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Trade: AR/USDT/480/ZLMA/VWAP/9877

Strategy
AR/USDT/480/ZLMA/VWAP/9877
Pair
AR_USDT
Interval
8h
Score
352431
Daily Profit
0.546121
Profit Factor
1.948051
Profitability
33.628319
Streak
0.000000
Best Strategy
Training Data Length
1595.330000
Evaluation Time
2025-09-25 13:13
Expiration Time
2025-11-12 06:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 871243.8672 672956.9503 198286.9169 3220401.9184 1576029.5595 1644372.3589
Total P&L (%) 871.2439 672.957 198.2869 3220.4019 1576.0296 1644.3724
Avg Daily Profit (%) 0.5461 0.4218 0.1243 0.2198 0.1769 0.1794
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84026 -76141 -70783 -1841819 -2030542 -1161426
Profit Factor 1.9481 2.4182 1.4461 1.289 1.2806 1.2975
Total Trades 226 113 113 226 113 113
Winning Trades 76 32 44 76 32 44
Losing Trades 150 81 69 150 81 69
Profitability (%) 33.6283 28.3186 38.9381 33.6283 28.3186 38.9381
Ratio Avg Win / Avg Loss 3.8448 6.1211 2.2678 2.5441 3.2416 2.0347
Largest Winning Trade 360511 360511 42974 1696413 1696413 899227
Largest Losing Trade -39309 -39309 -28391 -817412 -635513 -817412
Avg Bars in Trades 20 21 19 20 21 19
Avg Bars in Winners 39 41 37 39 41 37
Avg Bars in Losers 11 13 8 11 13 8
Bars Traded 4651 2416 2235 4651 2416 2235
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 352431 -623 -29273 159422 -6247 171472

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4786,
    "evaluation_days": 1595.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1623657600000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758795220821,
    "expiration_time": 1762922304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 94,
            "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": [
        [
            871243.8672096601,
            672956.9503187244,
            198286.9168909354,
            3220401.9183803457,
            1576029.5595029115,
            1644372.3588774346
        ],
        [
            871.243867,
            672.95695,
            198.286917,
            3220.401918,
            1576.02956,
            1644.372359
        ],
        [
            0.546121,
            0.421829,
            0.124292,
            0.219799,
            0.17686,
            0.17937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84026,
            -76141,
            -70783,
            -1841819,
            -2030542,
            -1161426
        ],
        [
            1.948051,
            2.418206,
            1.446118,
            1.288986,
            1.280646,
            1.297458
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            150,
            81,
            69,
            150,
            81,
            69
        ],
        [
            33.628319,
            28.318584,
            38.938053,
            33.628319,
            28.318584,
            38.938053
        ],
        [
            3.844837,
            6.121083,
            2.267777,
            2.544051,
            3.241635,
            2.03465
        ],
        [
            360511,
            360511,
            42974,
            1696413,
            1696413,
            899227
        ],
        [
            -39309,
            -39309,
            -28391,
            -817412,
            -635513,
            -817412
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            11,
            13,
            8,
            11,
            13,
            8
        ],
        [
            4651,
            2416,
            2235,
            4651,
            2416,
            2235
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352431,
            -623,
            -29273,
            159422,
            -6247,
            171472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4786,
    "evaluation_days": 1595.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1623657600000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758795220821,
    "expiration_time": 1762922304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 94,
            "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)