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Trade: ARB/USDT/15/ZLMA/LINREG/5095

Strategy
ARB/USDT/15/ZLMA/LINREG/5095
Pair
ARB_USDT
Interval
15m
Score
458903
Daily Profit
0.785795
Profit Factor
1.562647
Profitability
46.007605
Streak
2.529311
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 03:42
Expiration Time
2025-12-23 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204636.771 94833.7019 109803.0691 456885.0251 217121.9931 239763.032
Total P&L (%) 204.6368 94.8337 109.8031 456.885 217.122 239.763
Avg Daily Profit (%) 0.7858 0.3642 0.4216 0.6616 0.4442 0.4708
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57267 -38868 -29260 -77777 -48999 -53126
Profit Factor 1.5626 1.5157 1.6106 1.6329 1.5952 1.6714
Total Trades 263 131 132 263 131 132
Winning Trades 121 62 59 121 62 59
Losing Trades 142 69 73 142 69 73
Profitability (%) 46.0076 47.3282 44.697 46.0076 47.3282 44.697
Ratio Avg Win / Avg Loss 1.8339 1.6868 1.9928 1.9163 1.7753 2.068
Largest Winning Trade 25705 19512 25705 69477 69477 54747
Largest Losing Trade -10927 -10927 -9718 -25536 -25536 -22116
Avg Bars in Trades 93 97 89 93 97 89
Avg Bars in Winners 130 131 129 130 131 129
Avg Bars in Losers 62 66 57 62 66 57
Bars Traded 24632 12761 11871 24632 12761 11871
Profit Streak 2.5293 3.1231 2.5293 2.5293 3.1231 2.5293
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458903 283103 263299 431183 325214 282633
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737470700000,
    "first_datapoint_time": 1737638100000,
    "last_datapoint_time": 1759969800000,
    "evaluation_time": 1759970532493,
    "expiration_time": 1766449800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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": [
        [
            204636.7710029387,
            94833.7018639984,
            109803.0691389401,
            456885.0250956356,
            217121.9930972148,
            239763.0319984206
        ],
        [
            204.636771,
            94.833702,
            109.803069,
            456.885025,
            217.121993,
            239.763032
        ],
        [
            0.785795,
            0.364157,
            0.421638,
            0.661571,
            0.444158,
            0.470761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57267,
            -38868,
            -29260,
            -77777,
            -48999,
            -53126
        ],
        [
            1.562647,
            1.515718,
            1.610639,
            1.632897,
            1.595241,
            1.671358
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            121,
            62,
            59,
            121,
            62,
            59
        ],
        [
            142,
            69,
            73,
            142,
            69,
            73
        ],
        [
            46.007605,
            47.328244,
            44.69697,
            46.007605,
            47.328244,
            44.69697
        ],
        [
            1.833851,
            1.686847,
            1.992824,
            1.916292,
            1.775348,
            2.067951
        ],
        [
            25705,
            19512,
            25705,
            69477,
            69477,
            54747
        ],
        [
            -10927,
            -10927,
            -9718,
            -25536,
            -25536,
            -22116
        ],
        [
            93,
            97,
            89,
            93,
            97,
            89
        ],
        [
            130,
            131,
            129,
            130,
            131,
            129
        ],
        [
            62,
            66,
            57,
            62,
            66,
            57
        ],
        [
            24632,
            12761,
            11871,
            24632,
            12761,
            11871
        ],
        [
            2.529311,
            3.123061,
            2.529311,
            2.529311,
            3.123061,
            2.529311
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458903,
            283103,
            263299,
            431183,
            325214,
            282633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737470700000,
    "first_datapoint_time": 1737638100000,
    "last_datapoint_time": 1759969800000,
    "evaluation_time": 1759970532493,
    "expiration_time": 1766449800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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)