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Trade: ARB/USDT/480/ZLMA/VWAP/7699

Strategy
ARB/USDT/480/ZLMA/VWAP/7699
Pair
ARB_USDT
Interval
8h
Score
316504
Daily Profit
0.282363
Profit Factor
1.655307
Profitability
41.538462
Streak
0.000000
Best Strategy
Training Data Length
918.000000
Evaluation Time
2025-09-26 07:33
Expiration Time
2025-10-26 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259209.5471 118664.6537 140544.8934 485767.8105 170065.0524 315702.7581
Total P&L (%) 259.2095 118.6647 140.5449 485.7678 170.0651 315.7028
Avg Daily Profit (%) 0.2824 0.1293 0.1531 0.1928 0.1083 0.1553
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92210 -82059 -34743 -598707 -545340 -193861
Profit Factor 1.6553 1.506 1.8728 1.2747 1.1625 1.4375
Total Trades 130 65 65 130 65 65
Winning Trades 54 24 30 54 24 30
Losing Trades 76 41 35 76 41 35
Profitability (%) 41.5385 36.9231 46.1538 41.5385 36.9231 46.1538
Ratio Avg Win / Avg Loss 2.3297 2.5727 2.185 1.7941 1.9859 1.677
Largest Winning Trade 56091 56091 29111 260234 260234 212959
Largest Losing Trade -19856 -16008 -19856 -158622 -103062 -158622
Avg Bars in Trades 20 21 19 20 21 19
Avg Bars in Winners 35 38 33 35 38 33
Avg Bars in Losers 9 11 7 9 11 7
Bars Traded 2650 1399 1251 2650 1399 1251
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 316504 -154766 -122401 213528 -225864 -123901

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2754,
    "evaluation_days": 918,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681804800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861215195,
    "expiration_time": 1761436800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            259209.5471269043,
            118664.6537363406,
            140544.8933905635,
            485767.810515968,
            170065.0523984744,
            315702.7581174938
        ],
        [
            259.209547,
            118.664654,
            140.544893,
            485.767811,
            170.065052,
            315.702758
        ],
        [
            0.282363,
            0.129264,
            0.153099,
            0.192751,
            0.108282,
            0.155328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92210,
            -82059,
            -34743,
            -598707,
            -545340,
            -193861
        ],
        [
            1.655307,
            1.505968,
            1.872817,
            1.274721,
            1.162498,
            1.437467
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            41.538462,
            36.923077,
            46.153846,
            41.538462,
            36.923077,
            46.153846
        ],
        [
            2.329691,
            2.572695,
            2.184953,
            1.794051,
            1.985935,
            1.677045
        ],
        [
            56091,
            56091,
            29111,
            260234,
            260234,
            212959
        ],
        [
            -19856,
            -16008,
            -19856,
            -158622,
            -103062,
            -158622
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            35,
            38,
            33,
            35,
            38,
            33
        ],
        [
            9,
            11,
            7,
            9,
            11,
            7
        ],
        [
            2650,
            1399,
            1251,
            2650,
            1399,
            1251
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316504,
            -154766,
            -122401,
            213528,
            -225864,
            -123901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2754,
    "evaluation_days": 918,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681804800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861215195,
    "expiration_time": 1761436800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)