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Trade: AR/USDT/720/ZLMA/ZLMA/2004

Strategy
AR/USDT/720/ZLMA/ZLMA/2004
Pair
AR_USDT
Interval
12h
Score
427041
Daily Profit
0.401649
Profit Factor
2.015306
Profitability
44.943820
Streak
0.000000
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-09-30 19:29
Expiration Time
2025-11-17 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 642839.5776 560631.6373 82207.9404 144196.8114 125616.7845 18580.0269
Total P&L (%) 642.8396 560.6316 82.2079 144.1968 125.6168 18.58
Avg Daily Profit (%) 0.4016 0.3503 0.0514 0.0558 0.0509 0.0106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126707 -114686 -68252 -210634 -153367 -154742
Profit Factor 2.0153 2.4509 1.3332 1.1953 1.2887 1.0613
Total Trades 89 45 44 89 45 44
Winning Trades 40 14 26 40 14 26
Losing Trades 49 31 18 49 31 18
Profitability (%) 44.9438 31.1111 59.0909 44.9438 31.1111 59.0909
Ratio Avg Win / Avg Loss 2.4688 5.427 0.923 1.4643 2.8536 0.7347
Largest Winning Trade 385131 385131 52376 187557 187557 60792
Largest Losing Trade -68252 -40541 -68252 -154742 -53427 -154742
Avg Bars in Trades 34 37 31 34 37 31
Avg Bars in Winners 45 58 38 45 58 38
Avg Bars in Losers 25 28 21 25 28 21
Bars Traded 3074 1697 1378 3074 1697 1378
Profit Streak 0 0 89.1873 0 0 89.1873
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427041 241666 -123504 -125787 -131158 -339014
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249778767,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 58,
            "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": [
        [
            642839.577637815,
            560631.6372518328,
            82207.9403859819,
            144196.8113939105,
            125616.7844577422,
            18580.0269361682
        ],
        [
            642.839578,
            560.631637,
            82.20794,
            144.196811,
            125.616784,
            18.580027
        ],
        [
            0.401649,
            0.350285,
            0.051364,
            0.055798,
            0.050851,
            0.010648
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126707,
            -114686,
            -68252,
            -210634,
            -153367,
            -154742
        ],
        [
            2.015306,
            2.450915,
            1.333163,
            1.195343,
            1.288734,
            1.061297
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            40,
            14,
            26,
            40,
            14,
            26
        ],
        [
            49,
            31,
            18,
            49,
            31,
            18
        ],
        [
            44.94382,
            31.111111,
            59.090909,
            44.94382,
            31.111111,
            59.090909
        ],
        [
            2.46875,
            5.427027,
            0.922959,
            1.464295,
            2.853625,
            0.734744
        ],
        [
            385131,
            385131,
            52376,
            187557,
            187557,
            60792
        ],
        [
            -68252,
            -40541,
            -68252,
            -154742,
            -53427,
            -154742
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            45,
            58,
            38,
            45,
            58,
            38
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            3074,
            1697,
            1378,
            3074,
            1697,
            1378
        ],
        [
            0,
            0,
            89.187254,
            0,
            0,
            89.187254
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427041,
            241666,
            -123504,
            -125787,
            -131158,
            -339014
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249778767,
    "expiration_time": 1763382096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 58,
            "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)