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

Trade: ARB/USDT/5/VWAP/ZLMA/1189

Strategy
ARB/USDT/5/VWAP/ZLMA/1189
Pair
ARB_USDT
Interval
5m
Score
381938
Daily Profit
1.663881
Profit Factor
1.480592
Profitability
36.931818
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 10:28
Expiration Time
2025-12-27 09:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 144441.4761 106717.444 37724.0321 111525.7029 113869.5863 -2343.8834
Total P&L (%) 144.4415 106.7174 37.724 111.5257 113.8696 -2.3439
Avg Daily Profit (%) 1.6639 1.2293 0.4346 0.8667 0.8795 -0.0273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76207 -43958 -36224 -67941 -38533 -33428
Profit Factor 1.4806 1.7839 1.2294 1.3983 1.9572 0.9854
Total Trades 352 176 176 352 176 176
Winning Trades 130 61 69 130 61 69
Losing Trades 222 115 107 222 115 107
Profitability (%) 36.9318 34.6591 39.2045 36.9318 34.6591 39.2045
Ratio Avg Win / Avg Loss 2.5284 3.3631 1.9065 2.3879 3.6897 1.5282
Largest Winning Trade 124237 124237 68142 121432 121432 39611
Largest Losing Trade -9003 -6259 -9003 -15437 -3881 -15437
Avg Bars in Trades 70 68 72 70 68 72
Avg Bars in Winners 109 102 116 109 102 116
Avg Bars in Losers 47 51 43 47 51 43
Bars Traded 24812 12122 12691 24812 12122 12691
Profit Streak 0 1.4605 0 0 1.4605 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381938 245301 78714 338927 256409 -583778
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840600000,
    "first_datapoint_time": 1752862200000,
    "last_datapoint_time": 1760340300000,
    "evaluation_time": 1760340486364,
    "expiration_time": 1766820300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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": [
        [
            144441.4760597624,
            106717.4440066714,
            37724.032053091,
            111525.7029393231,
            113869.5863380966,
            -2343.8833987736
        ],
        [
            144.441476,
            106.717444,
            37.724032,
            111.525703,
            113.869586,
            -2.343883
        ],
        [
            1.663881,
            1.229322,
            0.434559,
            0.866742,
            0.879547,
            -0.027318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76207,
            -43958,
            -36224,
            -67941,
            -38533,
            -33428
        ],
        [
            1.480592,
            1.783903,
            1.229446,
            1.398313,
            1.957167,
            0.985444
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            130,
            61,
            69,
            130,
            61,
            69
        ],
        [
            222,
            115,
            107,
            222,
            115,
            107
        ],
        [
            36.931818,
            34.659091,
            39.204545,
            36.931818,
            34.659091,
            39.204545
        ],
        [
            2.528395,
            3.363097,
            1.906533,
            2.387888,
            3.68974,
            1.528153
        ],
        [
            124237,
            124237,
            68142,
            121432,
            121432,
            39611
        ],
        [
            -9003,
            -6259,
            -9003,
            -15437,
            -3881,
            -15437
        ],
        [
            70,
            68,
            72,
            70,
            68,
            72
        ],
        [
            109,
            102,
            116,
            109,
            102,
            116
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            24812,
            12122,
            12691,
            24812,
            12122,
            12691
        ],
        [
            0,
            1.46049,
            0,
            0,
            1.46049,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381938,
            245301,
            78714,
            338927,
            256409,
            -583778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840600000,
    "first_datapoint_time": 1752862200000,
    "last_datapoint_time": 1760340300000,
    "evaluation_time": 1760340486364,
    "expiration_time": 1766820300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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)