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ZebraTrader — Risk Analysis: Best Experiments

Generated 2026-05-28 15:35 UTC · 6 experiments analysed · Starting equity R100,000 · Sample 150 trading days

Summary Comparison

ExpPairTradesWin%ReturnCAGRMax DDCalmarSharpeSortinoProfit F.Expect.Max CL
exp_214ARI/S321973.7%+147.2%+804.9%-39.6%3.712.062.732.44R7,7501
exp_209ABG/FSR1861.1%+135.8%+706.7%-8.4%16.202.9613.165.94R7,5473
exp_213ARI/S321090.0%+128.4%+646.4%-20.6%6.232.840.005.10R12,8431
exp_210ABG/FSR977.8%+110.7%+513.3%-6.3%17.562.86208.3817.97R12,3012
exp_208ARI/S321668.8%+101.0%+447.0%-39.1%2.591.662.102.24R6,3152
exp_152NPN/PRX1464.3%+244.3%+1925.6%-3.3%73.153.7052.1912.86R17,4503

EXP_214 — ARI/S32 ARI/S32 — new best overall · ratio=5.00 lb=20 ez=1.5

Trades (W/L)19 (14W / 5L)
Win rate73.7%
Total return+147.24%
CAGR+804.9%
Max drawdown-39.64%
DD duration44 days ✓ recovered
Calmar ratio3.71
Sharpe ratio2.06
Sortino ratio2.73
Profit factor2.44
Expectancy / tradeR7,750
Avg win / Avg lossR17,838 / R20,498 (ratio 0.87×)
Stop-losses / Take-profits12 SL / 0 TP
Max consec. losses1
Avg trade duration4.6 days
Gross profit / lossR249,735 / R102,492
equity curve distribution

Trade Log

#OpenedClosedDirPnLNet%EquityDurationFlag
12025-10-17 16:002025-10-21 16:00LongR-19,045-3.53%R80,9554.0d🛑
22025-10-22 16:002025-11-04 16:00LongR+15,266+3.02%R96,22113.0d🛑
32025-11-12 16:002025-11-17 16:00ShortR-16,538-3.18%R79,6835.0d
42025-11-28 16:002025-12-01 16:00ShortR+18,668+3.61%R98,3513.0d🛑
52025-12-05 16:002025-12-08 16:00LongR+6,499+1.29%R104,8503.0d
62025-12-17 16:002025-12-23 16:00ShortR+15,385+2.92%R120,2346.0d🛑
72026-01-06 16:002026-01-20 16:00LongR-47,660-9.48%R72,57414.0d
82026-01-26 16:002026-01-29 16:00ShortR+37,428+7.01%R110,0023.0d🛑
92026-01-30 16:002026-02-02 16:00LongR+4,143+0.85%R114,1453.0d🛑
102026-02-04 16:002026-02-05 16:00LongR+32,842+6.81%R146,9871.0d🛑
112026-02-10 16:002026-02-13 16:00LongR+22,704+4.89%R169,6923.0d🛑
122026-02-25 16:002026-03-02 16:00ShortR+7,954+1.62%R177,6465.0d🛑
132026-03-05 16:002026-03-06 16:00LongR+6,892+1.53%R184,5381.0d🛑
142026-03-09 16:002026-03-16 16:00LongR+8,749+2.02%R193,2867.0d
152026-03-20 16:002026-03-24 16:00ShortR-17,585-3.75%R175,7014.0d🛑
162026-03-25 16:002026-03-30 16:00ShortR+47,028+9.68%R222,7295.0d
172026-04-13 16:002026-04-17 16:00LongR-1,663-0.35%R221,0664.0d
182026-04-29 16:002026-04-30 16:00LongR+11,195+2.43%R232,2621.0d
192026-05-04 16:002026-05-06 16:00ShortR+14,982+3.14%R247,2432.0d🛑

EXP_209 — ABG/FSR ABG/FSR — combined optimal · ratio=5.00 lb=30 ez=1.5

Trades (W/L)18 (11W / 7L)
Win rate61.1%
Total return+135.84%
CAGR+706.7%
Max drawdown-8.38%
DD duration29 days ✓ recovered
Calmar ratio16.20
Sharpe ratio2.96
Sortino ratio13.16
Profit factor5.94
Expectancy / tradeR7,547
Avg win / Avg lossR14,850 / R3,930 (ratio 3.78×)
Stop-losses / Take-profits6 SL / 0 TP
Max consec. losses3
Avg trade duration5.9 days
Gross profit / lossR163,354 / R27,509
equity curve distribution

