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Trade: AR/USDT/360/SSF/SMA/5488

Strategy
AR/USDT/360/SSF/SMA/5488
Pair
AR_USDT
Interval
6h
Score
306564
Daily Profit
0.448431
Profit Factor
2.774138
Profitability
32.258065
Streak
0.000000
Best Strategy
Training Data Length
1606.500000
Evaluation Time
2025-10-06 22:01
Expiration Time
2025-11-24 00:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 797055.0151 720403.9932 76651.0219 102805.2667 316930.585 -214125.3183
Total P&L (%) 797.055 720.404 76.651 102.8053 316.9306 -214.1253
Avg Daily Profit (%) 0.4961 0.4484 0.0477 0.044 0.0889 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169088 -153701 -79549 -765823 -631605 -502970
Profit Factor 2.2853 2.7741 1.3581 1.0491 1.2563 0.7505
Total Trades 62 31 31 62 31 31
Winning Trades 29 10 19 29 10 19
Losing Trades 33 21 12 33 21 12
Profitability (%) 46.7742 32.2581 61.2903 46.7742 32.2581 61.2903
Ratio Avg Win / Avg Loss 2.6006 5.8257 0.8577 1.1938 2.6383 0.474
Largest Winning Trade 542251 542251 37742 719204 719204 196226
Largest Losing Trade -51431 -51245 -51431 -263449 -202976 -263449
Avg Bars in Trades 100 113 87 100 113 87
Avg Bars in Winners 113 124 107 113 124 107
Avg Bars in Losers 88 108 54 88 108 54
Bars Traded 6218 3511 2707 6218 3511 2707
Profit Streak 0 0 170.7924 0 0 170.7924
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144834 306564 -128025 -460400 -80267 -578386
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6426,
    "evaluation_days": 1606.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759777262516,
    "expiration_time": 1763937648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "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": [
        [
            797055.015060025,
            720403.9931882541,
            76651.021871771,
            102805.266671987,
            316930.5849724264,
            -214125.3183004393
        ],
        [
            797.055015,
            720.403993,
            76.651022,
            102.805267,
            316.930585,
            -214.125318
        ],
        [
            0.496144,
            0.448431,
            0.047713,
            0.044023,
            0.088913,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169088,
            -153701,
            -79549,
            -765823,
            -631605,
            -502970
        ],
        [
            2.28534,
            2.774138,
            1.358093,
            1.049082,
            1.256332,
            0.750486
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            10,
            19,
            29,
            10,
            19
        ],
        [
            33,
            21,
            12,
            33,
            21,
            12
        ],
        [
            46.774194,
            32.258065,
            61.290323,
            46.774194,
            32.258065,
            61.290323
        ],
        [
            2.600559,
            5.82569,
            0.857743,
            1.193783,
            2.638298,
            0.473991
        ],
        [
            542251,
            542251,
            37742,
            719204,
            719204,
            196226
        ],
        [
            -51431,
            -51245,
            -51431,
            -263449,
            -202976,
            -263449
        ],
        [
            100,
            113,
            87,
            100,
            113,
            87
        ],
        [
            113,
            124,
            107,
            113,
            124,
            107
        ],
        [
            88,
            108,
            54,
            88,
            108,
            54
        ],
        [
            6218,
            3511,
            2707,
            6218,
            3511,
            2707
        ],
        [
            0,
            0,
            170.79239,
            0,
            0,
            170.79239
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144834,
            306564,
            -128025,
            -460400,
            -80267,
            -578386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6426,
    "evaluation_days": 1606.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759777262516,
    "expiration_time": 1763937648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "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)