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Trade: ARB/USDT/15/SMA/RMA/6025

Strategy
ARB/USDT/15/SMA/RMA/6025
Pair
ARB_USDT
Interval
15m
Score
318856
Daily Profit
0.250918
Profit Factor
1.270263
Profitability
55.769231
Streak
10.380106
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 08:22
Expiration Time
2025-12-25 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65344.0411 22857.787 42486.2541 43024.1473 14971.077 28053.0703
Total P&L (%) 65.344 22.8578 42.4863 43.0241 14.9711 28.0531
Avg Daily Profit (%) 0.2509 0.0878 0.1631 0.1375 0.0536 0.095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38721 -35816 -31328 -42892 -38098 -49162
Profit Factor 1.2703 1.1944 1.342 1.1486 1.109 1.1844
Total Trades 104 52 52 104 52 52
Winning Trades 58 28 30 58 28 30
Losing Trades 46 24 22 46 24 22
Profitability (%) 55.7692 53.8462 57.6923 55.7692 53.8462 57.6923
Ratio Avg Win / Avg Loss 1.0075 1.0238 0.9841 0.911 0.9506 0.8685
Largest Winning Trade 19059 19059 18741 20858 20858 16659
Largest Losing Trade -22228 -17314 -22228 -32179 -26056 -32179
Avg Bars in Trades 235 255 216 235 255 216
Avg Bars in Winners 224 192 253 224 192 253
Avg Bars in Losers 250 328 165 250 328 165
Bars Traded 24530 13286 11244 24530 13286 11244
Profit Streak 10.3801 10.7551 10.3801 10.3801 10.7551 10.3801
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318856 -267254 -175375 -68944 -414650 -268171
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737660600000,
    "first_datapoint_time": 1737828900000,
    "last_datapoint_time": 1760159700000,
    "evaluation_time": 1760160141133,
    "expiration_time": 1766639700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 151,
            "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": [
        [
            65344.0411356672,
            22857.7869946829,
            42486.2541409844,
            43024.1472851473,
            14971.0769578624,
            28053.070327285
        ],
        [
            65.344041,
            22.857787,
            42.486254,
            43.024147,
            14.971077,
            28.05307
        ],
        [
            0.250918,
            0.087773,
            0.163145,
            0.137505,
            0.053586,
            0.094997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38721,
            -35816,
            -31328,
            -42892,
            -38098,
            -49162
        ],
        [
            1.270263,
            1.194444,
            1.342012,
            1.1486,
            1.108982,
            1.184368
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            55.769231,
            53.846154,
            57.692308,
            55.769231,
            53.846154,
            57.692308
        ],
        [
            1.00745,
            1.023809,
            0.984142,
            0.910959,
            0.950556,
            0.868537
        ],
        [
            19059,
            19059,
            18741,
            20858,
            20858,
            16659
        ],
        [
            -22228,
            -17314,
            -22228,
            -32179,
            -26056,
            -32179
        ],
        [
            235,
            255,
            216,
            235,
            255,
            216
        ],
        [
            224,
            192,
            253,
            224,
            192,
            253
        ],
        [
            250,
            328,
            165,
            250,
            328,
            165
        ],
        [
            24530,
            13286,
            11244,
            24530,
            13286,
            11244
        ],
        [
            10.380106,
            10.755106,
            10.380106,
            10.380106,
            10.755106,
            10.380106
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318856,
            -267254,
            -175375,
            -68944,
            -414650,
            -268171
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737660600000,
    "first_datapoint_time": 1737828900000,
    "last_datapoint_time": 1760159700000,
    "evaluation_time": 1760160141133,
    "expiration_time": 1766639700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 151,
            "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)