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Trade: AR/USDT/360/SSF/KCB/5634

Strategy
AR/USDT/360/SSF/KCB/5634
Pair
AR_USDT
Interval
6h
Score
532119
Daily Profit
0.379295
Profit Factor
1.812681
Profitability
54.000000
Streak
44.002238
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-10-01 03:03
Expiration Time
2025-11-17 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607062.1861 523878.3272 83183.8589 157625.6986 54860.518 102765.1806
Total P&L (%) 607.0622 523.8783 83.1839 157.6257 54.8605 102.7652
Avg Daily Profit (%) 0.3793 0.3273 0.052 0.0591 0.0273 0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171042 -111129 -96623 -312337 -258960 -127409
Profit Factor 1.8127 2.3337 1.2349 1.1432 1.0889 1.2126
Total Trades 100 50 50 100 50 50
Winning Trades 54 24 30 54 24 30
Losing Trades 46 26 20 46 26 20
Profitability (%) 54 48 60 54 48 60
Ratio Avg Win / Avg Loss 1.5441 2.5282 0.8232 0.9739 1.1796 0.8084
Largest Winning Trade 368297 368297 49931 125543 102554 125543
Largest Losing Trade -63909 -61448 -63909 -103721 -103721 -81416
Avg Bars in Trades 61 70 53 61 70 53
Avg Bars in Winners 74 84 66 74 84 66
Avg Bars in Losers 47 57 34 47 57 34
Bars Traded 6198 3527 2671 6198 3527 2671
Profit Streak 44.0022 44.0022 52.0022 44.0022 44.0022 52.0022
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532119 -166709 -303683 -176821 -460407 -314217
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6402,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622527200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759276993332,
    "expiration_time": 1763403696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 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": [
        [
            607062.1860814978,
            523878.3271604375,
            83183.8589210605,
            157625.6986030601,
            54860.5180381558,
            102765.1805649044
        ],
        [
            607.062186,
            523.878327,
            83.183859,
            157.625699,
            54.860518,
            102.765181
        ],
        [
            0.379295,
            0.327322,
            0.051974,
            0.059145,
            0.02733,
            0.044176
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171042,
            -111129,
            -96623,
            -312337,
            -258960,
            -127409
        ],
        [
            1.812681,
            2.333713,
            1.234857,
            1.143224,
            1.088886,
            1.21261
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            54,
            48,
            60,
            54,
            48,
            60
        ],
        [
            1.544136,
            2.528189,
            0.823238,
            0.973857,
            1.179626,
            0.808407
        ],
        [
            368297,
            368297,
            49931,
            125543,
            102554,
            125543
        ],
        [
            -63909,
            -61448,
            -63909,
            -103721,
            -103721,
            -81416
        ],
        [
            61,
            70,
            53,
            61,
            70,
            53
        ],
        [
            74,
            84,
            66,
            74,
            84,
            66
        ],
        [
            47,
            57,
            34,
            47,
            57,
            34
        ],
        [
            6198,
            3527,
            2671,
            6198,
            3527,
            2671
        ],
        [
            44.002238,
            44.002238,
            52.002238,
            44.002238,
            44.002238,
            52.002238
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532119,
            -166709,
            -303683,
            -176821,
            -460407,
            -314217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6402,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622527200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759276993332,
    "expiration_time": 1763403696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 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)