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Trade: ARB/USDT/15/DEMA/HMA/5857

Strategy
ARB/USDT/15/DEMA/HMA/5857
Pair
ARB_USDT
Interval
15m
Score
321022
Daily Profit
0.655098
Profit Factor
1.377538
Profitability
38.271605
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 10:41
Expiration Time
2025-12-13 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170600.6875 82817.5552 87783.1322 263398.9245 174388.8572 89010.0673
Total P&L (%) 170.6007 82.8176 87.7831 263.3989 174.3889 89.0101
Avg Daily Profit (%) 0.6551 0.318 0.3371 0.4967 0.3883 0.2448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52586 -45610 -28753 -203268 -123757 -122775
Profit Factor 1.3775 1.3606 1.3951 1.2904 1.384 1.1966
Total Trades 324 162 162 324 162 162
Winning Trades 124 65 59 124 65 59
Losing Trades 200 97 103 200 97 103
Profitability (%) 38.2716 40.1235 36.4198 38.2716 40.1235 36.4198
Ratio Avg Win / Avg Loss 2.2218 2.0304 2.4354 2.0813 2.0653 2.089
Largest Winning Trade 33026 22358 33026 66312 66312 47423
Largest Losing Trade -14224 -11733 -14224 -70910 -22738 -70910
Avg Bars in Trades 76 81 71 76 81 71
Avg Bars in Winners 128 131 124 128 131 124
Avg Bars in Losers 44 47 41 44 47 41
Bars Traded 24735 13130 11605 24735 13130 11605
Profit Streak 0 3.5604 0 0 3.5604 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321022 166533 150662 253122 193317 -1550
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736631900000,
    "first_datapoint_time": 1736790300000,
    "last_datapoint_time": 1759131000000,
    "evaluation_time": 1759131718445,
    "expiration_time": 1765611000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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": [
        [
            170600.6874606399,
            82817.5552192981,
            87783.1322413419,
            263398.9244885534,
            174388.8571974771,
            89010.0672910763
        ],
        [
            170.600687,
            82.817555,
            87.783132,
            263.398924,
            174.388857,
            89.010067
        ],
        [
            0.655098,
            0.318015,
            0.337083,
            0.49671,
            0.388348,
            0.244762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52586,
            -45610,
            -28753,
            -203268,
            -123757,
            -122775
        ],
        [
            1.377538,
            1.360591,
            1.395054,
            1.290422,
            1.383969,
            1.196587
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            124,
            65,
            59,
            124,
            65,
            59
        ],
        [
            200,
            97,
            103,
            200,
            97,
            103
        ],
        [
            38.271605,
            40.123457,
            36.419753,
            38.271605,
            40.123457,
            36.419753
        ],
        [
            2.221835,
            2.03042,
            2.435434,
            2.081326,
            2.065308,
            2.088957
        ],
        [
            33026,
            22358,
            33026,
            66312,
            66312,
            47423
        ],
        [
            -14224,
            -11733,
            -14224,
            -70910,
            -22738,
            -70910
        ],
        [
            76,
            81,
            71,
            76,
            81,
            71
        ],
        [
            128,
            131,
            124,
            128,
            131,
            124
        ],
        [
            44,
            47,
            41,
            44,
            47,
            41
        ],
        [
            24735,
            13130,
            11605,
            24735,
            13130,
            11605
        ],
        [
            0,
            3.560399,
            0,
            0,
            3.560399,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321022,
            166533,
            150662,
            253122,
            193317,
            -1550
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736631900000,
    "first_datapoint_time": 1736790300000,
    "last_datapoint_time": 1759131000000,
    "evaluation_time": 1759131718445,
    "expiration_time": 1765611000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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)