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Trade: AR/USDT/720/ZLMA/JMA/3591

Strategy
AR/USDT/720/ZLMA/JMA/3591
Pair
AR_USDT
Interval
12h
Score
537221
Daily Profit
0.499707
Profit Factor
2.143971
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1602.500000
Evaluation Time
2025-10-02 19:02
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 800779.9528 714084.5304 86695.4224 208015.1905 63803.2118 144211.9788
Total P&L (%) 800.78 714.0845 86.6954 208.0152 63.8032 144.212
Avg Daily Profit (%) 0.4997 0.4456 0.0541 0.0702 0.0308 0.0557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125322 -126786 -56661 -880643 -870615 -285678
Profit Factor 2.144 2.6475 1.3252 1.0896 1.0434 1.1694
Total Trades 92 46 46 92 46 46
Winning Trades 46 16 30 46 16 30
Losing Trades 46 30 16 46 30 16
Profitability (%) 50 34.7826 65.2174 50 34.7826 65.2174
Ratio Avg Win / Avg Loss 2.144 4.9641 0.7068 1.0896 1.9563 0.6237
Largest Winning Trade 473523 473523 31481 373192 373192 176473
Largest Losing Trade -56661 -35878 -56661 -240906 -217909 -240906
Avg Bars in Trades 33 42 24 33 42 24
Avg Bars in Winners 30 41 24 30 41 24
Avg Bars in Losers 37 43 25 37 43 25
Bars Traded 3100 1961 1139 3100 1961 1139
Profit Streak 0 0 47.1681 0 0 47.1681
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537221 336329 -118789 -220909 -329696 -150999
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": 1624406400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759420924742,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 46,
            "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": [
        [
            800779.9527587172,
            714084.5303654269,
            86695.4223932903,
            208015.1905482789,
            63803.2117798304,
            144211.9787684487
        ],
        [
            800.779953,
            714.08453,
            86.695422,
            208.015191,
            63.803212,
            144.211979
        ],
        [
            0.499707,
            0.445607,
            0.0541,
            0.070226,
            0.0308,
            0.055733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125322,
            -126786,
            -56661,
            -880643,
            -870615,
            -285678
        ],
        [
            2.143971,
            2.647524,
            1.325224,
            1.089585,
            1.043379,
            1.169434
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            46,
            16,
            30,
            46,
            16,
            30
        ],
        [
            46,
            30,
            16,
            46,
            30,
            16
        ],
        [
            50,
            34.782609,
            65.217391,
            50,
            34.782609,
            65.217391
        ],
        [
            2.143971,
            4.964107,
            0.706786,
            1.089585,
            1.956335,
            0.623698
        ],
        [
            473523,
            473523,
            31481,
            373192,
            373192,
            176473
        ],
        [
            -56661,
            -35878,
            -56661,
            -240906,
            -217909,
            -240906
        ],
        [
            33,
            42,
            24,
            33,
            42,
            24
        ],
        [
            30,
            41,
            24,
            30,
            41,
            24
        ],
        [
            37,
            43,
            25,
            37,
            43,
            25
        ],
        [
            3100,
            1961,
            1139,
            3100,
            1961,
            1139
        ],
        [
            0,
            0,
            47.16811,
            0,
            0,
            47.16811
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537221,
            336329,
            -118789,
            -220909,
            -329696,
            -150999
        ]
    ]
}
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": 1624406400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759420924742,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 46,
            "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)