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Trade: AR/USDT/480/SSF/FWMA/9729

Strategy
AR/USDT/480/SSF/FWMA/9729
Pair
AR_USDT
Interval
8h
Score
305307
Daily Profit
0.440366
Profit Factor
2.354219
Profitability
33.695652
Streak
0.000000
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-10-04 10:10
Expiration Time
2025-11-21 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706347.4902 564704.6797 141642.8105 1149809.9896 1161430.5937 -11620.6041
Total P&L (%) 706.3475 564.7047 141.6428 1149.81 1161.4306 -11.6206
Avg Daily Profit (%) 0.4404 0.3521 0.0883 0.1576 0.1582 -0.0077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116448 -86481 -99182 -1705780 -1179317 -1166878
Profit Factor 2.3542 2.9352 1.6164 1.3097 1.5702 0.9931
Total Trades 92 46 46 92 46 46
Winning Trades 31 12 19 31 12 19
Losing Trades 61 34 27 61 34 27
Profitability (%) 33.6957 26.087 41.3043 33.6957 26.087 41.3043
Ratio Avg Win / Avg Loss 4.6325 8.3163 2.297 2.5771 4.449 1.4112
Largest Winning Trade 350114 350114 67759 1669164 1669164 406785
Largest Losing Trade -21143 -17946 -21143 -278732 -241817 -278732
Avg Bars in Trades 50 41 60 50 41 60
Avg Bars in Winners 113 104 119 113 104 119
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 4683 1908 2775 4683 1908 2775
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 305307 -10008 -75313 102025 -14424 -582419
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4812,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1622793600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561830985,
    "expiration_time": 1763693568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 201,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 64,
            "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": [
        [
            706347.490164715,
            564704.6796680462,
            141642.8104966687,
            1149809.9895979639,
            1161430.5936929618,
            -11620.6040949978
        ],
        [
            706.34749,
            564.70468,
            141.64281,
            1149.80999,
            1161.430594,
            -11.620604
        ],
        [
            0.440366,
            0.35206,
            0.088306,
            0.157579,
            0.158157,
            -0.007701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116448,
            -86481,
            -99182,
            -1705780,
            -1179317,
            -1166878
        ],
        [
            2.354219,
            2.935175,
            1.616429,
            1.309669,
            1.570249,
            0.993068
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            33.695652,
            26.086957,
            41.304348,
            33.695652,
            26.086957,
            41.304348
        ],
        [
            4.632495,
            8.316328,
            2.29703,
            2.57709,
            4.449038,
            1.411202
        ],
        [
            350114,
            350114,
            67759,
            1669164,
            1669164,
            406785
        ],
        [
            -21143,
            -17946,
            -21143,
            -278732,
            -241817,
            -278732
        ],
        [
            50,
            41,
            60,
            50,
            41,
            60
        ],
        [
            113,
            104,
            119,
            113,
            104,
            119
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            4683,
            1908,
            2775,
            4683,
            1908,
            2775
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305307,
            -10008,
            -75313,
            102025,
            -14424,
            -582419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4812,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1622793600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561830985,
    "expiration_time": 1763693568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 201,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 64,
            "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)