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Trade: ARB/USDT/15/DEMA/JMA/4601

Strategy
ARB/USDT/15/DEMA/JMA/4601
Pair
ARB_USDT
Interval
15m
Score
332180
Daily Profit
0.526318
Profit Factor
1.368616
Profitability
41.666667
Streak
5.401523
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 23:38
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137063.7066 58524.0877 78539.6189 181510.8514 113426.9233 68083.9281
Total P&L (%) 137.0637 58.5241 78.5396 181.5109 113.4269 68.0839
Avg Daily Profit (%) 0.5263 0.2247 0.3016 0.3982 0.2915 0.1996
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55132 -62902 -27290 -137898 -63560 -77263
Profit Factor 1.3686 1.3017 1.4416 1.341 1.4399 1.248
Total Trades 216 108 108 216 108 108
Winning Trades 90 46 44 90 46 44
Losing Trades 126 62 64 126 62 64
Profitability (%) 41.6667 42.5926 40.7407 41.6667 42.5926 40.7407
Ratio Avg Win / Avg Loss 1.9161 1.7545 2.0968 1.8774 1.9407 1.8153
Largest Winning Trade 23109 23109 21310 43345 43345 27818
Largest Losing Trade -14224 -11595 -14224 -45917 -19064 -45917
Avg Bars in Trades 113 120 106 113 120 106
Avg Bars in Winners 172 178 165 172 178 165
Avg Bars in Losers 71 77 66 71 77 66
Bars Traded 24531 13012 11519 24531 13012 11519
Profit Streak 5.4015 0 14.1203 5.4015 0 14.1203
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332180 134278 244137 286683 212778 165579

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736435700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758919091554,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "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": [
        [
            137063.7065569448,
            58524.087659122,
            78539.6188978228,
            181510.8514096513,
            113426.9233344115,
            68083.9280752399
        ],
        [
            137.063707,
            58.524088,
            78.539619,
            181.510851,
            113.426923,
            68.083928
        ],
        [
            0.526318,
            0.22473,
            0.301588,
            0.398226,
            0.29154,
            0.199605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55132,
            -62902,
            -27290,
            -137898,
            -63560,
            -77263
        ],
        [
            1.368616,
            1.301714,
            1.441578,
            1.340965,
            1.439899,
            1.248032
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            126,
            62,
            64,
            126,
            62,
            64
        ],
        [
            41.666667,
            42.592593,
            40.740741,
            41.666667,
            42.592593,
            40.740741
        ],
        [
            1.916063,
            1.754485,
            2.096841,
            1.877352,
            1.940734,
            1.81532
        ],
        [
            23109,
            23109,
            21310,
            43345,
            43345,
            27818
        ],
        [
            -14224,
            -11595,
            -14224,
            -45917,
            -19064,
            -45917
        ],
        [
            113,
            120,
            106,
            113,
            120,
            106
        ],
        [
            172,
            178,
            165,
            172,
            178,
            165
        ],
        [
            71,
            77,
            66,
            71,
            77,
            66
        ],
        [
            24531,
            13012,
            11519,
            24531,
            13012,
            11519
        ],
        [
            5.401523,
            0,
            14.120273,
            5.401523,
            0,
            14.120273
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332180,
            134278,
            244137,
            286683,
            212778,
            165579
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736435700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758919091554,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "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)