← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ARB/USDT/15/ZLMA/LINREG/2198

Strategy
ARB/USDT/15/ZLMA/LINREG/2198
Pair
ARB_USDT
Interval
15m
Score
392436
Daily Profit
0.755369
Profit Factor
1.580093
Profitability
45.106383
Streak
1.741738
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 07:03
Expiration Time
2025-12-23 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 196713.3164 91709.7026 105003.6138 415870.1412 198191.9663 217678.1749
Total P&L (%) 196.7133 91.7097 105.0036 415.8701 198.192 217.6782
Avg Daily Profit (%) 0.7554 0.3522 0.4032 0.632 0.4204 0.4448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31498 -37858 -28426 -87893 -43089 -61614
Profit Factor 1.5801 1.5239 1.6401 1.7203 1.6562 1.7906
Total Trades 235 117 118 235 117 118
Winning Trades 106 52 54 106 52 54
Losing Trades 129 65 64 129 65 64
Profitability (%) 45.1064 44.4444 45.7627 45.1064 44.4444 45.7627
Ratio Avg Win / Avg Loss 1.9229 1.9048 1.9438 2.0936 2.0702 2.1222
Largest Winning Trade 26188 20939 26188 68204 68204 53349
Largest Losing Trade -11935 -11123 -11935 -34196 -21506 -34196
Avg Bars in Trades 104 109 100 104 109 100
Avg Bars in Winners 146 149 144 146 149 144
Avg Bars in Losers 70 77 63 70 77 63
Bars Traded 24641 12785 11856 24641 12785 11856
Profit Streak 1.7417 0 2.5959 1.7417 0 2.5959
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392436 276674 275507 367215 318330 298773
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737482400000,
    "first_datapoint_time": 1737624600000,
    "last_datapoint_time": 1759981500000,
    "evaluation_time": 1759982586210,
    "expiration_time": 1766461500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 118,
            "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": [
        [
            196713.3163618465,
            91709.7025951704,
            105003.6137666761,
            415870.1411736943,
            198191.9663096142,
            217678.1748640802
        ],
        [
            196.713316,
            91.709703,
            105.003614,
            415.870141,
            198.191966,
            217.678175
        ],
        [
            0.755369,
            0.352161,
            0.403209,
            0.632004,
            0.420422,
            0.444834
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31498,
            -37858,
            -28426,
            -87893,
            -43089,
            -61614
        ],
        [
            1.580093,
            1.523868,
            1.640093,
            1.720284,
            1.656175,
            1.790612
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            45.106383,
            44.444444,
            45.762712,
            45.106383,
            44.444444,
            45.762712
        ],
        [
            1.922943,
            1.904835,
            1.943814,
            2.093553,
            2.070219,
            2.122207
        ],
        [
            26188,
            20939,
            26188,
            68204,
            68204,
            53349
        ],
        [
            -11935,
            -11123,
            -11935,
            -34196,
            -21506,
            -34196
        ],
        [
            104,
            109,
            100,
            104,
            109,
            100
        ],
        [
            146,
            149,
            144,
            146,
            149,
            144
        ],
        [
            70,
            77,
            63,
            70,
            77,
            63
        ],
        [
            24641,
            12785,
            11856,
            24641,
            12785,
            11856
        ],
        [
            1.741738,
            0,
            2.595905,
            1.741739,
            0,
            2.595905
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392436,
            276674,
            275507,
            367215,
            318330,
            298773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737482400000,
    "first_datapoint_time": 1737624600000,
    "last_datapoint_time": 1759981500000,
    "evaluation_time": 1759982586210,
    "expiration_time": 1766461500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 118,
            "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)