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Trade: ARB/USDT/5/T3/KCU/6698

Strategy
ARB/USDT/5/T3/KCU/6698
Pair
ARB_USDT
Interval
5m
Score
341546
Daily Profit
0.619431
Profit Factor
2.073792
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 12:08
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81615.7792 59013.8174 22601.9618 106684.7316 70927.4854 35757.2462
Total P&L (%) 81.6158 59.0138 22.602 106.6847 70.9275 35.7572
Avg Daily Profit (%) 0.9402 0.6798 0.2604 0.8398 0.6194 0.3528
Buy And Hold Return (%) 28.5882 28.5882 28.5882 28.5882 28.5882 28.5882
Max Trade Drawdown -18670 -12508 -12052 -33655 -22465 -21388
Profit Factor 1.9808 2.4438 1.5339 1.8162 2.0738 1.5531
Total Trades 64 32 32 64 32 32
Winning Trades 30 16 14 30 16 14
Losing Trades 34 16 18 34 16 18
Profitability (%) 46.875 50 43.75 46.875 50 43.75
Ratio Avg Win / Avg Loss 2.2449 2.4438 1.9721 2.0584 2.0738 1.9968
Largest Winning Trade 19943 19943 10821 27233 27233 20182
Largest Losing Trade -9277 -5895 -9277 -16118 -10884 -16118
Avg Bars in Trades 374 432 316 374 432 316
Avg Bars in Winners 569 634 494 569 634 494
Avg Bars in Losers 202 230 178 202 230 178
Bars Traded 23979 13842 10137 23979 13842 10137
Profit Streak 4.7838 0 8.6171 4.7838 0 8.6171
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132753 285810 -158304 -132379 341546 -79379

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751298300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758877721633,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 238,
            "offset": 0,
            "a": 0.54641
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            81615.7792254439,
            59013.8173998905,
            22601.9618255534,
            106684.7315694176,
            70927.4854102391,
            35757.2461591784
        ],
        [
            81.615779,
            59.013817,
            22.601962,
            106.684732,
            70.927485,
            35.757246
        ],
        [
            0.940166,
            0.679804,
            0.260361,
            0.839844,
            0.619431,
            0.352767
        ],
        [
            28.588166,
            28.588166,
            28.588166,
            28.588166,
            28.588166,
            28.588166
        ],
        [
            -18670,
            -12508,
            -12052,
            -33655,
            -22465,
            -21388
        ],
        [
            1.980815,
            2.443756,
            1.533858,
            1.816229,
            2.073792,
            1.55308
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            46.875,
            50,
            43.75,
            46.875,
            50,
            43.75
        ],
        [
            2.244924,
            2.443756,
            1.972103,
            2.058393,
            2.073792,
            1.996817
        ],
        [
            19943,
            19943,
            10821,
            27233,
            27233,
            20182
        ],
        [
            -9277,
            -5895,
            -9277,
            -16118,
            -10884,
            -16118
        ],
        [
            374,
            432,
            316,
            374,
            432,
            316
        ],
        [
            569,
            634,
            494,
            569,
            634,
            494
        ],
        [
            202,
            230,
            178,
            202,
            230,
            178
        ],
        [
            23979,
            13842,
            10137,
            23979,
            13842,
            10137
        ],
        [
            4.783815,
            0,
            8.617148,
            4.783815,
            0,
            8.617149
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132753,
            285810,
            -158304,
            -132379,
            341546,
            -79379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751298300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758877721633,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 238,
            "offset": 0,
            "a": 0.54641
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)