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Trade: ARB/USDT/15/ZLMA/DEMA/7517

Strategy
ARB/USDT/15/ZLMA/DEMA/7517
Pair
ARB_USDT
Interval
15m
Score
394402
Daily Profit
0.675157
Profit Factor
1.395961
Profitability
42.769231
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 17:59
Expiration Time
2025-12-20 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 175824.2605 81627.0515 94197.2089 311497.8123 162443.2367 149054.5757
Total P&L (%) 175.8243 81.6271 94.1972 311.4978 162.4432 149.0546
Avg Daily Profit (%) 0.6752 0.3134 0.3617 0.5447 0.3712 0.351
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40944 -33364 -23267 -65430 -67633 -64655
Profit Factor 1.396 1.3401 1.4616 1.3139 1.3054 1.3238
Total Trades 325 162 163 325 162 163
Winning Trades 139 69 70 139 69 70
Losing Trades 186 93 93 186 93 93
Profitability (%) 42.7692 42.5926 42.9448 42.7692 42.5926 42.9448
Ratio Avg Win / Avg Loss 1.868 1.8063 1.9419 1.7582 1.7595 1.7587
Largest Winning Trade 22011 22011 16754 60770 60770 42333
Largest Losing Trade -10964 -10964 -7509 -36479 -36479 -22213
Avg Bars in Trades 75 76 74 75 76 74
Avg Bars in Winners 107 111 103 107 111 103
Avg Bars in Losers 52 51 53 52 51 53
Bars Traded 24672 12453 12219 24672 12453 12219
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 394402 217723 264425 336212 227851 230807
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737262800000,
    "first_datapoint_time": 1737446400000,
    "last_datapoint_time": 1759761900000,
    "evaluation_time": 1759762764370,
    "expiration_time": 1766241900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 130,
            "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": [
        [
            175824.2604644138,
            81627.0515430497,
            94197.208921364,
            311497.8123333961,
            162443.2366697607,
            149054.5756636356
        ],
        [
            175.82426,
            81.627052,
            94.197209,
            311.497812,
            162.443237,
            149.054576
        ],
        [
            0.675157,
            0.313444,
            0.361713,
            0.54469,
            0.37119,
            0.351011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40944,
            -33364,
            -23267,
            -65430,
            -67633,
            -64655
        ],
        [
            1.395961,
            1.340126,
            1.461631,
            1.31393,
            1.305399,
            1.323787
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            42.769231,
            42.592593,
            42.944785,
            42.769231,
            42.592593,
            42.944785
        ],
        [
            1.867977,
            1.806256,
            1.941881,
            1.758208,
            1.75945,
            1.758746
        ],
        [
            22011,
            22011,
            16754,
            60770,
            60770,
            42333
        ],
        [
            -10964,
            -10964,
            -7509,
            -36479,
            -36479,
            -22213
        ],
        [
            75,
            76,
            74,
            75,
            76,
            74
        ],
        [
            107,
            111,
            103,
            107,
            111,
            103
        ],
        [
            52,
            51,
            53,
            52,
            51,
            53
        ],
        [
            24672,
            12453,
            12219,
            24672,
            12453,
            12219
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394402,
            217723,
            264425,
            336212,
            227851,
            230807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737262800000,
    "first_datapoint_time": 1737446400000,
    "last_datapoint_time": 1759761900000,
    "evaluation_time": 1759762764370,
    "expiration_time": 1766241900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 130,
            "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)