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Trade: ARB/USDT/15/ALMA/RMA/9530

Strategy
ARB/USDT/15/ALMA/RMA/9530
Pair
ARB_USDT
Interval
15m
Score
412393
Daily Profit
0.755853
Profit Factor
1.560659
Profitability
40.363636
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 16:43
Expiration Time
2025-12-19 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 196839.1603 87857.341 108981.8193 414071.0893 211715.4268 202355.6626
Total P&L (%) 196.8392 87.8573 108.9818 414.0711 211.7154 202.3557
Avg Daily Profit (%) 0.7559 0.3374 0.4185 0.6307 0.4375 0.4258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27262 -42809 -23519 -66254 -85182 -42775
Profit Factor 1.5607 1.4505 1.6983 1.6289 1.569 1.7068
Total Trades 275 137 138 275 137 138
Winning Trades 111 53 58 111 53 58
Losing Trades 164 84 80 164 84 80
Profitability (%) 40.3636 38.6861 42.029 40.3636 38.6861 42.029
Ratio Avg Win / Avg Loss 2.3058 2.299 2.3424 2.4067 2.4866 2.3542
Largest Winning Trade 25082 21022 25082 73352 73352 53404
Largest Losing Trade -10062 -10062 -7703 -20568 -20568 -17911
Avg Bars in Trades 90 91 88 90 91 88
Avg Bars in Winners 140 148 133 140 148 133
Avg Bars in Losers 56 56 56 56 56 56
Bars Traded 24876 12598 12277 24876 12598 12277
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412393 177252 288814 384534 234122 291650
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737171900000,
    "first_datapoint_time": 1737249300000,
    "last_datapoint_time": 1759671000000,
    "evaluation_time": 1759671799747,
    "expiration_time": 1766151000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 27,
            "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": [
        [
            196839.1603370116,
            87857.3410280993,
            108981.8193089123,
            414071.0893426022,
            211715.4267846683,
            202355.6625579336
        ],
        [
            196.83916,
            87.857341,
            108.981819,
            414.071089,
            211.715427,
            202.355663
        ],
        [
            0.755853,
            0.337368,
            0.418485,
            0.630654,
            0.437526,
            0.425769
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27262,
            -42809,
            -23519,
            -66254,
            -85182,
            -42775
        ],
        [
            1.560659,
            1.450534,
            1.698251,
            1.628898,
            1.56895,
            1.706817
        ],
        [
            275,
            137,
            138,
            275,
            137,
            138
        ],
        [
            111,
            53,
            58,
            111,
            53,
            58
        ],
        [
            164,
            84,
            80,
            164,
            84,
            80
        ],
        [
            40.363636,
            38.686131,
            42.028986,
            40.363636,
            38.686131,
            42.028986
        ],
        [
            2.305838,
            2.298959,
            2.342415,
            2.40666,
            2.486638,
            2.35423
        ],
        [
            25082,
            21022,
            25082,
            73352,
            73352,
            53404
        ],
        [
            -10062,
            -10062,
            -7703,
            -20568,
            -20568,
            -17911
        ],
        [
            90,
            91,
            88,
            90,
            91,
            88
        ],
        [
            140,
            148,
            133,
            140,
            148,
            133
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            24876,
            12598,
            12277,
            24876,
            12598,
            12277
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412393,
            177252,
            288814,
            384534,
            234122,
            291650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737171900000,
    "first_datapoint_time": 1737249300000,
    "last_datapoint_time": 1759671000000,
    "evaluation_time": 1759671799747,
    "expiration_time": 1766151000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 27,
            "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)