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Trade: AR/USDT/720/SSF/DCM/3291

Strategy
AR/USDT/720/SSF/DCM/3291
Pair
AR_USDT
Interval
12h
Score
327206
Daily Profit
0.342347
Profit Factor
1.535365
Profitability
41.095890
Streak
0.000000
Best Strategy
Training Data Length
1598.500000
Evaluation Time
2025-09-28 18:00
Expiration Time
2025-11-15 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547241.0487 576362.3902 -29121.3414 -80846.9187 -219569.1531 138722.2344
Total P&L (%) 547.241 576.3624 -29.1213 -80.8469 -219.5692 138.7222
Avg Daily Profit (%) 0.3423 0.3606 -0.0182 -0.1033 0 0.0544
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -311515 -217584 -154974 -1172244 -979571 -267520
Profit Factor 1.5354 1.8771 0.9202 0.9633 0.8599 1.2189
Total Trades 146 73 73 146 73 73
Winning Trades 60 26 34 60 26 34
Losing Trades 86 47 39 86 47 39
Profitability (%) 41.0959 35.6164 46.5753 41.0959 35.6164 46.5753
Ratio Avg Win / Avg Loss 2.2007 3.3931 1.0555 1.3807 1.5544 1.3982
Largest Winning Trade 438876 438876 31453 424931 424931 170579
Largest Losing Trade -53141 -52277 -53141 -417007 -417007 -120275
Avg Bars in Trades 21 31 11 21 31 11
Avg Bars in Winners 25 38 15 25 38 15
Avg Bars in Losers 18 26 8 18 26 8
Bars Traded 3113 2267 846 3113 2267 846
Profit Streak 0 0 49.6253 0 0 49.6253
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327206 -64578 -651559 -581909 -655551 -193067
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3197,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623628800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071628972,
    "expiration_time": 1763204112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "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": [
        [
            547241.0487484897,
            576362.3901523921,
            -29121.3414039024,
            -80846.9186740989,
            -219569.1530508483,
            138722.2343767493
        ],
        [
            547.241049,
            576.36239,
            -29.121341,
            -80.846919,
            -219.569153,
            138.722234
        ],
        [
            0.342347,
            0.360565,
            -0.018218,
            -0.103338,
            0,
            0.054449
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -311515,
            -217584,
            -154974,
            -1172244,
            -979571,
            -267520
        ],
        [
            1.535365,
            1.877061,
            0.920222,
            0.963259,
            0.859858,
            1.218917
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            41.09589,
            35.616438,
            46.575342,
            41.09589,
            35.616438,
            46.575342
        ],
        [
            2.20069,
            3.393149,
            1.055549,
            1.380671,
            1.554359,
            1.398169
        ],
        [
            438876,
            438876,
            31453,
            424931,
            424931,
            170579
        ],
        [
            -53141,
            -52277,
            -53141,
            -417007,
            -417007,
            -120275
        ],
        [
            21,
            31,
            11,
            21,
            31,
            11
        ],
        [
            25,
            38,
            15,
            25,
            38,
            15
        ],
        [
            18,
            26,
            8,
            18,
            26,
            8
        ],
        [
            3113,
            2267,
            846,
            3113,
            2267,
            846
        ],
        [
            0,
            0,
            49.625335,
            0,
            0,
            49.625335
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327206,
            -64578,
            -651559,
            -581909,
            -655551,
            -193067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3197,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623628800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071628972,
    "expiration_time": 1763204112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "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)