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Trade: AR/USDT/360/SSF/ZLMA/6016

Strategy
AR/USDT/360/SSF/ZLMA/6016
Pair
AR_USDT
Interval
6h
Score
317725
Daily Profit
0.419321
Profit Factor
2.138415
Profitability
36.082474
Streak
0.000000
Best Strategy
Training Data Length
1602.500000
Evaluation Time
2025-10-03 03:25
Expiration Time
2025-11-19 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671962.5252 570700.2736 101262.2516 621969.7992 604049.6675 17920.1317
Total P&L (%) 671.9625 570.7003 101.2623 621.9698 604.0497 17.9201
Avg Daily Profit (%) 0.4193 0.3561 0.0632 0.1234 0.1219 0.0103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81107 -77696 -66564 -732198 -621988 -676889
Profit Factor 2.1384 2.7751 1.3768 1.1813 1.327 1.0113
Total Trades 97 49 48 97 49 48
Winning Trades 35 14 21 35 14 21
Losing Trades 62 35 27 62 35 27
Profitability (%) 36.0825 28.5714 43.75 36.0825 28.5714 43.75
Ratio Avg Win / Avg Loss 3.7881 6.9378 1.7701 2.0927 3.3175 1.3003
Largest Winning Trade 353164 353164 68923 857379 857379 327520
Largest Losing Trade -38383 -18551 -38383 -200346 -153991 -200346
Avg Bars in Trades 62 52 72 62 52 72
Avg Bars in Winners 118 107 124 118 107 124
Avg Bars in Losers 31 30 31 31 30 31
Bars Traded 6061 2583 3478 6061 2583 3478
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 317725 14856 -109230 -52904 -42800 -397778
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6410,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622462400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451142313,
    "expiration_time": 1763581680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "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": [
        [
            671962.5252052179,
            570700.2735849164,
            101262.2516203017,
            621969.7992060602,
            604049.6675484556,
            17920.1316576044
        ],
        [
            671.962525,
            570.700274,
            101.262252,
            621.969799,
            604.049668,
            17.920132
        ],
        [
            0.419321,
            0.356131,
            0.06319,
            0.123434,
            0.121864,
            0.010287
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81107,
            -77696,
            -66564,
            -732198,
            -621988,
            -676889
        ],
        [
            2.138415,
            2.77512,
            1.376773,
            1.181342,
            1.326987,
            1.011324
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            36.082474,
            28.571429,
            43.75,
            36.082474,
            28.571429,
            43.75
        ],
        [
            3.78805,
            6.9378,
            1.770137,
            2.092664,
            3.317468,
            1.300274
        ],
        [
            353164,
            353164,
            68923,
            857379,
            857379,
            327520
        ],
        [
            -38383,
            -18551,
            -38383,
            -200346,
            -153991,
            -200346
        ],
        [
            62,
            52,
            72,
            62,
            52,
            72
        ],
        [
            118,
            107,
            124,
            118,
            107,
            124
        ],
        [
            31,
            30,
            31,
            31,
            30,
            31
        ],
        [
            6061,
            2583,
            3478,
            6061,
            2583,
            3478
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317725,
            14856,
            -109230,
            -52904,
            -42800,
            -397778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6410,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622462400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451142313,
    "expiration_time": 1763581680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "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)