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Trade: ARB/USDT/15/TEMA/ZLMA/3739

Strategy
ARB/USDT/15/TEMA/ZLMA/3739
Pair
ARB_USDT
Interval
15m
Score
417586
Daily Profit
0.654916
Profit Factor
1.398920
Profitability
45.816733
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 07:02
Expiration Time
2025-12-15 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170553.3122 78878.2714 91675.0407 261898.036 138812.8161 123085.2199
Total P&L (%) 170.5533 78.8783 91.675 261.898 138.8128 123.0852
Avg Daily Profit (%) 0.6549 0.3029 0.352 0.4951 0.3348 0.3086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65692 -47820 -34447 -55231 -37606 -42297
Profit Factor 1.3989 1.3729 1.4244 1.5016 1.5507 1.4559
Total Trades 251 125 126 251 125 126
Winning Trades 115 58 57 115 58 57
Losing Trades 136 67 69 136 67 69
Profitability (%) 45.8167 46.4 45.2381 45.8167 46.4 45.2381
Ratio Avg Win / Avg Loss 1.6544 1.5859 1.7243 1.7759 1.7913 1.7624
Largest Winning Trade 31218 23250 31218 48432 48432 32276
Largest Losing Trade -13868 -13868 -11583 -35947 -20868 -35947
Avg Bars in Trades 98 102 94 98 102 94
Avg Bars in Winners 136 135 137 136 135 137
Avg Bars in Losers 66 74 58 66 74 58
Bars Traded 24715 12835 11880 24715 12835 11880
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 417586 256433 266704 391017 305371 260265
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736791200000,
    "first_datapoint_time": 1736972100000,
    "last_datapoint_time": 1759290300000,
    "evaluation_time": 1759291332906,
    "expiration_time": 1765770300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "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": [
        [
            170553.3121554255,
            78878.2714160386,
            91675.0407393869,
            261898.0359565944,
            138812.8161021364,
            123085.2198544579
        ],
        [
            170.553312,
            78.878271,
            91.675041,
            261.898036,
            138.812816,
            123.08522
        ],
        [
            0.654916,
            0.302889,
            0.352028,
            0.495113,
            0.334831,
            0.308587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65692,
            -47820,
            -34447,
            -55231,
            -37606,
            -42297
        ],
        [
            1.39892,
            1.37291,
            1.424388,
            1.501649,
            1.550683,
            1.455871
        ],
        [
            251,
            125,
            126,
            251,
            125,
            126
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            136,
            67,
            69,
            136,
            67,
            69
        ],
        [
            45.816733,
            46.4,
            45.238095,
            45.816733,
            46.4,
            45.238095
        ],
        [
            1.654374,
            1.585948,
            1.724259,
            1.775864,
            1.791307,
            1.76237
        ],
        [
            31218,
            23250,
            31218,
            48432,
            48432,
            32276
        ],
        [
            -13868,
            -13868,
            -11583,
            -35947,
            -20868,
            -35947
        ],
        [
            98,
            102,
            94,
            98,
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        ],
        [
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            135,
            137,
            136,
            135,
            137
        ],
        [
            66,
            74,
            58,
            66,
            74,
            58
        ],
        [
            24715,
            12835,
            11880,
            24715,
            12835,
            11880
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0,
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            0,
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        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417586,
            256433,
            266704,
            391017,
            305371,
            260265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736791200000,
    "first_datapoint_time": 1736972100000,
    "last_datapoint_time": 1759290300000,
    "evaluation_time": 1759291332906,
    "expiration_time": 1765770300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "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)