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Trade: ARB/USDT/5/T3/TEMA/2498

Strategy
ARB/USDT/5/T3/TEMA/2498
Pair
ARB_USDT
Interval
5m
Score
479131
Daily Profit
0.884434
Profit Factor
2.917277
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-27 01:30
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 113180.0577 76777.7229 36402.3348 176455.6281 107718.5909 68737.0372
Total P&L (%) 113.1801 76.7777 36.4023 176.4556 107.7186 68.737
Avg Daily Profit (%) 1.3038 0.8844 0.4193 1.1783 0.8456 0.6045
Buy And Hold Return (%) 29.2317 29.2317 29.2317 29.2317 29.2317 29.2317
Max Trade Drawdown -22808 -12328 -14710 -32424 -18907 -25312
Profit Factor 2.2196 2.9173 1.69 1.9707 2.3593 1.6704
Total Trades 80 40 40 80 40 40
Winning Trades 39 20 19 39 20 19
Losing Trades 41 20 21 41 20 21
Profitability (%) 48.75 50 47.5 48.75 50 47.5
Ratio Avg Win / Avg Loss 2.3334 2.9173 1.8679 2.0718 2.3593 1.8462
Largest Winning Trade 23216 23216 10625 29641 29641 26246
Largest Losing Trade -9216 -4090 -9216 -22232 -8716 -22232
Avg Bars in Trades 299 318 281 299 318 281
Avg Bars in Winners 471 490 450 471 490 450
Avg Bars in Losers 137 145 129 137 145 129
Bars Traded 23999 12727 11272 23999 12727 11272
Profit Streak 5.4795 0 9.1183 5.4795 0 9.1183
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10428 479131 -78539 -9324 463026 285115

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": 1751299800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925824534,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 243,
            "offset": 0,
            "a": 0.68814
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 149,
            "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": [
        [
            113180.0576542799,
            76777.7228578941,
            36402.3347963858,
            176455.6280946388,
            107718.590932774,
            68737.0371618649
        ],
        [
            113.180058,
            76.777723,
            36.402335,
            176.455628,
            107.718591,
            68.737037
        ],
        [
            1.303768,
            0.884434,
            0.419333,
            1.178274,
            0.845641,
            0.604482
        ],
        [
            29.231675,
            29.231675,
            29.231675,
            29.231675,
            29.231675,
            29.231675
        ],
        [
            -22808,
            -12328,
            -14710,
            -32424,
            -18907,
            -25312
        ],
        [
            2.219617,
            2.917277,
            1.690033,
            1.970711,
            2.359329,
            1.670371
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            48.75,
            50,
            47.5,
            48.75,
            50,
            47.5
        ],
        [
            2.333443,
            2.917277,
            1.867931,
            2.071773,
            2.359329,
            1.846199
        ],
        [
            23216,
            23216,
            10625,
            29641,
            29641,
            26246
        ],
        [
            -9216,
            -4090,
            -9216,
            -22232,
            -8716,
            -22232
        ],
        [
            299,
            318,
            281,
            299,
            318,
            281
        ],
        [
            471,
            490,
            450,
            471,
            490,
            450
        ],
        [
            137,
            145,
            129,
            137,
            145,
            129
        ],
        [
            23999,
            12727,
            11272,
            23999,
            12727,
            11272
        ],
        [
            5.479451,
            0,
            9.118339,
            5.479451,
            0,
            9.11834
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10428,
            479131,
            -78539,
            -9324,
            463026,
            285115
        ]
    ]
}
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": 1751299800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925824534,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 243,
            "offset": 0,
            "a": 0.68814
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 149,
            "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)