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Trade: AR/USDT/720/HMA/SSF/7387

Strategy
AR/USDT/720/HMA/SSF/7387
Pair
AR_USDT
Interval
12h
Score
301538
Daily Profit
0.175614
Profit Factor
1.693276
Profitability
40.625000
Streak
29.552977
Best Strategy
Training Data Length
1609.500000
Evaluation Time
2025-10-10 04:16
Expiration Time
2025-11-26 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -698607.9936 -116400.1716 -582207.8221 -67276.7262 1584443.9643 -1651720.6904
Total P&L (%) -698.608 -116.4002 -582.2078 -67.2767 1584.444 -1651.7207
Avg Daily Profit (%) -0.4341 -0.0723 -0.3617 -0.0694 0.1756 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -758941 -250446 -654324 -3605515 -1583336 -2472501
Profit Factor 0.4836 0.73 0.3684 0.9872 1.6933 0.4448
Total Trades 192 96 96 192 96 96
Winning Trades 143 68 75 77 39 38
Losing Trades 49 28 21 115 57 58
Profitability (%) 74.4792 70.8333 78.125 40.1042 40.625 39.5833
Ratio Avg Win / Avg Loss 0.1657 0.3006 0.1032 1.4744 2.4748 0.6789
Largest Winning Trade 28377 28377 18216 1885857 1885857 242506
Largest Losing Trade -399656 -65279 -399656 -514202 -180292 -514202
Avg Bars in Trades 16 19 13 16 19 13
Avg Bars in Winners 4 4 4 24 29 18
Avg Bars in Losers 51 56 44 11 12 9
Bars Traded 3166 1891 1275 3166 1891 1275
Profit Streak 29.553 29.553 30.553 29.553 29.553 30.553
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574785 -576815 -575411 -580140 301538 -583386
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3219,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621080000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760058977209,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -698607.9936296362,
            -116400.1715754316,
            -582207.8220542048,
            -67276.7261636598,
            1584443.9642647416,
            -1651720.690428403
        ],
        [
            -698.607994,
            -116.400172,
            -582.207822,
            -67.276726,
            1584.443964,
            -1651.72069
        ],
        [
            -0.434053,
            -0.072321,
            -0.361732,
            -0.069382,
            0.175614,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -758941,
            -250446,
            -654324,
            -3605515,
            -1583336,
            -2472501
        ],
        [
            0.483614,
            0.729956,
            0.368427,
            0.987211,
            1.693276,
            0.444815
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            143,
            68,
            75,
            77,
            39,
            38
        ],
        [
            49,
            28,
            21,
            115,
            57,
            58
        ],
        [
            74.479167,
            70.833333,
            78.125,
            40.104167,
            40.625,
            39.583333
        ],
        [
            0.165714,
            0.30057,
            0.103159,
            1.474406,
            2.474788,
            0.678928
        ],
        [
            28377,
            28377,
            18216,
            1885857,
            1885857,
            242506
        ],
        [
            -399656,
            -65279,
            -399656,
            -514202,
            -180292,
            -514202
        ],
        [
            16,
            19,
            13,
            16,
            19,
            13
        ],
        [
            4,
            4,
            4,
            24,
            29,
            18
        ],
        [
            51,
            56,
            44,
            11,
            12,
            9
        ],
        [
            3166,
            1891,
            1275,
            3166,
            1891,
            1275
        ],
        [
            29.552977,
            29.552977,
            30.552977,
            29.552977,
            29.552977,
            30.552977
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574785,
            -576815,
            -575411,
            -580140,
            301538,
            -583386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3219,
    "evaluation_days": 1609.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621080000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760058977209,
    "expiration_time": 1764183024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 3
        }
    }
}

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)