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Trade: AR/USDT/120/SSF/LINREG/1347

Strategy
AR/USDT/120/SSF/LINREG/1347
Pair
AR_USDT
Interval
2h
Score
499212
Daily Profit
0.478595
Profit Factor
2.272600
Profitability
46.956522
Streak
0.000000
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-09-26 17:21
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 762879.6533 563686.5047 199193.1487 1897462.5343 2952421.2579 -1054958.7236
Total P&L (%) 762.8797 563.6865 199.1931 1897.4625 2952.4213 -1054.9587
Avg Daily Profit (%) 0.4786 0.3536 0.125 0.188 0.2147 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158495 -136350 -101809 -6695128 -5069667 -3405554
Profit Factor 2.2726 2.5944 1.8099 1.1441 1.3755 0.801
Total Trades 115 58 57 115 58 57
Winning Trades 54 24 30 54 24 30
Losing Trades 61 34 27 61 34 27
Profitability (%) 46.9565 41.3793 52.6316 46.9565 41.3793 52.6316
Ratio Avg Win / Avg Loss 2.5672 3.6755 1.629 1.2925 1.9486 0.7209
Largest Winning Trade 282366 282366 55969 5838440 5838440 680298
Largest Losing Trade -49366 -24208 -49366 -1748312 -1748312 -1375649
Avg Bars in Trades 163 144 183 163 144 183
Avg Bars in Winners 231 226 234 231 226 234
Avg Bars in Losers 104 86 126 104 86 126
Bars Traded 18831 8397 10434 18831 8397 10434
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 499212 -169109 -202468 -54914 -173588 -760492

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19128,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622563200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896469185,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "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": [
        [
            762879.6533421923,
            563686.5046630015,
            199193.148679191,
            1897462.534323596,
            2952421.2579192906,
            -1054958.7235956928
        ],
        [
            762.879653,
            563.686505,
            199.193149,
            1897.462534,
            2952.421258,
            -1054.958724
        ],
        [
            0.478595,
            0.35363,
            0.124964,
            0.188035,
            0.214692,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158495,
            -136350,
            -101809,
            -6695128,
            -5069667,
            -3405554
        ],
        [
            2.2726,
            2.594446,
            1.809946,
            1.144141,
            1.375451,
            0.800962
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            46.956522,
            41.37931,
            52.631579,
            46.956522,
            41.37931,
            52.631579
        ],
        [
            2.567197,
            3.675466,
            1.628951,
            1.292455,
            1.948555,
            0.720865
        ],
        [
            282366,
            282366,
            55969,
            5838440,
            5838440,
            680298
        ],
        [
            -49366,
            -24208,
            -49366,
            -1748312,
            -1748312,
            -1375649
        ],
        [
            163,
            144,
            183,
            163,
            144,
            183
        ],
        [
            231,
            226,
            234,
            231,
            226,
            234
        ],
        [
            104,
            86,
            126,
            104,
            86,
            126
        ],
        [
            18831,
            8397,
            10434,
            18831,
            8397,
            10434
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499212,
            -169109,
            -202468,
            -54914,
            -173588,
            -760492
        ]
    ]
}
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": 1622563200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896469185,
    "expiration_time": 1763680377600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "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)