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Trade: ARB/USDT/360/SMA/BBU/2539

Strategy
ARB/USDT/360/SMA/BBU/2539
Pair
ARB_USDT
Interval
6h
Score
356797
Daily Profit
0.234799
Profit Factor
1.770348
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
916.250000
Evaluation Time
2025-09-25 19:40
Expiration Time
2025-10-24 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215134.4361 112783.4051 102351.031 238213.795 62529.8366 175683.9585
Total P&L (%) 215.1344 112.7834 102.351 238.2138 62.5298 175.684
Avg Daily Profit (%) 0.2348 0.1231 0.1117 0.1331 0.053 0.1107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56056 -35518 -42132 -217589 -112640 -136186
Profit Factor 1.7703 1.8047 1.7357 1.3112 1.1638 1.458
Total Trades 96 48 48 96 48 48
Winning Trades 44 19 25 44 19 25
Losing Trades 52 29 23 52 29 23
Profitability (%) 45.8333 39.5833 52.0833 45.8333 39.5833 52.0833
Ratio Avg Win / Avg Loss 2.0922 2.7546 1.5969 1.5496 1.7763 1.3413
Largest Winning Trade 124584 124584 35409 106387 106387 96398
Largest Losing Trade -18001 -13609 -18001 -63549 -43057 -63549
Avg Bars in Trades 36 39 33 36 39 33
Avg Bars in Winners 54 76 37 54 76 37
Avg Bars in Losers 20 14 28 20 14 28
Bars Traded 3470 1878 1592 3470 1878 1592
Profit Streak 0 0 77.9447 0 0 77.9447
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356797 -29222 -39658 -15471 -165814 -43188

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3665,
    "evaluation_days": 916.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758818421688,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 79,
            "offset": 96
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 4.88539
        }
    }
}
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": [
        [
            215134.4360837878,
            112783.4051004995,
            102351.0309832882,
            238213.7950110894,
            62529.8365521999,
            175683.9584588896
        ],
        [
            215.134436,
            112.783405,
            102.351031,
            238.213795,
            62.529837,
            175.683958
        ],
        [
            0.234799,
            0.123092,
            0.111706,
            0.133077,
            0.053023,
            0.110739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56056,
            -35518,
            -42132,
            -217589,
            -112640,
            -136186
        ],
        [
            1.770348,
            1.80471,
            1.735729,
            1.311232,
            1.163792,
            1.457954
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            45.833333,
            39.583333,
            52.083333,
            45.833333,
            39.583333,
            52.083333
        ],
        [
            2.092229,
            2.754557,
            1.596871,
            1.549637,
            1.776315,
            1.341318
        ],
        [
            124584,
            124584,
            35409,
            106387,
            106387,
            96398
        ],
        [
            -18001,
            -13609,
            -18001,
            -63549,
            -43057,
            -63549
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            54,
            76,
            37,
            54,
            76,
            37
        ],
        [
            20,
            14,
            28,
            20,
            14,
            28
        ],
        [
            3470,
            1878,
            1592,
            3470,
            1878,
            1592
        ],
        [
            0,
            0,
            77.944695,
            0,
            0,
            77.944695
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356797,
            -29222,
            -39658,
            -15471,
            -165814,
            -43188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3665,
    "evaluation_days": 916.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758818421688,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 79,
            "offset": 96
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 4.88539
        }
    }
}

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)