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Trade: AR/USDT/360/SSF/FWMA/9352

Strategy
AR/USDT/360/SSF/FWMA/9352
Pair
AR_USDT
Interval
6h
Score
303561
Daily Profit
0.489368
Profit Factor
1.903210
Profitability
30.386740
Streak
41.170075
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-28 07:04
Expiration Time
2025-11-11 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 780175.1046 649735.9447 130439.1599 608927.3512 204497.7566 404429.5946
Total P&L (%) 780.1751 649.7359 130.4392 608.9274 204.4978 404.4296
Avg Daily Profit (%) 0.4894 0.4076 0.0818 0.1229 0.0699 0.1016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110428 -107686 -91486 -475475 -390615 -448216
Profit Factor 1.9032 2.4168 1.3219 1.1952 1.122 1.2803
Total Trades 181 91 90 181 91 90
Winning Trades 55 21 34 55 21 34
Losing Trades 126 70 56 126 70 56
Profitability (%) 30.3867 23.0769 37.7778 30.3867 23.0769 37.7778
Ratio Avg Win / Avg Loss 4.3601 8.0561 2.1773 2.7381 3.7398 2.1087
Largest Winning Trade 439444 439444 57465 449695 449695 221623
Largest Losing Trade -23927 -14870 -23927 -106556 -80864 -106556
Avg Bars in Trades 34 30 38 34 30 38
Avg Bars in Winners 80 81 79 80 81 79
Avg Bars in Losers 15 15 14 15 15 14
Bars Traded 6307 2813 3494 6307 2813 3494
Profit Streak 41.1701 41.1701 41.9201 41.1701 41.1701 41.9201
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303561 -23635 -86901 -38888 -222970 -60838
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622008800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032294473,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 48,
            "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": [
        [
            780175.1046012816,
            649735.944691069,
            130439.1599102121,
            608927.3511918498,
            204497.7565574658,
            404429.5946343841
        ],
        [
            780.175105,
            649.735945,
            130.43916,
            608.927351,
            204.497757,
            404.429595
        ],
        [
            0.489368,
            0.40755,
            0.081819,
            0.122928,
            0.069869,
            0.101557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110428,
            -107686,
            -91486,
            -475475,
            -390615,
            -448216
        ],
        [
            1.90321,
            2.416844,
            1.321913,
            1.195187,
            1.12195,
            1.280305
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            126,
            70,
            56,
            126,
            70,
            56
        ],
        [
            30.38674,
            23.076923,
            37.777778,
            30.38674,
            23.076923,
            37.777778
        ],
        [
            4.360082,
            8.056147,
            2.177268,
            2.738065,
            3.739835,
            2.108737
        ],
        [
            439444,
            439444,
            57465,
            449695,
            449695,
            221623
        ],
        [
            -23927,
            -14870,
            -23927,
            -106556,
            -80864,
            -106556
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            80,
            81,
            79,
            80,
            81,
            79
        ],
        [
            15,
            15,
            14,
            15,
            15,
            14
        ],
        [
            6307,
            2813,
            3494,
            6307,
            2813,
            3494
        ],
        [
            41.170075,
            41.170075,
            41.920075,
            41.170075,
            41.170075,
            41.920075
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303561,
            -23635,
            -86901,
            -38888,
            -222970,
            -60838
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622008800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032294473,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 48,
            "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)