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Trade: ARB/USDT/15/LINREG/JMA/4708

Strategy
ARB/USDT/15/LINREG/JMA/4708
Pair
ARB_USDT
Interval
15m
Score
494530
Daily Profit
0.751854
Profit Factor
1.512340
Profitability
47.520661
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 19:01
Expiration Time
2025-12-22 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 195797.6893 93662.9591 102134.7302 402738.5408 221011.9931 181726.5477
Total P&L (%) 195.7977 93.663 102.1347 402.7385 221.012 181.7265
Avg Daily Profit (%) 0.7519 0.3597 0.3922 0.622 0.4489 0.3985
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36850 -33055 -24250 -93806 -74674 -66281
Profit Factor 1.5123 1.4868 1.5383 1.5148 1.5792 1.4536
Total Trades 242 121 121 242 121 121
Winning Trades 115 56 59 115 56 59
Losing Trades 127 65 62 127 65 62
Profitability (%) 47.5207 46.281 48.7603 47.5207 46.281 48.7603
Ratio Avg Win / Avg Loss 1.6702 1.7257 1.6165 1.6729 1.833 1.5275
Largest Winning Trade 24033 24033 16655 78336 78336 45285
Largest Losing Trade -11938 -10364 -11938 -37996 -28734 -37996
Avg Bars in Trades 101 104 98 101 104 98
Avg Bars in Winners 132 133 131 132 133 131
Avg Bars in Losers 73 80 66 73 80 66
Bars Traded 24522 12661 11861 24522 12661 11861
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 494530 296911 352956 455137 344687 336269
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737439200000,
    "first_datapoint_time": 1737654300000,
    "last_datapoint_time": 1759938300000,
    "evaluation_time": 1759939297911,
    "expiration_time": 1766418300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 92,
            "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": [
        [
            195797.6892759528,
            93662.9590519,
            102134.7302240527,
            402738.5408040383,
            221011.993102289,
            181726.5477017495
        ],
        [
            195.797689,
            93.662959,
            102.13473,
            402.738541,
            221.011993,
            181.726548
        ],
        [
            0.751854,
            0.359661,
            0.392192,
            0.62204,
            0.448861,
            0.398521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36850,
            -33055,
            -24250,
            -93806,
            -74674,
            -66281
        ],
        [
            1.51234,
            1.486783,
            1.538256,
            1.514839,
            1.579189,
            1.453553
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            115,
            56,
            59,
            115,
            56,
            59
        ],
        [
            127,
            65,
            62,
            127,
            65,
            62
        ],
        [
            47.520661,
            46.280992,
            48.760331,
            47.520661,
            46.280992,
            48.760331
        ],
        [
            1.67015,
            1.72573,
            1.616473,
            1.672909,
            1.832988,
            1.527462
        ],
        [
            24033,
            24033,
            16655,
            78336,
            78336,
            45285
        ],
        [
            -11938,
            -10364,
            -11938,
            -37996,
            -28734,
            -37996
        ],
        [
            101,
            104,
            98,
            101,
            104,
            98
        ],
        [
            132,
            133,
            131,
            132,
            133,
            131
        ],
        [
            73,
            80,
            66,
            73,
            80,
            66
        ],
        [
            24522,
            12661,
            11861,
            24522,
            12661,
            11861
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494530,
            296911,
            352956,
            455137,
            344687,
            336269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737439200000,
    "first_datapoint_time": 1737654300000,
    "last_datapoint_time": 1759938300000,
    "evaluation_time": 1759939297911,
    "expiration_time": 1766418300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 92,
            "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)