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Trade: AR/USDT/720/ZLMA/HWMA/4396

Strategy
AR/USDT/720/ZLMA/HWMA/4396
Pair
AR_USDT
Interval
12h
Score
655488
Daily Profit
0.684205
Profit Factor
3.029818
Profitability
47.422680
Streak
45.842428
Best Strategy
Training Data Length
1604.500000
Evaluation Time
2025-10-04 23:13
Expiration Time
2025-11-21 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1097807.1638 867299.8419 230507.3219 7509495.7382 2252738.0709 5256757.6674
Total P&L (%) 1097.8072 867.2998 230.5073 7509.4957 2252.7381 5256.7577
Avg Daily Profit (%) 0.6842 0.5405 0.1437 0.2704 0.197 0.2484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64900 -71692 -58310 -4721541 -5619698 -1865735
Profit Factor 3.0298 3.3891 2.2964 1.3705 1.1616 1.8303
Total Trades 97 49 48 97 49 48
Winning Trades 46 18 28 46 18 28
Losing Trades 51 31 20 51 31 20
Profitability (%) 47.4227 36.7347 58.3333 47.4227 36.7347 58.3333
Ratio Avg Win / Avg Loss 3.3591 5.8367 1.6403 1.5194 2.0006 1.3074
Largest Winning Trade 532874 532874 42983 4198840 4198840 1874047
Largest Losing Trade -35314 -35314 -22607 -2722455 -2722455 -831968
Avg Bars in Trades 31 33 30 31 33 30
Avg Bars in Winners 42 53 35 42 53 35
Avg Bars in Losers 21 21 22 21 21 22
Bars Traded 3080 1628 1452 3080 1628 1452
Profit Streak 45.8424 45.8424 148.8424 45.8424 45.8424 148.8424
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 655488 465256 204041 378318 -38131 481120
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624708800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759608785818,
    "expiration_time": 1763738064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10961
        }
    }
}
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": [
        [
            1097807.1638441212,
            867299.8419045397,
            230507.3219395815,
            7509495.738221439,
            2252738.0708667017,
            5256757.667354739
        ],
        [
            1097.807164,
            867.299842,
            230.507322,
            7509.495738,
            2252.738071,
            5256.757667
        ],
        [
            0.684205,
            0.540542,
            0.143663,
            0.270354,
            0.197026,
            0.248419
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64900,
            -71692,
            -58310,
            -4721541,
            -5619698,
            -1865735
        ],
        [
            3.029818,
            3.389061,
            2.296364,
            1.370473,
            1.161616,
            1.830295
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            51,
            31,
            20,
            51,
            31,
            20
        ],
        [
            47.42268,
            36.734694,
            58.333333,
            47.42268,
            36.734694,
            58.333333
        ],
        [
            3.359146,
            5.836716,
            1.64026,
            1.519437,
            2.00056,
            1.307354
        ],
        [
            532874,
            532874,
            42983,
            4198840,
            4198840,
            1874047
        ],
        [
            -35314,
            -35314,
            -22607,
            -2722455,
            -2722455,
            -831968
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            42,
            53,
            35,
            42,
            53,
            35
        ],
        [
            21,
            21,
            22,
            21,
            21,
            22
        ],
        [
            3080,
            1628,
            1452,
            3080,
            1628,
            1452
        ],
        [
            45.842428,
            45.842428,
            148.842428,
            45.842428,
            45.842428,
            148.842428
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            655488,
            465256,
            204041,
            378318,
            -38131,
            481120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624708800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759608785818,
    "expiration_time": 1763738064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10961
        }
    }
}

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)