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Trade: ARB/USDT/15/ZLMA/BBM/3226

Strategy
ARB/USDT/15/ZLMA/BBM/3226
Pair
ARB_USDT
Interval
15m
Score
354701
Daily Profit
0.433574
Profit Factor
1.223890
Profitability
51.928783
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 05:18
Expiration Time
2025-12-21 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112911.2683 51987.9587 60923.3096 105820.7666 75539.2218 30281.5448
Total P&L (%) 112.9113 51.988 60.9233 105.8208 75.5392 30.2815
Avg Daily Profit (%) 0.4336 0.1996 0.2339 0.2776 0.2163 0.1016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46800 -29549 -42334 -107012 -51750 -110836
Profit Factor 1.2239 1.2157 1.2314 1.1136 1.1761 1.0602
Total Trades 337 168 169 337 168 169
Winning Trades 175 84 91 175 84 91
Losing Trades 162 84 78 162 84 78
Profitability (%) 51.9288 50 53.8462 51.9288 50 53.8462
Ratio Avg Win / Avg Loss 1.133 1.2157 1.0555 1.0309 1.1761 0.9088
Largest Winning Trade 15731 11296 15731 21080 20822 21080
Largest Losing Trade -31193 -20051 -31193 -61407 -25402 -61407
Avg Bars in Trades 73 75 70 73 75 70
Avg Bars in Winners 83 85 82 83 85 82
Avg Bars in Losers 61 65 57 61 65 57
Bars Traded 24668 12730 11937 24668 12730 11937
Profit Streak 0 2.9088 0 0 2.9088 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354701 132512 230521 -86683 -21374 -216880
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737304200000,
    "first_datapoint_time": 1737444600000,
    "last_datapoint_time": 1759803300000,
    "evaluation_time": 1759803518632,
    "expiration_time": 1766283300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 1.51642
        }
    }
}
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": [
        [
            112911.2682737305,
            51987.9586572637,
            60923.3096164666,
            105820.7665786491,
            75539.221770638,
            30281.544808011
        ],
        [
            112.911268,
            51.987959,
            60.92331,
            105.820767,
            75.539222,
            30.281545
        ],
        [
            0.433574,
            0.199631,
            0.233943,
            0.277566,
            0.216305,
            0.101629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46800,
            -29549,
            -42334,
            -107012,
            -51750,
            -110836
        ],
        [
            1.22389,
            1.215708,
            1.231379,
            1.113585,
            1.176088,
            1.060243
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            175,
            84,
            91,
            175,
            84,
            91
        ],
        [
            162,
            84,
            78,
            162,
            84,
            78
        ],
        [
            51.928783,
            50,
            53.846154,
            51.928783,
            50,
            53.846154
        ],
        [
            1.132972,
            1.215708,
            1.055468,
            1.030862,
            1.176088,
            0.90878
        ],
        [
            15731,
            11296,
            15731,
            21080,
            20822,
            21080
        ],
        [
            -31193,
            -20051,
            -31193,
            -61407,
            -25402,
            -61407
        ],
        [
            73,
            75,
            70,
            73,
            75,
            70
        ],
        [
            83,
            85,
            82,
            83,
            85,
            82
        ],
        [
            61,
            65,
            57,
            61,
            65,
            57
        ],
        [
            24668,
            12730,
            11937,
            24668,
            12730,
            11937
        ],
        [
            0,
            2.90878,
            0,
            0,
            2.90878,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354701,
            132512,
            230521,
            -86683,
            -21374,
            -216880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737304200000,
    "first_datapoint_time": 1737444600000,
    "last_datapoint_time": 1759803300000,
    "evaluation_time": 1759803518632,
    "expiration_time": 1766283300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 1.51642
        }
    }
}

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)