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Trade: AR/USDT/480/SSF/HILO/5977

Strategy
AR/USDT/480/SSF/HILO/5977
Pair
AR_USDT
Interval
8h
Score
338352
Daily Profit
0.287382
Profit Factor
2.860796
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1603.330000
Evaluation Time
2025-10-03 17:06
Expiration Time
2025-11-20 12:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 515615.4831 460768.9184 54846.5647 85803.5794 338121.3973 -252317.818
Total P&L (%) 515.6155 460.7689 54.8466 85.8036 338.1214 -252.3178
Avg Daily Profit (%) 0.3216 0.2874 0.0342 0.0386 0.0922 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145632 -122696 -83697 -596730 -626703 -306779
Profit Factor 1.9942 2.8608 1.2024 1.0446 1.3628 0.7456
Total Trades 61 31 30 61 31 30
Winning Trades 27 12 15 27 12 15
Losing Trades 34 19 15 34 19 15
Profitability (%) 44.2623 38.7097 50 44.2623 38.7097 50
Ratio Avg Win / Avg Loss 2.5112 4.5296 1.2024 1.3154 2.1578 0.7456
Largest Winning Trade 359974 359974 63297 359974 359974 187113
Largest Losing Trade -66853 -29418 -66853 -227408 -227408 -203125
Avg Bars in Trades 75 61 90 75 61 90
Avg Bars in Winners 122 104 136 122 104 136
Avg Bars in Losers 38 34 44 38 34 44
Bars Traded 4618 1909 2709 4618 1909 2709
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 -155365 338352 -148766 -480973 -72745 -580825
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4810,
    "evaluation_days": 1603.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1621584000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759500360279,
    "expiration_time": 1763634240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            515615.4830979813,
            460768.9184045563,
            54846.5646934252,
            85803.5793557672,
            338121.3973376705,
            -252317.817981903
        ],
        [
            515.615483,
            460.768918,
            54.846565,
            85.803579,
            338.121397,
            -252.317818
        ],
        [
            0.32159,
            0.287382,
            0.034208,
            0.038647,
            0.092184,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145632,
            -122696,
            -83697,
            -596730,
            -626703,
            -306779
        ],
        [
            1.994222,
            2.860796,
            1.202391,
            1.044602,
            1.362845,
            0.745619
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            44.262295,
            38.709677,
            50,
            44.262295,
            38.709677,
            50
        ],
        [
            2.511243,
            4.529593,
            1.202391,
            1.315425,
            2.157838,
            0.745619
        ],
        [
            359974,
            359974,
            63297,
            359974,
            359974,
            187113
        ],
        [
            -66853,
            -29418,
            -66853,
            -227408,
            -227408,
            -203125
        ],
        [
            75,
            61,
            90,
            75,
            61,
            90
        ],
        [
            122,
            104,
            136,
            122,
            104,
            136
        ],
        [
            38,
            34,
            44,
            38,
            34,
            44
        ],
        [
            4618,
            1909,
            2709,
            4618,
            1909,
            2709
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155365,
            338352,
            -148766,
            -480973,
            -72745,
            -580825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4810,
    "evaluation_days": 1603.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1621584000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759500360279,
    "expiration_time": 1763634240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)