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Trade: ARB/USDT/15/DEMA/SSF/2623

Strategy
ARB/USDT/15/DEMA/SSF/2623
Pair
ARB_USDT
Interval
15m
Score
395452
Daily Profit
0.590239
Profit Factor
1.409650
Profitability
44.247788
Streak
4.889187
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 15:50
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 153710.1398 68063.0831 85647.0567 217777.836 123598.786 94179.0499
Total P&L (%) 153.7101 68.0631 85.6471 217.7778 123.5988 94.1791
Avg Daily Profit (%) 0.5902 0.2614 0.3289 0.445 0.3095 0.2551
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58601 -59560 -23768 -115086 -54786 -73321
Profit Factor 1.4097 1.3446 1.482 1.459 1.5377 1.3851
Total Trades 226 113 113 226 113 113
Winning Trades 100 54 46 100 54 46
Losing Trades 126 59 67 126 59 67
Profitability (%) 44.2478 47.7876 40.708 44.2478 47.7876 40.708
Ratio Avg Win / Avg Loss 1.7762 1.4691 2.1585 1.8384 1.6801 2.0174
Largest Winning Trade 26648 25716 26648 41263 41263 34532
Largest Losing Trade -14155 -14022 -14155 -48930 -16011 -48930
Avg Bars in Trades 108 116 100 108 116 100
Avg Bars in Winners 153 151 155 153 151 155
Avg Bars in Losers 73 84 62 73 84 62
Bars Traded 24549 13166 11383 24549 13166 11383
Profit Streak 4.8892 0 13.6913 4.8892 0 13.6913
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395452 211076 261549 361616 313018 217553

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": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891025801,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            153710.1398234432,
            68063.0831418393,
            85647.0566816039,
            217777.8359534273,
            123598.7860443672,
            94179.0499090602
        ],
        [
            153.71014,
            68.063083,
            85.647057,
            217.777836,
            123.598786,
            94.17905
        ],
        [
            0.590239,
            0.261359,
            0.32888,
            0.444955,
            0.309472,
            0.255148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58601,
            -59560,
            -23768,
            -115086,
            -54786,
            -73321
        ],
        [
            1.40965,
            1.344596,
            1.481956,
            1.459046,
            1.537729,
            1.385095
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            126,
            59,
            67,
            126,
            59,
            67
        ],
        [
            44.247788,
            47.787611,
            40.707965,
            44.247788,
            47.787611,
            40.707965
        ],
        [
            1.776159,
            1.469095,
            2.158501,
            1.838398,
            1.680111,
            2.01742
        ],
        [
            26648,
            25716,
            26648,
            41263,
            41263,
            34532
        ],
        [
            -14155,
            -14022,
            -14155,
            -48930,
            -16011,
            -48930
        ],
        [
            108,
            116,
            100,
            108,
            116,
            100
        ],
        [
            153,
            151,
            155,
            153,
            151,
            155
        ],
        [
            73,
            84,
            62,
            73,
            84,
            62
        ],
        [
            24549,
            13166,
            11383,
            24549,
            13166,
            11383
        ],
        [
            4.889187,
            0,
            13.691271,
            4.889187,
            0,
            13.691271
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395452,
            211076,
            261549,
            361616,
            313018,
            217553
        ]
    ]
}
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": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891025801,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "offset": 0,
            "poles": 2
        }
    }
}

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)