← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: AR/USDT/360/ZLMA/VWAP/1515

Strategy
AR/USDT/360/ZLMA/VWAP/1515
Pair
AR_USDT
Interval
6h
Score
338938
Daily Profit
0.491780
Profit Factor
1.816153
Profitability
34.513274
Streak
0.000000
Best Strategy
Training Data Length
1612.250000
Evaluation Time
2025-10-12 22:51
Expiration Time
2025-11-29 22:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 792872.3088 602365.4584 190506.8504 1587786.8664 -239886.3996 1827673.2661
Total P&L (%) 792.8723 602.3655 190.5069 1587.7869 -239.8864 1827.6733
Avg Daily Profit (%) 0.4918 0.3736 0.1182 0.1754 0 0.1837
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143494 -100918 -66799 -1348263 -1573443 -431170
Profit Factor 1.8162 2.1315 1.4338 1.2143 0.9492 1.6803
Total Trades 226 113 113 226 113 113
Winning Trades 78 36 42 78 36 42
Losing Trades 148 77 71 148 77 71
Profitability (%) 34.5133 31.8584 37.1681 34.5133 31.8584 37.1681
Ratio Avg Win / Avg Loss 3.446 4.5591 2.4238 2.3041 2.0302 2.8405
Largest Winning Trade 349918 349918 37673 863101 863101 730795
Largest Losing Trade -34664 -34664 -24252 -895468 -895468 -209280
Avg Bars in Trades 27 29 26 27 29 26
Avg Bars in Winners 55 57 53 55 57 53
Avg Bars in Losers 13 15 10 13 15 10
Bars Traded 6287 3287 3000 6287 3287 3000
Profit Streak 0 0 25.0771 0 0 25.0771
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338938 235613 -37667 141738 -585031 239715
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6449,
    "evaluation_days": 1612.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760298665670,
    "expiration_time": 1764449352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            792872.3087916214,
            602365.4583783605,
            190506.8504132607,
            1587786.866411144,
            -239886.399648601,
            1827673.2660597458
        ],
        [
            792.872309,
            602.365458,
            190.50685,
            1587.786866,
            -239.8864,
            1827.673266
        ],
        [
            0.49178,
            0.373618,
            0.118162,
            0.175437,
            0,
            0.183695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143494,
            -100918,
            -66799,
            -1348263,
            -1573443,
            -431170
        ],
        [
            1.816153,
            2.131536,
            1.433826,
            1.214334,
            0.949193,
            1.680322
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            148,
            77,
            71,
            148,
            77,
            71
        ],
        [
            34.513274,
            31.858407,
            37.168142,
            34.513274,
            31.858407,
            37.168142
        ],
        [
            3.446034,
            4.559118,
            2.423849,
            2.304121,
            2.030218,
            2.840544
        ],
        [
            349918,
            349918,
            37673,
            863101,
            863101,
            730795
        ],
        [
            -34664,
            -34664,
            -24252,
            -895468,
            -895468,
            -209280
        ],
        [
            27,
            29,
            26,
            27,
            29,
            26
        ],
        [
            55,
            57,
            53,
            55,
            57,
            53
        ],
        [
            13,
            15,
            10,
            13,
            15,
            10
        ],
        [
            6287,
            3287,
            3000,
            6287,
            3287,
            3000
        ],
        [
            0,
            0,
            25.077149,
            0,
            0,
            25.077149
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338938,
            235613,
            -37667,
            141738,
            -585031,
            239715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6449,
    "evaluation_days": 1612.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760298665670,
    "expiration_time": 1764449352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)