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Trade: AR/USDT/720/HL2/SSF/8450

Strategy
AR/USDT/720/HL2/SSF/8450
Pair
AR_USDT
Interval
12h
Score
432358
Daily Profit
0.387073
Profit Factor
2.361155
Profitability
42.528736
Streak
21.942800
Best Strategy
Training Data Length
1602.500000
Evaluation Time
2025-10-03 01:37
Expiration Time
2025-11-19 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 620283.7086 553025.5412 67258.1674 203851.722 417512.3747 -213660.6527
Total P&L (%) 620.2837 553.0255 67.2582 203.8517 417.5124 -213.6607
Avg Daily Profit (%) 0.3871 0.3451 0.042 0.0694 0.1026 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158746 -156026 -58764 -648642 -473769 -351678
Profit Factor 2.3612 3.0063 1.3735 1.1251 1.4629 0.7064
Total Trades 87 44 43 87 44 43
Winning Trades 37 15 22 37 15 22
Losing Trades 50 29 21 50 29 21
Profitability (%) 42.5287 34.0909 51.1628 42.5287 34.0909 51.1628
Ratio Avg Win / Avg Loss 3.1907 5.8122 1.3111 1.5204 2.8284 0.6743
Largest Winning Trade 452755 452755 57710 643780 643780 166618
Largest Losing Trade -37613 -37613 -32844 -227534 -227534 -155101
Avg Bars in Trades 34 27 41 34 27 41
Avg Bars in Winners 51 39 58 51 39 58
Avg Bars in Losers 22 21 24 22 21 24
Bars Traded 3012 1213 1799 3012 1213 1799
Profit Streak 21.9428 42.9428 0 21.9428 42.9428 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432358 365640 -136292 -184236 -58633 -580576
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3205,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759444657937,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 73
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "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": [
        [
            620283.708576154,
            553025.5411556964,
            67258.1674204574,
            203851.7219875985,
            417512.3746728364,
            -213660.6526852383
        ],
        [
            620.283709,
            553.025541,
            67.258167,
            203.851722,
            417.512375,
            -213.660653
        ],
        [
            0.387073,
            0.345102,
            0.041971,
            0.069376,
            0.102634,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158746,
            -156026,
            -58764,
            -648642,
            -473769,
            -351678
        ],
        [
            2.361155,
            3.006294,
            1.373535,
            1.125099,
            1.462939,
            0.706372
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            42.528736,
            34.090909,
            51.162791,
            42.528736,
            34.090909,
            51.162791
        ],
        [
            3.190749,
            5.812168,
            1.311101,
            1.520403,
            2.82835,
            0.674264
        ],
        [
            452755,
            452755,
            57710,
            643780,
            643780,
            166618
        ],
        [
            -37613,
            -37613,
            -32844,
            -227534,
            -227534,
            -155101
        ],
        [
            34,
            27,
            41,
            34,
            27,
            41
        ],
        [
            51,
            39,
            58,
            51,
            39,
            58
        ],
        [
            22,
            21,
            24,
            22,
            21,
            24
        ],
        [
            3012,
            1213,
            1799,
            3012,
            1213,
            1799
        ],
        [
            21.9428,
            42.9428,
            0,
            21.9428,
            42.9428,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432358,
            365640,
            -136292,
            -184236,
            -58633,
            -580576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3205,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759444657937,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 73
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "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)