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Trade: AR/USDT/60/KCL/SSF/1886

Strategy
AR/USDT/60/KCL/SSF/1886
Pair
AR_USDT
Interval
1h
Score
331579
Daily Profit
0.191225
Profit Factor
1.277339
Profitability
56.852792
Streak
22.546234
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 13:06
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 199183.8625 173498.3276 25685.535 29409.9744 -76745.8112 106155.7856
Total P&L (%) 199.1839 173.4983 25.6855 29.41 -76.7458 106.1558
Avg Daily Profit (%) 0.1912 0.1666 0.0247 0.0248 -0.1399 0.0695
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180986 -148456 -48627 -988109 -839600 -202179
Profit Factor 1.2773 1.3472 1.1176 1.013 0.9533 1.1704
Total Trades 197 98 99 197 98 99
Winning Trades 112 50 62 112 50 62
Losing Trades 85 48 37 85 48 37
Profitability (%) 56.8528 51.0204 62.6263 56.8528 51.0204 62.6263
Ratio Avg Win / Avg Loss 0.9694 1.2933 0.6669 0.7688 0.9151 0.6984
Largest Winning Trade 104390 104390 15512 329009 329009 84443
Largest Losing Trade -33984 -33984 -29885 -358565 -358565 -163057
Avg Bars in Trades 123 209 37 123 209 37
Avg Bars in Winners 108 206 28 108 206 28
Avg Bars in Losers 142 212 52 142 212 52
Bars Traded 24234 20532 3701 24234 20532 3701
Profit Streak 22.5462 22.5462 50.7546 22.5462 22.5462 50.7546
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331579 291405 -253513 -367494 -580390 -132206

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669089600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758881194633,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            199183.8625361886,
            173498.3275775984,
            25685.5349585901,
            29409.9744365175,
            -76745.8112009762,
            106155.7856374945
        ],
        [
            199.183863,
            173.498328,
            25.685535,
            29.409974,
            -76.745811,
            106.155786
        ],
        [
            0.191225,
            0.166566,
            0.024659,
            0.024754,
            -0.139942,
            0.06948
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180986,
            -148456,
            -48627,
            -988109,
            -839600,
            -202179
        ],
        [
            1.277339,
            1.34717,
            1.117583,
            1.01298,
            0.95328,
            1.170357
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            112,
            50,
            62,
            112,
            50,
            62
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            56.852792,
            51.020408,
            62.626263,
            56.852792,
            51.020408,
            62.626263
        ],
        [
            0.969409,
            1.293283,
            0.666945,
            0.768779,
            0.915149,
            0.698439
        ],
        [
            104390,
            104390,
            15512,
            329009,
            329009,
            84443
        ],
        [
            -33984,
            -33984,
            -29885,
            -358565,
            -358565,
            -163057
        ],
        [
            123,
            209,
            37,
            123,
            209,
            37
        ],
        [
            108,
            206,
            28,
            108,
            206,
            28
        ],
        [
            142,
            212,
            52,
            142,
            212,
            52
        ],
        [
            24234,
            20532,
            3701,
            24234,
            20532,
            3701
        ],
        [
            22.546234,
            22.546234,
            50.754567,
            22.546234,
            22.546234,
            50.754568
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331579,
            291405,
            -253513,
            -367494,
            -580390,
            -132206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669089600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758881194633,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    }
}

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)