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Trade: ARB/USDT/15/ZLMA/EMA/8008

Strategy
ARB/USDT/15/ZLMA/EMA/8008
Pair
ARB_USDT
Interval
15m
Score
442089
Daily Profit
0.653801
Profit Factor
1.425691
Profitability
51.953125
Streak
3.947690
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 20:14
Expiration Time
2025-12-18 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170262.809 77712.3106 92550.4984 284493.6866 180108.4475 104385.2391
Total P&L (%) 170.2628 77.7123 92.5505 284.4937 180.1084 104.3852
Avg Daily Profit (%) 0.6538 0.2984 0.3554 0.5185 0.3963 0.2749
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28405 -23442 -31440 -123865 -94849 -104092
Profit Factor 1.4257 1.4332 1.4196 1.283 1.442 1.1746
Total Trades 256 128 128 256 128 128
Winning Trades 133 64 69 133 64 69
Losing Trades 123 64 59 123 64 59
Profitability (%) 51.9531 50 53.9063 51.9531 50 53.9063
Ratio Avg Win / Avg Loss 1.3185 1.4332 1.2138 1.1865 1.442 1.0044
Largest Winning Trade 15580 13387 15580 44697 38972 44697
Largest Losing Trade -23622 -19752 -23622 -51865 -33895 -51865
Avg Bars in Trades 94 100 88 94 100 88
Avg Bars in Winners 113 115 110 113 115 110
Avg Bars in Losers 74 85 62 74 85 62
Bars Traded 24230 12870 11360 24230 12870 11360
Profit Streak 3.9477 4.031 0 3.9477 4.031 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 442089 272127 311762 369057 304177 -21315
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737098100000,
    "first_datapoint_time": 1737261000000,
    "last_datapoint_time": 1759597200000,
    "evaluation_time": 1759598080413,
    "expiration_time": 1766077200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "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": [
        [
            170262.8089978121,
            77712.3106196351,
            92550.4983781766,
            284493.6865925968,
            180108.4474918316,
            104385.239100765
        ],
        [
            170.262809,
            77.712311,
            92.550498,
            284.493687,
            180.108447,
            104.385239
        ],
        [
            0.653801,
            0.298411,
            0.355389,
            0.518488,
            0.396301,
            0.274871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28405,
            -23442,
            -31440,
            -123865,
            -94849,
            -104092
        ],
        [
            1.425691,
            1.433224,
            1.419565,
            1.282977,
            1.441994,
            1.174595
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            133,
            64,
            69,
            133,
            64,
            69
        ],
        [
            123,
            64,
            59,
            123,
            64,
            59
        ],
        [
            51.953125,
            50,
            53.90625,
            51.953125,
            50,
            53.90625
        ],
        [
            1.318496,
            1.433224,
            1.213831,
            1.186513,
            1.441994,
            1.004364
        ],
        [
            15580,
            13387,
            15580,
            44697,
            38972,
            44697
        ],
        [
            -23622,
            -19752,
            -23622,
            -51865,
            -33895,
            -51865
        ],
        [
            94,
            100,
            88,
            94,
            100,
            88
        ],
        [
            113,
            115,
            110,
            113,
            115,
            110
        ],
        [
            74,
            85,
            62,
            74,
            85,
            62
        ],
        [
            24230,
            12870,
            11360,
            24230,
            12870,
            11360
        ],
        [
            3.94769,
            4.031023,
            0,
            3.94769,
            4.031023,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442089,
            272127,
            311762,
            369057,
            304177,
            -21315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737098100000,
    "first_datapoint_time": 1737261000000,
    "last_datapoint_time": 1759597200000,
    "evaluation_time": 1759598080413,
    "expiration_time": 1766077200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "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)