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Trade: ARB/USDT/480/SUPERTREND/JMA/6693

Strategy
ARB/USDT/480/SUPERTREND/JMA/6693
Pair
ARB_USDT
Interval
8h
Score
308691
Daily Profit
0.163527
Profit Factor
1.265851
Profitability
56.395349
Streak
4.856742
Best Strategy
Training Data Length
918.000000
Evaluation Time
2025-09-26 07:33
Expiration Time
2025-10-26 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150117.6206 65564.2972 84553.3234 98236.8529 16981.8937 81254.9592
Total P&L (%) 150.1176 65.5643 84.5533 98.2369 16.9819 81.255
Avg Daily Profit (%) 0.1635 0.0714 0.0921 0.0746 0.0171 0.0648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68639 -73720 -53462 -214107 -221729 -183222
Profit Factor 1.2659 1.2383 1.292 1.0769 1.0262 1.1289
Total Trades 172 86 86 172 86 86
Winning Trades 97 49 48 97 49 48
Losing Trades 75 37 38 75 37 38
Profitability (%) 56.3953 56.9767 55.814 56.3953 56.9767 55.814
Ratio Avg Win / Avg Loss 0.9788 0.9351 1.0228 0.8326 0.7749 0.8937
Largest Winning Trade 36343 36343 29047 77153 77153 50564
Largest Losing Trade -24262 -21588 -24262 -70815 -68944 -70815
Avg Bars in Trades 15 11 19 15 11 19
Avg Bars in Winners 13 8 18 13 8 18
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 2615 978 1637 2615 978 1637
Profit Streak 4.8567 4.8567 13.5234 4.8567 4.8567 13.5234
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308691 -98393 -68654 -227938 -370808 -185538

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2754,
    "evaluation_days": 918,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682208000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861222511,
    "expiration_time": 1761436800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 87,
            "offset": 0,
            "multiplier": 2.81218
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 93,
            "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": [
        [
            150117.6206300392,
            65564.2972419887,
            84553.3233880504,
            98236.8529337721,
            16981.8937295134,
            81254.9592042585
        ],
        [
            150.117621,
            65.564297,
            84.553323,
            98.236853,
            16.981894,
            81.254959
        ],
        [
            0.163527,
            0.071421,
            0.092106,
            0.074569,
            0.017087,
            0.064807
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68639,
            -73720,
            -53462,
            -214107,
            -221729,
            -183222
        ],
        [
            1.265851,
            1.238343,
            1.291982,
            1.07689,
            1.026245,
            1.128857
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            56.395349,
            56.976744,
            55.813953,
            56.395349,
            56.976744,
            55.813953
        ],
        [
            0.978751,
            0.935075,
            1.022819,
            0.832647,
            0.77492,
            0.893678
        ],
        [
            36343,
            36343,
            29047,
            77153,
            77153,
            50564
        ],
        [
            -24262,
            -21588,
            -24262,
            -70815,
            -68944,
            -70815
        ],
        [
            15,
            11,
            19,
            15,
            11,
            19
        ],
        [
            13,
            8,
            18,
            13,
            8,
            18
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            2615,
            978,
            1637,
            2615,
            978,
            1637
        ],
        [
            4.856742,
            4.856742,
            13.523409,
            4.856742,
            4.856742,
            13.523409
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308691,
            -98393,
            -68654,
            -227938,
            -370808,
            -185538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2754,
    "evaluation_days": 918,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682208000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861222511,
    "expiration_time": 1761436800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 87,
            "offset": 0,
            "multiplier": 2.81218
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 93,
            "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)