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Trade: AR/USDT/720/ZLMA/HWMA/1964

Strategy
AR/USDT/720/ZLMA/HWMA/1964
Pair
AR_USDT
Interval
12h
Score
344878
Daily Profit
0.174722
Profit Factor
1.562373
Profitability
53.636364
Streak
0.000000
Best Strategy
Training Data Length
1603.000000
Evaluation Time
2025-10-03 04:31
Expiration Time
2025-11-20 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332740.1686 280079.6571 52660.5116 -55944.3998 188753.1711 -244697.5709
Total P&L (%) 332.7402 280.0797 52.6605 -55.9444 188.7532 -244.6976
Avg Daily Profit (%) 0.2076 0.1747 0.0329 -0.0511 0.0662 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142539 -96407 -161328 -217889 -86434 -256034
Profit Factor 1.3042 1.5624 1.0884 0.9401 1.6 0.6053
Total Trades 221 110 111 221 110 111
Winning Trades 128 59 69 128 59 69
Losing Trades 93 51 42 93 51 42
Profitability (%) 57.9186 53.6364 62.1622 57.9186 53.6364 62.1622
Ratio Avg Win / Avg Loss 0.9476 1.3505 0.6625 0.6831 1.3831 0.3685
Largest Winning Trade 115222 115222 27957 99184 99184 26281
Largest Losing Trade -85847 -31430 -85847 -151510 -48810 -151510
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 14 14 13 14 14 13
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 3053 1557 1496 3053 1557 1496
Profit Streak 9.0636 0 84.5636 9.0636 0 84.5636
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333270 344878 -272030 -577649 -102170 -577683
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455094484,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.31974,
            "nb": 0.1,
            "nc": 0.5643
        }
    }
}
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": [
        [
            332740.1686404934,
            280079.6570745022,
            52660.5115659912,
            -55944.3998036526,
            188753.1710561123,
            -244697.5708597647
        ],
        [
            332.740169,
            280.079657,
            52.660512,
            -55.9444,
            188.753171,
            -244.697571
        ],
        [
            0.207573,
            0.174722,
            0.032851,
            -0.051123,
            0.066173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142539,
            -96407,
            -161328,
            -217889,
            -86434,
            -256034
        ],
        [
            1.304207,
            1.562373,
            1.088391,
            0.94014,
            1.600015,
            0.605334
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            128,
            59,
            69,
            128,
            59,
            69
        ],
        [
            93,
            51,
            42,
            93,
            51,
            42
        ],
        [
            57.918552,
            53.636364,
            62.162162,
            57.918552,
            53.636364,
            62.162162
        ],
        [
            0.947588,
            1.350526,
            0.662499,
            0.683071,
            1.383064,
            0.368464
        ],
        [
            115222,
            115222,
            27957,
            99184,
            99184,
            26281
        ],
        [
            -85847,
            -31430,
            -85847,
            -151510,
            -48810,
            -151510
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            3053,
            1557,
            1496,
            3053,
            1557,
            1496
        ],
        [
            9.063593,
            0,
            84.563593,
            9.063594,
            0,
            84.563594
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333270,
            344878,
            -272030,
            -577649,
            -102170,
            -577683
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3206,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455094484,
    "expiration_time": 1763604576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.31974,
            "nb": 0.1,
            "nc": 0.5643
        }
    }
}

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)