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Trade: ARB/USDT/15/DEMA/SINWMA/3191

Strategy
ARB/USDT/15/DEMA/SINWMA/3191
Pair
ARB_USDT
Interval
15m
Score
336872
Daily Profit
0.520010
Profit Factor
1.293491
Profitability
43.089431
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 19:14
Expiration Time
2025-12-19 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 135421.1273 64240.3731 71180.7542 172339.4802 110339.6996 61999.7807
Total P&L (%) 135.4211 64.2404 71.1808 172.3395 110.3397 61.9998
Avg Daily Profit (%) 0.52 0.2467 0.2733 0.3855 0.2859 0.1854
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39576 -30989 -21325 -126041 -92974 -64355
Profit Factor 1.2935 1.2579 1.3352 1.2157 1.2541 1.17
Total Trades 369 184 185 369 184 185
Winning Trades 159 78 81 159 78 81
Losing Trades 210 106 104 210 106 104
Profitability (%) 43.0894 42.3913 43.7838 43.0894 42.3913 43.7838
Ratio Avg Win / Avg Loss 1.7084 1.7095 1.7144 1.6057 1.7043 1.5022
Largest Winning Trade 26743 22442 26743 54141 54141 30455
Largest Losing Trade -10259 -10259 -8393 -26774 -26774 -19855
Avg Bars in Trades 67 68 66 67 68 66
Avg Bars in Winners 94 94 94 94 94 94
Avg Bars in Losers 46 49 44 46 49 44
Bars Traded 24838 12597 12241 24838 12597 12241
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 336872 166586 225302 278361 191647 -28841
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737180900000,
    "first_datapoint_time": 1737268200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759680877291,
    "expiration_time": 1766160000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 41,
            "offset": 57
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 50,
            "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": [
        [
            135421.1272906523,
            64240.3731020896,
            71180.7541885627,
            172339.4802262837,
            110339.6995709592,
            61999.7806553245
        ],
        [
            135.421127,
            64.240373,
            71.180754,
            172.33948,
            110.3397,
            61.999781
        ],
        [
            0.52001,
            0.24668,
            0.273331,
            0.385458,
            0.285929,
            0.18542
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39576,
            -30989,
            -21325,
            -126041,
            -92974,
            -64355
        ],
        [
            1.293491,
            1.257909,
            1.33523,
            1.215715,
            1.2541,
            1.17001
        ],
        [
            369,
            184,
            185,
            369,
            184,
            185
        ],
        [
            159,
            78,
            81,
            159,
            78,
            81
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            43.089431,
            42.391304,
            43.783784,
            43.089431,
            42.391304,
            43.783784
        ],
        [
            1.708384,
            1.709466,
            1.714369,
            1.605662,
            1.704289,
            1.502235
        ],
        [
            26743,
            22442,
            26743,
            54141,
            54141,
            30455
        ],
        [
            -10259,
            -10259,
            -8393,
            -26774,
            -26774,
            -19855
        ],
        [
            67,
            68,
            66,
            67,
            68,
            66
        ],
        [
            94,
            94,
            94,
            94,
            94,
            94
        ],
        [
            46,
            49,
            44,
            46,
            49,
            44
        ],
        [
            24838,
            12597,
            12241,
            24838,
            12597,
            12241
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336872,
            166586,
            225302,
            278361,
            191647,
            -28841
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737180900000,
    "first_datapoint_time": 1737268200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759680877291,
    "expiration_time": 1766160000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 41,
            "offset": 57
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 50,
            "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)