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Trade: ARB/USDT/15/T3/SMA/3783

Strategy
ARB/USDT/15/T3/SMA/3783
Pair
ARB_USDT
Interval
15m
Score
343317
Daily Profit
0.473590
Profit Factor
1.265774
Profitability
49.097473
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 16:56
Expiration Time
2025-12-18 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 123332.3818 52273.3373 71059.0444 140527.227 77053.4411 63473.7859
Total P&L (%) 123.3324 52.2733 71.059 140.5272 77.0534 63.4738
Avg Daily Profit (%) 0.4736 0.2007 0.2729 0.3376 0.2196 0.1889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40838 -34244 -26307 -34623 -30756 -46801
Profit Factor 1.2658 1.231 1.2989 1.2339 1.2714 1.2002
Total Trades 277 139 138 277 139 138
Winning Trades 136 66 70 136 66 70
Losing Trades 141 73 68 141 73 68
Profitability (%) 49.0975 47.482 50.7246 49.0975 47.482 50.7246
Ratio Avg Win / Avg Loss 1.3123 1.3616 1.2618 1.2792 1.4063 1.1659
Largest Winning Trade 17353 17353 15146 32119 32119 24865
Largest Losing Trade -13229 -13229 -12294 -18175 -12750 -18175
Avg Bars in Trades 89 92 86 89 92 86
Avg Bars in Winners 110 111 110 110 111 110
Avg Bars in Losers 69 74 62 69 74 62
Bars Traded 24790 12804 11986 24790 12804 11986
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 343317 127697 245908 294450 184945 182711
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737086400000,
    "first_datapoint_time": 1737208800000,
    "last_datapoint_time": 1759585500000,
    "evaluation_time": 1759586165137,
    "expiration_time": 1766065500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 62,
            "offset": 25,
            "a": 0.63015
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "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": [
        [
            123332.381753736,
            52273.3373336984,
            71059.0444200375,
            140527.2270079854,
            77053.4410970189,
            63473.7859109666
        ],
        [
            123.332382,
            52.273337,
            71.059044,
            140.527227,
            77.053441,
            63.473786
        ],
        [
            0.47359,
            0.200727,
            0.272863,
            0.337587,
            0.21961,
            0.188905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40838,
            -34244,
            -26307,
            -34623,
            -30756,
            -46801
        ],
        [
            1.265774,
            1.231002,
            1.298868,
            1.233864,
            1.271429,
            1.200225
        ],
        [
            277,
            139,
            138,
            277,
            139,
            138
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            141,
            73,
            68,
            141,
            73,
            68
        ],
        [
            49.097473,
            47.482014,
            50.724638,
            49.097473,
            47.482014,
            50.724638
        ],
        [
            1.31231,
            1.361563,
            1.261757,
            1.279227,
            1.406278,
            1.165933
        ],
        [
            17353,
            17353,
            15146,
            32119,
            32119,
            24865
        ],
        [
            -13229,
            -13229,
            -12294,
            -18175,
            -12750,
            -18175
        ],
        [
            89,
            92,
            86,
            89,
            92,
            86
        ],
        [
            110,
            111,
            110,
            110,
            111,
            110
        ],
        [
            69,
            74,
            62,
            69,
            74,
            62
        ],
        [
            24790,
            12804,
            11986,
            24790,
            12804,
            11986
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343317,
            127697,
            245908,
            294450,
            184945,
            182711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737086400000,
    "first_datapoint_time": 1737208800000,
    "last_datapoint_time": 1759585500000,
    "evaluation_time": 1759586165137,
    "expiration_time": 1766065500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 62,
            "offset": 25,
            "a": 0.63015
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "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)