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Trade: AR/USDT/240/SSF/ZLMA/3224

Strategy
AR/USDT/240/SSF/ZLMA/3224
Pair
AR_USDT
Interval
4h
Score
362881
Daily Profit
0.328688
Profit Factor
3.230618
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-26 00:00
Expiration Time
2025-11-11 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671184.6174 523984.9995 147199.6179 1487115.3031 1140670.3812 346444.922
Total P&L (%) 671.1846 523.985 147.1996 1487.1153 1140.6704 346.4449
Avg Daily Profit (%) 0.421 0.3287 0.0923 0.1736 0.1581 0.0939
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85825 -96398 -53454 -2287269 -2504300 -1078430
Profit Factor 2.7169 3.2306 1.9435 1.2352 1.2966 1.1399
Total Trades 59 30 29 59 30 29
Winning Trades 25 11 14 25 11 14
Losing Trades 34 19 15 34 19 15
Profitability (%) 42.3729 36.6667 48.2759 42.3729 36.6667 48.2759
Ratio Avg Win / Avg Loss 3.695 5.5802 2.0823 1.6799 2.2396 1.2213
Largest Winning Trade 294726 294726 69693 2238235 2238235 858956
Largest Losing Trade -31629 -22877 -31629 -830163 -632359 -830163
Avg Bars in Trades 154 127 182 154 127 182
Avg Bars in Winners 258 246 268 258 246 268
Avg Bars in Losers 76 57 101 76 57 101
Bars Traded 9090 3812 5278 9090 3812 5278
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 -167355 362881 -66726 -173855 130357 -134996

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623096000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834013082,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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": [
        [
            671184.617415023,
            523984.9994934627,
            147199.6179215605,
            1487115.3031372174,
            1140670.3811657047,
            346444.9219715128
        ],
        [
            671.184617,
            523.984999,
            147.199618,
            1487.115303,
            1140.670381,
            346.444922
        ],
        [
            0.421024,
            0.328688,
            0.092336,
            0.173564,
            0.15809,
            0.093895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85825,
            -96398,
            -53454,
            -2287269,
            -2504300,
            -1078430
        ],
        [
            2.716928,
            3.230618,
            1.94349,
            1.235211,
            1.296604,
            1.139881
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            42.372881,
            36.666667,
            48.275862,
            42.372881,
            36.666667,
            48.275862
        ],
        [
            3.695022,
            5.580159,
            2.08231,
            1.679886,
            2.239589,
            1.221301
        ],
        [
            294726,
            294726,
            69693,
            2238235,
            2238235,
            858956
        ],
        [
            -31629,
            -22877,
            -31629,
            -830163,
            -632359,
            -830163
        ],
        [
            154,
            127,
            182,
            154,
            127,
            182
        ],
        [
            258,
            246,
            268,
            258,
            246,
            268
        ],
        [
            76,
            57,
            101,
            76,
            57,
            101
        ],
        [
            9090,
            3812,
            5278,
            9090,
            3812,
            5278
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167355,
            362881,
            -66726,
            -173855,
            130357,
            -134996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623096000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834013082,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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)