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Trade: ARB/USDT/15/ZLMA/LINREG/6798

Strategy
ARB/USDT/15/ZLMA/LINREG/6798
Pair
ARB_USDT
Interval
15m
Score
412214
Daily Profit
0.493651
Profit Factor
1.726854
Profitability
42.296073
Streak
5.473049
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:51
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166839.9894 76706.5255 90133.4638 260529.5229 121046.965 139482.558
Total P&L (%) 166.84 76.7065 90.1335 260.5295 121.047 139.4826
Avg Daily Profit (%) 0.6407 0.2945 0.3461 0.4937 0.3051 0.3359
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77459 -69608 -33162 -57523 -45138 -25556
Profit Factor 1.3652 1.3289 1.403 1.7269 1.6805 1.7725
Total Trades 331 165 166 331 165 166
Winning Trades 140 72 68 140 72 68
Losing Trades 191 93 98 191 93 98
Profitability (%) 42.2961 43.6364 40.9639 42.2961 43.6364 40.9639
Ratio Avg Win / Avg Loss 1.8625 1.7165 2.0219 2.3559 2.1707 2.5545
Largest Winning Trade 26862 23045 26862 39604 39604 37859
Largest Losing Trade -12408 -12408 -9682 -18331 -8708 -18331
Avg Bars in Trades 73 76 70 73 76 70
Avg Bars in Winners 107 107 107 107 107 107
Avg Bars in Losers 49 53 45 49 53 45
Bars Traded 24459 12690 11769 24459 12690 11769
Profit Streak 5.473 0 9.1814 5.473 0 9.1814
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396966 224615 259624 412214 293084 311821
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736341200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937871473,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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": [
        [
            166839.9893523165,
            76706.5255141173,
            90133.4638381991,
            260529.5229278702,
            121046.9649755727,
            139482.5579522975
        ],
        [
            166.839989,
            76.706526,
            90.133464,
            260.529523,
            121.046965,
            139.482558
        ],
        [
            0.640657,
            0.294549,
            0.346108,
            0.493651,
            0.305051,
            0.33591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77459,
            -69608,
            -33162,
            -57523,
            -45138,
            -25556
        ],
        [
            1.36515,
            1.328892,
            1.402956,
            1.726854,
            1.680513,
            1.772506
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            140,
            72,
            68,
            140,
            72,
            68
        ],
        [
            191,
            93,
            98,
            191,
            93,
            98
        ],
        [
            42.296073,
            43.636364,
            40.963855,
            42.296073,
            43.636364,
            40.963855
        ],
        [
            1.862455,
            1.716485,
            2.021907,
            2.355922,
            2.170663,
            2.554494
        ],
        [
            26862,
            23045,
            26862,
            39604,
            39604,
            37859
        ],
        [
            -12408,
            -12408,
            -9682,
            -18331,
            -8708,
            -18331
        ],
        [
            73,
            76,
            70,
            73,
            76,
            70
        ],
        [
            107,
            107,
            107,
            107,
            107,
            107
        ],
        [
            49,
            53,
            45,
            49,
            53,
            45
        ],
        [
            24459,
            12690,
            11769,
            24459,
            12690,
            11769
        ],
        [
            5.473049,
            0,
            9.181383,
            5.473049,
            0,
            9.181383
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396966,
            224615,
            259624,
            412214,
            293084,
            311821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736341200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937871473,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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)