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Trade: ARB/USDT/15/ALMA/SMA/3995

Strategy
ARB/USDT/15/ALMA/SMA/3995
Pair
ARB_USDT
Interval
15m
Score
410398
Daily Profit
0.731226
Profit Factor
1.488089
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
134.840000
Evaluation Time
2025-10-06 03:49
Expiration Time
2025-11-13 22:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98598.5205 63517.8398 35080.6807 127237.0244 78339.1374 48897.8869
Total P&L (%) 98.5985 63.5178 35.0807 127.237 78.3391 48.8979
Avg Daily Profit (%) 0.7312 0.4711 0.2602 0.6106 0.43 0.2957
Buy And Hold Return (%) 10.366 10.366 10.366 10.366 10.366 10.366
Max Trade Drawdown -36031 -25825 -23022 -55140 -37615 -36811
Profit Factor 1.4881 1.568 1.389 1.3985 1.4451 1.3413
Total Trades 162 81 81 162 81 81
Winning Trades 72 35 37 72 35 37
Losing Trades 90 46 44 90 46 44
Profitability (%) 44.4444 43.2099 45.679 44.4444 43.2099 45.679
Ratio Avg Win / Avg Loss 1.8601 2.0608 1.6518 1.7481 1.8992 1.5951
Largest Winning Trade 16877 16877 15850 27212 27212 26750
Largest Losing Trade -9592 -9592 -6197 -14912 -14912 -14082
Avg Bars in Trades 78 82 73 78 82 73
Avg Bars in Winners 102 110 93 102 110 93
Avg Bars in Losers 59 61 57 59 61 57
Bars Traded 12694 6708 5986 12694 6708 5986
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 410398 -4204 -8328 353570 -4724 -7131
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 12945,
    "actual_packets": 12945,
    "evaluation_days": 134.84,
    "actual_first_datapoint_time": 1748061000000,
    "first_datapoint_time": 1748214900000,
    "last_datapoint_time": 1759710600000,
    "evaluation_time": 1759711774913,
    "expiration_time": 1763065944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "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": [
        [
            98598.5204709998,
            63517.8397765738,
            35080.680694426,
            127237.0243681346,
            78339.1374290334,
            48897.8869391011
        ],
        [
            98.59852,
            63.51784,
            35.080681,
            127.237024,
            78.339137,
            48.897887
        ],
        [
            0.731226,
            0.471061,
            0.260165,
            0.610595,
            0.429961,
            0.295668
        ],
        [
            10.36601,
            10.36601,
            10.36601,
            10.36601,
            10.36601,
            10.36601
        ],
        [
            -36031,
            -25825,
            -23022,
            -55140,
            -37615,
            -36811
        ],
        [
            1.488089,
            1.568,
            1.388998,
            1.398495,
            1.445053,
            1.341293
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            44.444444,
            43.209877,
            45.679012,
            44.444444,
            43.209877,
            45.679012
        ],
        [
            1.860111,
            2.0608,
            1.651781,
            1.748118,
            1.899213,
            1.595052
        ],
        [
            16877,
            16877,
            15850,
            27212,
            27212,
            26750
        ],
        [
            -9592,
            -9592,
            -6197,
            -14912,
            -14912,
            -14082
        ],
        [
            78,
            82,
            73,
            78,
            82,
            73
        ],
        [
            102,
            110,
            93,
            102,
            110,
            93
        ],
        [
            59,
            61,
            57,
            59,
            61,
            57
        ],
        [
            12694,
            6708,
            5986,
            12694,
            6708,
            5986
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410398,
            -4204,
            -8328,
            353570,
            -4724,
            -7131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 12945,
    "actual_packets": 12945,
    "evaluation_days": 134.84,
    "actual_first_datapoint_time": 1748061000000,
    "first_datapoint_time": 1748214900000,
    "last_datapoint_time": 1759710600000,
    "evaluation_time": 1759711774913,
    "expiration_time": 1763065944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "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)