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Trade: AR/USDT/120/ALMA/SSF/7764

Strategy
AR/USDT/120/ALMA/SSF/7764
Pair
AR_USDT
Interval
2h
Score
372125
Daily Profit
0.442983
Profit Factor
1.892023
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-09-26 05:54
Expiration Time
2025-11-21 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706115.383 634948.2818 71167.1012 74091.998 342624.9745 -268532.9765
Total P&L (%) 706.1154 634.9483 71.1671 74.092 342.625 -268.533
Avg Daily Profit (%) 0.443 0.3983 0.0446 0.0348 0.0934 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121503 -103521 -98217 -431238 -201852 -373104
Profit Factor 1.892 2.5356 1.1882 1.0498 1.5249 0.678
Total Trades 126 63 63 126 63 63
Winning Trades 51 23 28 51 23 28
Losing Trades 75 40 35 75 40 35
Profitability (%) 40.4762 36.5079 44.4444 40.4762 36.5079 44.4444
Ratio Avg Win / Avg Loss 2.7824 4.4097 1.4853 1.5439 2.652 0.8475
Largest Winning Trade 421417 421417 56861 398189 398189 78386
Largest Losing Trade -62147 -38636 -62147 -253834 -63727 -253834
Avg Bars in Trades 150 138 161 150 138 161
Avg Bars in Winners 222 215 229 222 215 229
Avg Bars in Losers 100 94 107 100 94 107
Bars Traded 18917 8742 10175 18917 8742 10175
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 372125 -137638 -295877 -314387 -217954 -729896

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622131200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855266656,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 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": [
        [
            706115.3830196474,
            634948.2818127713,
            71167.1012068763,
            74091.9980046141,
            342624.9745262678,
            -268532.9765216538
        ],
        [
            706.115383,
            634.948282,
            71.167101,
            74.091998,
            342.624975,
            -268.532977
        ],
        [
            0.442983,
            0.398336,
            0.044647,
            0.034787,
            0.093366,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121503,
            -103521,
            -98217,
            -431238,
            -201852,
            -373104
        ],
        [
            1.892023,
            2.535589,
            1.188223,
            1.049838,
            1.524885,
            0.677973
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            40.47619,
            36.507937,
            44.444444,
            40.47619,
            36.507937,
            44.444444
        ],
        [
            2.782387,
            4.409719,
            1.485279,
            1.54388,
            2.651975,
            0.847466
        ],
        [
            421417,
            421417,
            56861,
            398189,
            398189,
            78386
        ],
        [
            -62147,
            -38636,
            -62147,
            -253834,
            -63727,
            -253834
        ],
        [
            150,
            138,
            161,
            150,
            138,
            161
        ],
        [
            222,
            215,
            229,
            222,
            215,
            229
        ],
        [
            100,
            94,
            107,
            100,
            94,
            107
        ],
        [
            18917,
            8742,
            10175,
            18917,
            8742,
            10175
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372125,
            -137638,
            -295877,
            -314387,
            -217954,
            -729896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622131200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855266656,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 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)