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

Trade: ARB/USDT/15/ZLMA/EMA/5947

Strategy
ARB/USDT/15/ZLMA/EMA/5947
Pair
ARB_USDT
Interval
15m
Score
468591
Daily Profit
0.826601
Profit Factor
1.628097
Profitability
45.971564
Streak
3.177417
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 03:15
Expiration Time
2025-12-18 02:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215263.5003 99701.2907 115562.2096 492426.2936 268158.1034 224268.1902
Total P&L (%) 215.2635 99.7013 115.5622 492.4263 268.1581 224.2682
Avg Daily Profit (%) 0.8266 0.3828 0.4438 0.6855 0.5017 0.4528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32558 -28797 -27906 -89474 -52672 -63082
Profit Factor 1.6281 1.5748 1.6828 1.6869 1.7423 1.6306
Total Trades 211 106 105 211 106 105
Winning Trades 97 50 47 97 50 47
Losing Trades 114 56 58 114 56 58
Profitability (%) 45.9716 47.1698 44.7619 45.9716 47.1698 44.7619
Ratio Avg Win / Avg Loss 1.9134 1.7637 2.0766 1.9825 1.9514 2.0122
Largest Winning Trade 31899 24725 31899 63040 63040 54433
Largest Losing Trade -13051 -13051 -11921 -53086 -35209 -53086
Avg Bars in Trades 116 126 105 116 126 105
Avg Bars in Winners 159 166 151 159 166 151
Avg Bars in Losers 79 91 68 79 91 68
Bars Traded 24546 13448 11098 24546 13448 11098
Profit Streak 3.1774 4.4899 0 3.1774 4.4899 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468591 342981 330674 436609 395003 329816
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737037800000,
    "first_datapoint_time": 1737261900000,
    "last_datapoint_time": 1759536900000,
    "evaluation_time": 1759536928823,
    "expiration_time": 1766016900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 47,
            "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": [
        [
            215263.5002976843,
            99701.2907360861,
            115562.2095615983,
            492426.2936083101,
            268158.103429956,
            224268.1901783542
        ],
        [
            215.2635,
            99.701291,
            115.56221,
            492.426294,
            268.158103,
            224.26819
        ],
        [
            0.826601,
            0.382848,
            0.443753,
            0.685488,
            0.501732,
            0.452754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32558,
            -28797,
            -27906,
            -89474,
            -52672,
            -63082
        ],
        [
            1.628097,
            1.574751,
            1.68277,
            1.686871,
            1.742321,
            1.630552
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            97,
            50,
            47,
            97,
            50,
            47
        ],
        [
            114,
            56,
            58,
            114,
            56,
            58
        ],
        [
            45.971564,
            47.169811,
            44.761905,
            45.971564,
            47.169811,
            44.761905
        ],
        [
            1.913433,
            1.763722,
            2.07661,
            1.982508,
            1.951399,
            2.012171
        ],
        [
            31899,
            24725,
            31899,
            63040,
            63040,
            54433
        ],
        [
            -13051,
            -13051,
            -11921,
            -53086,
            -35209,
            -53086
        ],
        [
            116,
            126,
            105,
            116,
            126,
            105
        ],
        [
            159,
            166,
            151,
            159,
            166,
            151
        ],
        [
            79,
            91,
            68,
            79,
            91,
            68
        ],
        [
            24546,
            13448,
            11098,
            24546,
            13448,
            11098
        ],
        [
            3.177417,
            4.489917,
            0,
            3.177417,
            4.489917,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468591,
            342981,
            330674,
            436609,
            395003,
            329816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737037800000,
    "first_datapoint_time": 1737261900000,
    "last_datapoint_time": 1759536900000,
    "evaluation_time": 1759536928823,
    "expiration_time": 1766016900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 47,
            "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)