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Trade: AR/USDT/360/SSF/DCL/2543

Strategy
AR/USDT/360/SSF/DCL/2543
Pair
AR_USDT
Interval
6h
Score
638413
Daily Profit
0.160976
Profit Factor
4.097531
Profitability
62.857143
Streak
143.168007
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-26 13:01
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 376644.2084 304125.2138 72518.9946 97637.2789 1199157.2152 -1101519.9363
Total P&L (%) 376.6442 304.1252 72.519 97.6373 1199.1572 -1101.5199
Avg Daily Profit (%) 0.2363 0.1908 0.0455 0.0427 0.161 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118661 -69693 -156513 -1519874 -185732 -1711870
Profit Factor 1.8642 3.6401 1.2262 1.0354 4.0975 0.5361
Total Trades 70 35 35 70 35 35
Winning Trades 39 22 17 39 22 17
Losing Trades 31 13 18 31 13 18
Profitability (%) 55.7143 62.8571 48.5714 55.7143 62.8571 48.5714
Ratio Avg Win / Avg Loss 1.4818 2.1509 1.2983 0.823 2.4213 0.5676
Largest Winning Trade 114198 114198 81810 287921 264373 287921
Largest Losing Trade -83517 -17406 -83517 -1361939 -72670 -1361939
Avg Bars in Trades 89 14 164 89 14 164
Avg Bars in Winners 115 17 242 115 17 242
Avg Bars in Losers 57 9 92 57 9 92
Bars Traded 6273 499 5774 6273 499 5774
Profit Streak 70.918 143.168 70.918 70.918 143.168 70.918
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86023 620502 -132530 -415502 638413 -580785

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": 1621663200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880915773,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "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": [
        [
            376644.2083923843,
            304125.2138098999,
            72518.9945824845,
            97637.2788521862,
            1199157.2151546113,
            -1101519.9363024253
        ],
        [
            376.644208,
            304.125214,
            72.518995,
            97.637279,
            1199.157215,
            -1101.519936
        ],
        [
            0.236252,
            0.190764,
            0.045488,
            0.042742,
            0.160976,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118661,
            -69693,
            -156513,
            -1519874,
            -185732,
            -1711870
        ],
        [
            1.864182,
            3.640064,
            1.226168,
            1.035355,
            4.097531,
            0.536107
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            55.714286,
            62.857143,
            48.571429,
            55.714286,
            62.857143,
            48.571429
        ],
        [
            1.481786,
            2.150947,
            1.298295,
            0.822974,
            2.421268,
            0.567642
        ],
        [
            114198,
            114198,
            81810,
            287921,
            264373,
            287921
        ],
        [
            -83517,
            -17406,
            -83517,
            -1361939,
            -72670,
            -1361939
        ],
        [
            89,
            14,
            164,
            89,
            14,
            164
        ],
        [
            115,
            17,
            242,
            115,
            17,
            242
        ],
        [
            57,
            9,
            92,
            57,
            9,
            92
        ],
        [
            6273,
            499,
            5774,
            6273,
            499,
            5774
        ],
        [
            70.918007,
            143.168007,
            70.918007,
            70.918007,
            143.168007,
            70.918007
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86023,
            620502,
            -132530,
            -415502,
            638413,
            -580785
        ]
    ]
}
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": 1621663200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880915773,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "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)