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Trade: AR/USDT/480/SSF/FWMA/5631

Strategy
AR/USDT/480/SSF/FWMA/5631
Pair
AR_USDT
Interval
8h
Score
301564
Daily Profit
0.329534
Profit Factor
2.980699
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-10-04 08:40
Expiration Time
2025-11-21 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627843.9257 528572.6696 99271.256 544478.508 775226.317 -230747.8091
Total P&L (%) 627.8439 528.5727 99.2713 544.4785 775.2263 -230.7478
Avg Daily Profit (%) 0.3914 0.3295 0.0619 0.1162 0.1353 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172355 -83540 -86047 -1117888 -835270 -743039
Profit Factor 2.2164 2.9807 1.3982 1.1865 1.5218 0.8391
Total Trades 77 39 38 77 39 38
Winning Trades 29 13 16 29 13 16
Losing Trades 48 26 22 48 26 22
Profitability (%) 37.6623 33.3333 42.1053 37.6623 33.3333 42.1053
Ratio Avg Win / Avg Loss 3.6686 5.9614 1.9226 1.9638 3.0436 1.1538
Largest Winning Trade 321549 321549 64961 1145142 1145142 296500
Largest Losing Trade -36816 -21955 -36816 -277644 -244520 -277644
Avg Bars in Trades 59 49 69 59 49 69
Avg Bars in Winners 117 103 129 117 103 129
Avg Bars in Losers 23 22 25 23 22 25
Bars Traded 4552 1918 2634 4552 1918 2634
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37183 301564 -111548 -102781 -15853 -582168
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4812,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624492800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759556434939,
    "expiration_time": 1763693568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 123,
            "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": [
        [
            627843.9256552772,
            528572.6696082139,
            99271.2560470631,
            544478.507969257,
            775226.3170337067,
            -230747.8090644503
        ],
        [
            627.843926,
            528.57267,
            99.271256,
            544.478508,
            775.226317,
            -230.747809
        ],
        [
            0.391424,
            0.329534,
            0.06189,
            0.116232,
            0.135335,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172355,
            -83540,
            -86047,
            -1117888,
            -835270,
            -743039
        ],
        [
            2.216433,
            2.980699,
            1.398242,
            1.186476,
            1.521813,
            0.83911
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            37.662338,
            33.333333,
            42.105263,
            37.662338,
            33.333333,
            42.105263
        ],
        [
            3.668578,
            5.961398,
            1.922583,
            1.963822,
            3.043626,
            1.153776
        ],
        [
            321549,
            321549,
            64961,
            1145142,
            1145142,
            296500
        ],
        [
            -36816,
            -21955,
            -36816,
            -277644,
            -244520,
            -277644
        ],
        [
            59,
            49,
            69,
            59,
            49,
            69
        ],
        [
            117,
            103,
            129,
            117,
            103,
            129
        ],
        [
            23,
            22,
            25,
            23,
            22,
            25
        ],
        [
            4552,
            1918,
            2634,
            4552,
            1918,
            2634
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37183,
            301564,
            -111548,
            -102781,
            -15853,
            -582168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4812,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624492800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759556434939,
    "expiration_time": 1763693568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 123,
            "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)