← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/60/ZLMA/WMA/1897

Strategy
ARB/USDT/60/ZLMA/WMA/1897
Pair
ARB_USDT
Interval
1h
Score
368951
Daily Profit
0.209929
Profit Factor
1.285136
Profitability
52.192982
Streak
15.116735
Best Strategy
Training Data Length
926.880000
Evaluation Time
2025-10-05 15:48
Expiration Time
2025-12-11 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 194578.9894 93311.0647 101267.9247 158635.8504 115518.7629 43117.0875
Total P&L (%) 194.579 93.3111 101.2679 158.6359 115.5188 43.1171
Avg Daily Profit (%) 0.2099 0.1007 0.1093 0.1026 0.0829 0.0387
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76055 -82514 -73861 -110476 -84203 -115173
Profit Factor 1.2851 1.2729 1.2975 1.1636 1.2561 1.0831
Total Trades 228 114 114 228 114 114
Winning Trades 119 57 62 119 57 62
Losing Trades 109 57 52 109 57 52
Profitability (%) 52.193 50 54.386 52.193 50 54.386
Ratio Avg Win / Avg Loss 1.1771 1.2729 1.0882 1.0658 1.2561 0.9084
Largest Winning Trade 47626 47626 22033 66269 66269 31564
Largest Losing Trade -32239 -20417 -32239 -51762 -30961 -51762
Avg Bars in Trades 96 106 86 96 106 86
Avg Bars in Winners 104 118 91 104 118 91
Avg Bars in Losers 87 95 79 87 95 79
Bars Traded 21985 12166 9819 21985 12166 9819
Profit Streak 15.1167 15.1167 22.5751 15.1167 15.1167 22.5751
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368951 -58324 -45703 -94102 -82149 -272606
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22245,
    "evaluation_days": 926.88,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680177600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759668485897,
    "expiration_time": 1765431504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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": [
        [
            194578.9894076788,
            93311.0646601187,
            101267.9247475603,
            158635.8503989022,
            115518.7629199595,
            43117.0874789426
        ],
        [
            194.578989,
            93.311065,
            101.267925,
            158.63585,
            115.518763,
            43.117087
        ],
        [
            0.209929,
            0.100672,
            0.109257,
            0.102574,
            0.08288,
            0.038685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76055,
            -82514,
            -73861,
            -110476,
            -84203,
            -115173
        ],
        [
            1.285136,
            1.27287,
            1.297457,
            1.16356,
            1.256148,
            1.083091
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            52.192982,
            50,
            54.385965,
            52.192982,
            50,
            54.385965
        ],
        [
            1.177141,
            1.27287,
            1.08819,
            1.065782,
            1.256148,
            0.908399
        ],
        [
            47626,
            47626,
            22033,
            66269,
            66269,
            31564
        ],
        [
            -32239,
            -20417,
            -32239,
            -51762,
            -30961,
            -51762
        ],
        [
            96,
            106,
            86,
            96,
            106,
            86
        ],
        [
            104,
            118,
            91,
            104,
            118,
            91
        ],
        [
            87,
            95,
            79,
            87,
            95,
            79
        ],
        [
            21985,
            12166,
            9819,
            21985,
            12166,
            9819
        ],
        [
            15.116735,
            15.116735,
            22.575068,
            15.116735,
            15.116735,
            22.575068
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368951,
            -58324,
            -45703,
            -94102,
            -82149,
            -272606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22245,
    "evaluation_days": 926.88,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680177600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759668485897,
    "expiration_time": 1765431504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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)