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Trade: AR/USDT/480/SSF/FWMA/8803

Strategy
AR/USDT/480/SSF/FWMA/8803
Pair
AR_USDT
Interval
8h
Score
308984
Daily Profit
0.340965
Profit Factor
3.036874
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1598.670000
Evaluation Time
2025-09-28 21:09
Expiration Time
2025-11-15 17:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649069.8937 545090.4497 103979.444 603946.6559 759492.2927 -155545.6369
Total P&L (%) 649.0699 545.0905 103.9794 603.9467 759.4923 -155.5456
Avg Daily Profit (%) 0.406 0.341 0.065 0.1221 0.1347 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172355 -84289 -80537 -1146344 -927995 -706742
Profit Factor 2.2669 3.0369 1.4249 1.1977 1.4713 0.8923
Total Trades 77 39 38 77 39 38
Winning Trades 30 13 17 30 13 17
Losing Trades 47 26 21 47 26 21
Profitability (%) 38.961 33.3333 44.7368 38.961 33.3333 44.7368
Ratio Avg Win / Avg Loss 3.5515 6.0737 1.7602 1.8764 2.9426 1.1022
Largest Winning Trade 319027 319027 64961 1225515 1225515 323859
Largest Losing Trade -36816 -21955 -36816 -308184 -271417 -308184
Avg Bars in Trades 59 49 69 59 49 69
Avg Bars in Winners 115 103 125 115 103 125
Avg Bars in Losers 22 22 23 22 22 23
Bars Traded 4551 1915 2636 4551 1915 2636
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 -36456 308984 -106160 -82068 -17074 -581145
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4796,
    "evaluation_days": 1598.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1627286400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759082990019,
    "expiration_time": 1763218944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 220,
            "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": [
        [
            649069.8937434454,
            545090.4497045409,
            103979.4440389045,
            603946.6558536942,
            759492.2927367635,
            -155545.6368830696
        ],
        [
            649.069894,
            545.09045,
            103.979444,
            603.946656,
            759.492293,
            -155.545637
        ],
        [
            0.406006,
            0.340965,
            0.065041,
            0.122147,
            0.134651,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172355,
            -84289,
            -80537,
            -1146344,
            -927995,
            -706742
        ],
        [
            2.266905,
            3.036874,
            1.424899,
            1.197677,
            1.471283,
            0.892257
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            38.961039,
            33.333333,
            44.736842,
            38.961039,
            33.333333,
            44.736842
        ],
        [
            3.551485,
            6.073748,
            1.760169,
            1.876361,
            2.942566,
            1.1022
        ],
        [
            319027,
            319027,
            64961,
            1225515,
            1225515,
            323859
        ],
        [
            -36816,
            -21955,
            -36816,
            -308184,
            -271417,
            -308184
        ],
        [
            59,
            49,
            69,
            59,
            49,
            69
        ],
        [
            115,
            103,
            125,
            115,
            103,
            125
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            4551,
            1915,
            2636,
            4551,
            1915,
            2636
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36456,
            308984,
            -106160,
            -82068,
            -17074,
            -581145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4796,
    "evaluation_days": 1598.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1627286400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759082990019,
    "expiration_time": 1763218944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 220,
            "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)