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Trade: ARB/USDT/360/LINREG/ZLMA/7370

Strategy
ARB/USDT/360/LINREG/ZLMA/7370
Pair
ARB_USDT
Interval
6h
Score
347042
Daily Profit
0.193248
Profit Factor
1.459201
Profitability
47.674419
Streak
15.323982
Best Strategy
Training Data Length
927.250000
Evaluation Time
2025-10-05 16:46
Expiration Time
2025-11-04 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179189.0543 85395.9487 93793.1056 158101.2331 86530.7629 71570.4702
Total P&L (%) 179.1891 85.3959 93.7931 158.1012 86.5308 71.5705
Avg Daily Profit (%) 0.1932 0.0921 0.1012 0.1023 0.0673 0.0582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43625 -53023 -46579 -136562 -106658 -78525
Profit Factor 1.4592 1.4021 1.5274 1.2356 1.2502 1.22
Total Trades 86 43 43 86 43 43
Winning Trades 41 18 23 41 18 23
Losing Trades 45 25 20 45 25 20
Profitability (%) 47.6744 41.8605 53.4884 47.6744 41.8605 53.4884
Ratio Avg Win / Avg Loss 1.6016 1.9474 1.3282 1.3561 1.7364 1.0609
Largest Winning Trade 65812 65812 31147 83880 83880 55503
Largest Losing Trade -24449 -15835 -24449 -61680 -28300 -61680
Avg Bars in Trades 40 43 37 40 43 37
Avg Bars in Winners 58 62 54 58 62 54
Avg Bars in Losers 24 29 18 24 29 18
Bars Traded 3491 1858 1632 3491 1858 1632
Profit Streak 15.324 0 17.574 15.324 0 17.574
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347042 -71307 -55393 -56793 -105355 -114494
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 927.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682013600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671992041,
    "expiration_time": 1762257600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "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": [
        [
            179189.0543178111,
            85395.9487001424,
            93793.1056176686,
            158101.2330647375,
            86530.7629017197,
            71570.4701630179
        ],
        [
            179.189054,
            85.395949,
            93.793106,
            158.101233,
            86.530763,
            71.57047
        ],
        [
            0.193248,
            0.092096,
            0.101152,
            0.10231,
            0.067256,
            0.058235
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43625,
            -53023,
            -46579,
            -136562,
            -106658,
            -78525
        ],
        [
            1.459201,
            1.402104,
            1.527383,
            1.235594,
            1.250243,
            1.220022
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            47.674419,
            41.860465,
            53.488372,
            47.674419,
            41.860465,
            53.488372
        ],
        [
            1.601562,
            1.947367,
            1.328159,
            1.35614,
            1.736449,
            1.060888
        ],
        [
            65812,
            65812,
            31147,
            83880,
            83880,
            55503
        ],
        [
            -24449,
            -15835,
            -24449,
            -61680,
            -28300,
            -61680
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            58,
            62,
            54,
            58,
            62,
            54
        ],
        [
            24,
            29,
            18,
            24,
            29,
            18
        ],
        [
            3491,
            1858,
            1632,
            3491,
            1858,
            1632
        ],
        [
            15.323982,
            0,
            17.573982,
            15.323982,
            0,
            17.573982
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347042,
            -71307,
            -55393,
            -56793,
            -105355,
            -114494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 927.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682013600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671992041,
    "expiration_time": 1762257600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "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)