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Trade: AR/USDT/480/SSF/MIDPRICE/7046

Strategy
AR/USDT/480/SSF/MIDPRICE/7046
Pair
AR_USDT
Interval
8h
Score
311921
Daily Profit
0.205061
Profit Factor
1.907820
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1608.670000
Evaluation Time
2025-10-08 23:11
Expiration Time
2025-11-26 00:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484687.9186 329875.0843 154812.8343 149652.948 -32110.6389 181763.5869
Total P&L (%) 484.6879 329.8751 154.8128 149.6529 -32.1106 181.7636
Avg Daily Profit (%) 0.3013 0.2051 0.0962 0.0569 -0.0241 0.0644
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175984 -152730 -47469 -114606 -136629 -42764
Profit Factor 1.8427 1.9078 1.731 1.3701 0.8898 2.6107
Total Trades 75 37 38 75 37 38
Winning Trades 38 16 22 38 16 22
Losing Trades 37 21 16 37 21 16
Profitability (%) 50.6667 43.2432 57.8947 50.6667 43.2432 57.8947
Ratio Avg Win / Avg Loss 1.7942 2.504 1.2589 1.334 1.1679 1.8987
Largest Winning Trade 315060 315060 44713 69412 69412 55558
Largest Losing Trade -57742 -57742 -39474 -76747 -76747 -42764
Avg Bars in Trades 59 82 36 59 82 36
Avg Bars in Winners 69 93 51 69 93 51
Avg Bars in Losers 49 73 17 49 73 17
Bars Traded 4449 3049 1400 4449 3049 1400
Profit Streak 14.8414 0 331.508 14.8414 0 331.508
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48619 311921 -59878 -177045 -581733 -99498
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4826,
    "evaluation_days": 1608.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624320000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759954295361,
    "expiration_time": 1764108864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "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": [
        [
            484687.9186418895,
            329875.0843286269,
            154812.8343132625,
            149652.9480372017,
            -32110.6389078363,
            181763.5869450378
        ],
        [
            484.687919,
            329.875084,
            154.812834,
            149.652948,
            -32.110639,
            181.763587
        ],
        [
            0.301297,
            0.205061,
            0.096237,
            0.056889,
            -0.024072,
            0.064415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175984,
            -152730,
            -47469,
            -114606,
            -136629,
            -42764
        ],
        [
            1.842726,
            1.90782,
            1.731035,
            1.370098,
            0.889849,
            2.610713
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            50.666667,
            43.243243,
            57.894737,
            50.666667,
            43.243243,
            57.894737
        ],
        [
            1.794234,
            2.504014,
            1.258934,
            1.334043,
            1.167926,
            1.898701
        ],
        [
            315060,
            315060,
            44713,
            69412,
            69412,
            55558
        ],
        [
            -57742,
            -57742,
            -39474,
            -76747,
            -76747,
            -42764
        ],
        [
            59,
            82,
            36,
            59,
            82,
            36
        ],
        [
            69,
            93,
            51,
            69,
            93,
            51
        ],
        [
            49,
            73,
            17,
            49,
            73,
            17
        ],
        [
            4449,
            3049,
            1400,
            4449,
            3049,
            1400
        ],
        [
            14.841381,
            0,
            331.508048,
            14.841381,
            0,
            331.508048
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48619,
            311921,
            -59878,
            -177045,
            -581733,
            -99498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4826,
    "evaluation_days": 1608.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624320000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759954295361,
    "expiration_time": 1764108864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "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)