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Trade: ARB/USDT/5/ZLMA/SINWMA/7364

Strategy
ARB/USDT/5/ZLMA/SINWMA/7364
Pair
ARB_USDT
Interval
5m
Score
552019
Daily Profit
1.693406
Profit Factor
1.504865
Profitability
49.062500
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 00:16
Expiration Time
2025-12-26 23:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 147004.5468 108048.2173 38956.3295 124056.497 130365.5165 -6309.0195
Total P&L (%) 147.0045 108.0482 38.9563 124.0565 130.3655 -6.309
Avg Daily Profit (%) 1.6934 1.2447 0.4488 0.9336 0.9659 -0.075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67380 -32261 -43154 -68913 -28859 -43213
Profit Factor 1.5049 1.7874 1.253 1.4321 2.0602 0.9616
Total Trades 320 160 160 320 160 160
Winning Trades 157 75 82 157 75 82
Losing Trades 163 85 78 163 85 78
Profitability (%) 49.0625 46.875 51.25 49.0625 46.875 51.25
Ratio Avg Win / Avg Loss 1.5624 2.0258 1.1919 1.4869 2.3349 0.9147
Largest Winning Trade 117902 117902 68370 131131 131131 45163
Largest Losing Trade -16278 -5796 -16278 -23385 -5359 -23385
Avg Bars in Trades 77 80 73 77 80 73
Avg Bars in Winners 81 86 76 81 86 76
Avg Bars in Losers 73 76 69 73 76 69
Bars Traded 24654 12956 11698 24654 12956 11698
Profit Streak 0 0.97 0 0 0.97 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 552019 396878 206175 472273 407118 -582279
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752804000000,
    "first_datapoint_time": 1752867900000,
    "last_datapoint_time": 1760303700000,
    "evaluation_time": 1760303811540,
    "expiration_time": 1766783700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "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": [
        [
            147004.5467639921,
            108048.2173055378,
            38956.3294584544,
            124056.4969660157,
            130365.5165047927,
            -6309.019538777
        ],
        [
            147.004547,
            108.048217,
            38.956329,
            124.056497,
            130.365517,
            -6.30902
        ],
        [
            1.693406,
            1.244652,
            0.448754,
            0.933635,
            0.965927,
            -0.075042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67380,
            -32261,
            -43154,
            -68913,
            -28859,
            -43213
        ],
        [
            1.504865,
            1.787446,
            1.253025,
            1.432124,
            2.060214,
            0.961559
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            157,
            75,
            82,
            157,
            75,
            82
        ],
        [
            163,
            85,
            78,
            163,
            85,
            78
        ],
        [
            49.0625,
            46.875,
            51.25,
            49.0625,
            46.875,
            51.25
        ],
        [
            1.562376,
            2.025773,
            1.191901,
            1.486855,
            2.334909,
            0.914654
        ],
        [
            117902,
            117902,
            68370,
            131131,
            131131,
            45163
        ],
        [
            -16278,
            -5796,
            -16278,
            -23385,
            -5359,
            -23385
        ],
        [
            77,
            80,
            73,
            77,
            80,
            73
        ],
        [
            81,
            86,
            76,
            81,
            86,
            76
        ],
        [
            73,
            76,
            69,
            73,
            76,
            69
        ],
        [
            24654,
            12956,
            11698,
            24654,
            12956,
            11698
        ],
        [
            0,
            0.970041,
            0,
            0,
            0.970041,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552019,
            396878,
            206175,
            472273,
            407118,
            -582279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752804000000,
    "first_datapoint_time": 1752867900000,
    "last_datapoint_time": 1760303700000,
    "evaluation_time": 1760303811540,
    "expiration_time": 1766783700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "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)