest Losing Trade -27646 -26319 -27646 -46413 -34435 -46413
Avg Bars in Trades 385 469 298 385 469 298
Avg Bars in Winners 235 253 223 235 253 223
Avg Bars in Losers 646 715 516 646 715 516
Bars Traded 24298 15032 9266 24298 15032 9266
Profit Streak 0 0 18.9699 0 0 18.9699
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -172877 -580974 438910 -428425 -580974 -27741
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714678200000,
    "first_datapoint_time": 1715029200000,
    "last_datapoint_time": 1759676400000,
    "evaluation_time": 1759677398338,
    "expiration_time": 1766156400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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": [
        [
            67075.4525579859,
            -35787.0981227556,
            102862.5506807414,
            23572.089235204,
            -64134.3128228893,
            87706.4020580933
        ],
        [
            67.075453,
            -35.787098,
            102.862551,
            23.572089,
            -64.134313,
            87.706402
        ],
        [
            0.128786,
            -0.068712,
            0.197497,
            0.040646,
            -0.196682,
            0.120978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47817,
            -84593,
            -27646,
            -56284,
            -104534,
            -46413
        ],
        [
            1.269227,
            0.785515,
            2.25001,
            1.078825,
            0.665909,
            1.81909
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            23,
            15,
            8,
            23,
            15,
            8
        ],
        [
            63.492063,
            53.125,
            74.193548,
            63.492063,
            53.125,
            74.193548
        ],
        [
            0.729806,
            0.693102,
            0.782612,
            0.620324,
            0.587567,
            0.632727
        ],
        [
            33187,
            20296,
            33187,
            29923,
            16847,
            29923
        ],
        [
            -27646,
            -26319,
            -27646,
            -46413,
            -34435,
            -46413
        ],
        [
            385,
            469,
            298,
            385,
            469,
            298
        ],
        [
            235,
            253,
            223,
            235,
            253,
            223
        ],
        [
            646,
            715,
            516,
            646,
            715,
            516
        ],
        [
            24298,
            15032,
            9266,
            24298,
            15032,
            9266
        ],
        [
            0,
            0,
            18.969888,
            0,
            0,
            18.969888
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172877,
            -580974,
            438910,
            -428425,
            -580974,
            -27741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714678200000,
    "first_datapoint_time": 1715029200000,
    "last_datapoint_time": 1759676400000,
    "evaluation_time": 1759677398338,
    "expiration_time": 1766156400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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)