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Trade: ARB/USDT/240/SSF/ZLMA/1563

Strategy
ARB/USDT/240/SSF/ZLMA/1563
Pair
ARB_USDT
Interval
4h
Score
305181
Daily Profit
0.242214
Profit Factor
1.473685
Profitability
43.195266
Streak
0.000000
Best Strategy
Training Data Length
922.830000
Evaluation Time
2025-10-01 08:36
Expiration Time
2025-10-31 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223522.4482 91876.6851 131645.7631 344267.535 127368.771 216898.764
Total P&L (%) 223.5224 91.8767 131.6458 344.2675 127.3688 216.8988
Avg Daily Profit (%) 0.2422 0.0996 0.1427 0.1617 0.089 0.1251
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54775 -60430 -54198 -319247 -318652 -191022
Profit Factor 1.4737 1.3872 1.5612 1.2176 1.1481 1.3004
Total Trades 169 85 84 169 85 84
Winning Trades 73 31 42 73 31 42
Losing Trades 96 54 42 96 54 42
Profitability (%) 43.1953 36.4706 50 43.1953 36.4706 50
Ratio Avg Win / Avg Loss 1.938 2.4164 1.5612 1.6012 1.9999 1.3004
Largest Winning Trade 47041 47041 29112 165135 165135 92307
Largest Losing Trade -18441 -18441 -18029 -105238 -105238 -93561
Avg Bars in Trades 32 29 35 32 29 35
Avg Bars in Winners 53 51 54 53 51 54
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 5484 2501 2983 5484 2501 2983
Profit Streak 0 0 12.5672 0 0 12.5672
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305181 -63642 17120 224075 -135919 -25681
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5537,
    "evaluation_days": 922.83,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679976000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759297008348,
    "expiration_time": 1761883200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "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": [
        [
            223522.4482442187,
            91876.6851258901,
            131645.7631183285,
            344267.535008323,
            127368.7709739173,
            216898.7640344057
        ],
        [
            223.522448,
            91.876685,
            131.645763,
            344.267535,
            127.368771,
            216.898764
        ],
        [
            0.242214,
            0.09956,
            0.142654,
            0.161727,
            0.089049,
            0.125065
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54775,
            -60430,
            -54198,
            -319247,
            -318652,
            -191022
        ],
        [
            1.473685,
            1.387184,
            1.561185,
            1.217596,
            1.148074,
            1.300427
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            73,
            31,
            42,
            73,
            31,
            42
        ],
        [
            96,
            54,
            42,
            96,
            54,
            42
        ],
        [
            43.195266,
            36.470588,
            50,
            43.195266,
            36.470588,
            50
        ],
        [
            1.937996,
            2.416384,
            1.561185,
            1.601222,
            1.99987,
            1.300427
        ],
        [
            47041,
            47041,
            29112,
            165135,
            165135,
            92307
        ],
        [
            -18441,
            -18441,
            -18029,
            -105238,
            -105238,
            -93561
        ],
        [
            32,
            29,
            35,
            32,
            29,
            35
        ],
        [
            53,
            51,
            54,
            53,
            51,
            54
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            5484,
            2501,
            2983,
            5484,
            2501,
            2983
        ],
        [
            0,
            0,
            12.567226,
            0,
            0,
            12.567226
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305181,
            -63642,
            17120,
            224075,
            -135919,
            -25681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5537,
    "evaluation_days": 922.83,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679976000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759297008348,
    "expiration_time": 1761883200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "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)