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Trade: ARB/USDT/120/T3/SSF/6348

Strategy
ARB/USDT/120/T3/SSF/6348
Pair
ARB_USDT
Interval
2h
Score
312772
Daily Profit
0.213415
Profit Factor
1.422095
Profitability
46.564885
Streak
0.000000
Best Strategy
Training Data Length
916.080000
Evaluation Time
2025-09-28 07:50
Expiration Time
2025-10-27 15:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 195505.3748 92281.6761 103223.6988 186669.1492 1336.7431 185332.4062
Total P&L (%) 195.5054 92.2817 103.2237 186.6691 1.3367 185.3324
Avg Daily Profit (%) 0.2134 0.1007 0.1127 0.115 0.0015 0.1145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85352 -72348 -50074 -334184 -294180 -181544
Profit Factor 1.4221 1.379 1.4698 1.1449 1.002 1.2998
Total Trades 131 66 65 131 66 65
Winning Trades 61 26 35 61 26 35
Losing Trades 70 40 30 70 40 30
Profitability (%) 46.5649 39.3939 53.8462 46.5649 39.3939 53.8462
Ratio Avg Win / Avg Loss 1.6319 2.1216 1.2599 1.3139 1.5415 1.1141
Largest Winning Trade 54500 54500 32479 136953 136953 100402
Largest Losing Trade -30281 -19702 -30281 -91305 -91305 -67014
Avg Bars in Trades 82 80 83 82 80 83
Avg Bars in Winners 120 130 113 120 130 113
Avg Bars in Losers 49 48 49 49 48 49
Bars Traded 10796 5338 5458 10796 5338 5458
Profit Streak 0 0 36.0353 0 0 36.0353
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312772 -185397 -172083 -101505 -702453 -170670
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680019200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035052301,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 62,
            "offset": 0,
            "a": 0.64299
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            195505.374834447,
            92281.6760575148,
            103223.6987769322,
            186669.1492274886,
            1336.7430639414,
            185332.4061635471
        ],
        [
            195.505375,
            92.281676,
            103.223699,
            186.669149,
            1.336743,
            185.332406
        ],
        [
            0.213415,
            0.100735,
            0.11268,
            0.11503,
            0.00145,
            0.114519
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85352,
            -72348,
            -50074,
            -334184,
            -294180,
            -181544
        ],
        [
            1.422095,
            1.379017,
            1.469835,
            1.144949,
            1.001996,
            1.299823
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            70,
            40,
            30,
            70,
            40,
            30
        ],
        [
            46.564885,
            39.393939,
            53.846154,
            46.564885,
            39.393939,
            53.846154
        ],
        [
            1.631912,
            2.121565,
            1.259858,
            1.313876,
            1.541532,
            1.114134
        ],
        [
            54500,
            54500,
            32479,
            136953,
            136953,
            100402
        ],
        [
            -30281,
            -19702,
            -30281,
            -91305,
            -91305,
            -67014
        ],
        [
            82,
            80,
            83,
            82,
            80,
            83
        ],
        [
            120,
            130,
            113,
            120,
            130,
            113
        ],
        [
            49,
            48,
            49,
            49,
            48,
            49
        ],
        [
            10796,
            5338,
            5458,
            10796,
            5338,
            5458
        ],
        [
            0,
            0,
            36.035327,
            0,
            0,
            36.035328
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312772,
            -185397,
            -172083,
            -101505,
            -702453,
            -170670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680019200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035052301,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 62,
            "offset": 0,
            "a": 0.64299
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    }
}

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)