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Trade: ARB/USDT/480/ZLMA/OHLC4/2890

Strategy
ARB/USDT/480/ZLMA/OHLC4/2890
Pair
ARB_USDT
Interval
8h
Score
334279
Daily Profit
0.286948
Profit Factor
1.714533
Profitability
40.909091
Streak
15.766539
Best Strategy
Training Data Length
927.000000
Evaluation Time
2025-10-05 05:23
Expiration Time
2025-11-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266000.6522 125390.9631 140609.6892 550425.8382 256311.3038 294114.5344
Total P&L (%) 266.0007 125.391 140.6097 550.4258 256.3113 294.1145
Avg Daily Profit (%) 0.2869 0.1353 0.1517 0.2022 0.1372 0.1481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44273 -55676 -44820 -219807 -277993 -158165
Profit Factor 1.7145 1.5944 1.8716 1.4536 1.3974 1.5174
Total Trades 132 66 66 132 66 66
Winning Trades 54 22 32 54 22 32
Losing Trades 78 44 34 78 44 34
Profitability (%) 40.9091 33.3333 48.4848 40.9091 33.3333 48.4848
Ratio Avg Win / Avg Loss 2.4765 3.1888 1.9886 2.0997 2.7948 1.6123
Largest Winning Trade 59746 59746 34483 190725 190725 143331
Largest Losing Trade -19856 -14912 -19856 -155784 -60089 -155784
Avg Bars in Trades 19 20 18 19 20 18
Avg Bars in Winners 34 40 30 34 40 30
Avg Bars in Losers 9 11 7 9 11 7
Bars Traded 2613 1383 1230 2613 1383 1230
Profit Streak 15.7665 0 17.0999 15.7665 0 17.0999
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334279 -140120 -113161 283040 -138792 -116794
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2781,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682035200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631029005,
    "expiration_time": 1762214400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            266000.6522036775,
            125390.9630531744,
            140609.689150503,
            550425.838180718,
            256311.3038089039,
            294114.5343718137
        ],
        [
            266.000652,
            125.390963,
            140.609689,
            550.425838,
            256.311304,
            294.114534
        ],
        [
            0.286948,
            0.135265,
            0.151683,
            0.202195,
            0.137164,
            0.148057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44273,
            -55676,
            -44820,
            -219807,
            -277993,
            -158165
        ],
        [
            1.714533,
            1.594421,
            1.87159,
            1.453618,
            1.397385,
            1.517428
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            78,
            44,
            34,
            78,
            44,
            34
        ],
        [
            40.909091,
            33.333333,
            48.484848,
            40.909091,
            33.333333,
            48.484848
        ],
        [
            2.476548,
            3.188842,
            1.988565,
            2.099671,
            2.79477,
            1.612267
        ],
        [
            59746,
            59746,
            34483,
            190725,
            190725,
            143331
        ],
        [
            -19856,
            -14912,
            -19856,
            -155784,
            -60089,
            -155784
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            34,
            40,
            30,
            34,
            40,
            30
        ],
        [
            9,
            11,
            7,
            9,
            11,
            7
        ],
        [
            2613,
            1383,
            1230,
            2613,
            1383,
            1230
        ],
        [
            15.766539,
            0,
            17.099873,
            15.766539,
            0,
            17.099873
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334279,
            -140120,
            -113161,
            283040,
            -138792,
            -116794
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2781,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682035200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631029005,
    "expiration_time": 1762214400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)