Trade Log

#OpenedClosedDirPnLNet%EquityDurationFlag
12025-10-21 16:002025-11-03 16:00LongR-3,033-1.20%R96,96713.0d
22025-11-07 16:002025-11-11 16:00ShortR-3,359-1.27%R93,6084.0d🛑
32025-11-12 16:002025-11-17 16:00ShortR+14,769+5.47%R108,3775.0d
42025-11-19 16:002025-12-02 16:00ShortR+2,387+0.88%R110,76413.0d🛑
52025-12-04 16:002025-12-08 16:00LongR-3,164-1.16%R107,6004.0d
62025-12-24 16:002026-01-02 16:00LongR-2,259-0.80%R105,3419.0d
72026-01-06 16:002026-01-09 16:00LongR-2,375-0.83%R102,9663.0d
82026-01-20 16:002026-01-22 16:00ShortR+14,683+5.04%R117,6492.0d
92026-01-26 16:002026-01-29 16:00ShortR+10,606+3.60%R128,2553.0d
102026-02-06 16:002026-02-09 16:00LongR+4,717+1.62%R132,9723.0d
112026-02-10 16:002026-02-12 16:00LongR-11,148-3.78%R121,8242.0d
122026-02-18 16:002026-03-02 16:00LongR+6,580+2.21%R128,40412.0d🛑
132026-03-06 16:002026-03-10 16:00ShortR+21,095+7.20%R149,4994.0d
142026-03-24 16:002026-03-25 16:00ShortR+12,468+4.32%R161,9671.0d🛑
152026-03-31 16:002026-04-08 16:00ShortR+52,027+17.40%R213,9948.0d🛑
162026-04-09 16:002026-04-14 16:00ShortR-2,172-0.72%R211,8235.0d
172026-04-17 16:002026-04-21 16:00LongR+15,215+5.16%R227,0384.0d
182026-04-23 16:002026-05-04 16:00LongR+8,806+3.09%R235,84511.0d🛑

EXP_213 — ARI/S32 ARI/S32 — high selectivity · ratio=4.50 lb=30 ez=2.0 · 90% win rate

Trades (W/L)10 (9W / 1L)
Win rate90.0%
Total return+128.43%
CAGR+646.4%
Max drawdown-20.63%
DD duration37 days ✓ recovered
Calmar ratio6.23
Sharpe ratio2.84
Sortino ratio0.00
Profit factor5.10
Expectancy / tradeR12,843
Avg win / Avg lossR17,751 / R31,331 (ratio 0.57×)
Stop-losses / Take-profits6 SL / 0 TP
Max consec. losses1
Avg trade duration5.5 days
Gross profit / lossR159,763 / R31,331
equity curve distribution

Trade Log

#OpenedClosedDirPnLNet%EquityDurationFlag
12025-10-21 16:002025-11-04 16:00LongR+22,385+4.99%R122,38514.0d🛑
22025-11-28 16:002025-12-01 16:00ShortR+16,188+3.46%R138,5743.0d🛑
32025-12-17 16:002025-12-23 16:00ShortR+13,300+2.80%R151,8746.0d🛑
42026-01-08 16:002026-01-20 16:00LongR-31,331-7.11%R120,54212.0d
52026-01-26 16:002026-01-29 16:00ShortR+32,915+6.82%R153,4573.0d🛑
62026-02-11 16:002026-02-13 16:00LongR+36,546+8.76%R190,0032.0d🛑
72026-03-05 16:002026-03-06 16:00LongR+5,372+1.31%R195,3741.0d🛑
82026-03-09 16:002026-03-16 16:00LongR+8,904+2.27%R204,2787.0d
92026-04-15 16:002026-04-17 16:00LongR+8,763+2.12%R213,0422.0d
102026-04-29 16:002026-05-04 16:00LongR+15,390+3.70%R228,4325.0d

EXP_210 — ABG/FSR ABG/FSR — high selectivity · ratio=5.00 lb=30 ez=2.0 · profit factor 4.16

Trades (W/L)9 (7W / 2L)
Win rate77.8%
Total return+110.71%
CAGR+513.3%
Max drawdown-6.31%
DD duration80 days ✓ recovered
Calmar ratio17.56
Sharpe ratio2.86
Sortino ratio208.38
Profit factor17.97
Expectancy / tradeR12,301
Avg win / Avg lossR16,748 / R3,262 (ratio 5.14×)
Stop-losses / Take-profits4 SL / 0 TP
Max consec. losses2
Avg trade duration6.7 days
Gross profit / lossR117,235 / R6,523
equity curve distribution

Trade Log

#OpenedClosedDirPnLNet%EquityDurationFlag
12025-10-22 16:002025-11-03 16:00LongR+3,438+1.36%R103,43812.0d
22025-11-07 16:002025-11-11 16:00ShortR-3,359-1.27%R100,0794.0d🛑
32025-12-04 16:002025-12-08 16:00LongR-3,164-1.16%R96,9154.0d
42026-01-20 16:002026-01-22 16:00ShortR+14,683+5.04%R111,5982.0d
52026-01-26 16:002026-01-29 16:00ShortR+10,606+3.60%R122,2033.0d
62026-02-18 16:002026-03-02 16:00LongR+6,580+2.21%R128,78312.0d🛑
72026-03-06 16:002026-03-10 16:00ShortR+21,095+7.20%R149,8784.0d
82026-03-31 16:002026-04-08 16:00ShortR+52,027+17.40%R201,9068.0d🛑
92026-04-23 16:002026-05-04 16:00LongR+8,806+3.09%R210,71211.0d🛑

EXP_208 — ARI/S32 ARI/S32 — price-ratio baseline · ratio=4.50 lb=20

Trades (W/L)16 (11W / 5L)
Win rate68.8%
Total return+101.04%
CAGR+447.0%
Max drawdown-39.06%
DD duration52 days ✓ recovered
Calmar ratio2.59
Sharpe ratio1.66
Sortino ratio2.10
Profit factor2.24
Expectancy / tradeR6,315
Avg win / Avg lossR16,617 / R16,350 (ratio 1.02×)
Stop-losses / Take-profits8 SL / 0 TP
Max consec. losses2
Avg trade duration4.7 days
Gross profit / lossR182,791 / R81,750
equity curve distribution

Trade Log

#OpenedClosedDirPnLNet%EquityDurationFlag
12025-10-17 16:002025-10-21 16:00LongR-18,128-3.71%R81,8724.0d🛑
22025-10-22 16:002025-11-04 16:00LongR+13,292+2.91%R95,16413.0d🛑
32025-11-12 16:002025-11-14 16:00ShortR-17,662-3.76%R77,5032.0d
42025-11-28 16:002025-12-01 16:00ShortR+16,188+3.46%R93,6913.0d🛑
52025-12-17 16:002025-12-23 16:00ShortR+13,300+2.80%R106,9916.0d🛑
62026-01-06 16:002026-01-20 16:00LongR-41,791-9.20%R65,20014.0d
72026-01-26 16:002026-01-29 16:00ShortR+32,915+6.82%R98,1153.0d🛑
82026-02-10 16:002026-02-13 16:00LongR+19,980+4.76%R118,0953.0d🛑
92026-02-19 16:002026-02-20 16:00LongR+863+0.21%R118,9581.0d
102026-02-25 16:002026-03-02 16:00ShortR+6,621+1.50%R125,5785.0d🛑
112026-03-05 16:002026-03-06 16:00LongR+5,372+1.31%R130,9501.0d🛑
122026-03-09 16:002026-03-16 16:00LongR+8,904+2.27%R139,8547.0d
132026-03-25 16:002026-03-30 16:00ShortR+41,998+9.56%R181,8525.0d
142026-04-08 16:002026-04-10 16:00ShortR+23,359+5.16%R205,2112.0d
152026-04-13 16:002026-04-17 16:00LongR-1,683-0.40%R203,5284.0d
162026-04-29 16:002026-05-01 16:00LongR-2,487-0.60%R201,0412.0d

EXP_152 — NPN/PRX NPN/PRX — historical best return (earlier round)

Trades (W/L)14 (9W / 5L)
Win rate64.3%
Total return+244.30%
CAGR+1925.6%
Max drawdown-3.34%
DD duration54 days ✓ recovered
Calmar ratio73.15
Sharpe ratio3.70
Sortino ratio52.19
Profit factor12.86
Expectancy / tradeR17,450
Avg win / Avg lossR29,435 / R4,121 (ratio 7.14×)
Stop-losses / Take-profits4 SL / 0 TP
Max consec. losses3
Avg trade duration6.5 days
Gross profit / lossR264,911 / R20,607
equity curve distribution

Trade Log

#OpenedClosedDirPnLNet%EquityDurationFlag
12025-10-24 16:002025-10-30 16:00ShortR+53,073+119.63%R153,0736.0d
22025-11-11 16:002025-11-17 16:00LongR+51,670+116.39%R204,7436.0d
32025-11-19 16:002025-11-28 16:00ShortR+51,853+116.96%R256,5959.0d
42025-12-10 16:002026-01-02 16:00ShortR+21,767+48.96%R278,36323.0d
52026-01-15 16:002026-01-19 16:00ShortR+37,268+83.78%R315,6314.0d
62026-01-20 16:002026-01-22 16:00LongR+20,489+46.03%R336,1202.0d
72026-02-04 16:002026-02-05 16:00ShortR-4,217-9.46%R331,9031.0d🛑
82026-02-06 16:002026-02-18 16:00ShortR-1,787-4.02%R330,11612.0d
92026-02-26 16:002026-02-27 16:00LongR-5,222-11.70%R324,8951.0d🛑
102026-03-10 16:002026-03-17 16:00LongR+21,558+48.67%R346,4527.0d
112026-03-18 16:002026-04-02 16:00ShortR-5,976-13.41%R340,47715.0d🛑
122026-04-08 16:002026-04-09 16:00ShortR+2,926+6.54%R343,4031.0d
132026-04-21 16:002026-04-24 16:00ShortR+4,307+9.60%R347,7093.0d
142026-05-06 16:002026-05-07 16:00ShortR-3,406-7.62%R344,3031.0d🛑