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Trade: ARB/USDT/120/EMA/JMA/4490

Strategy
ARB/USDT/120/EMA/JMA/4490
Pair
ARB_USDT
Interval
2h
Score
340765
Daily Profit
0.187639
Profit Factor
1.529776
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
916.080000
Evaluation Time
2025-09-26 16:07
Expiration Time
2025-10-27 15:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171891.9618 79448.6089 92443.3528 172460.1539 16825.6748 155634.4792
Total P&L (%) 171.892 79.4486 92.4434 172.4602 16.8257 155.6345
Avg Daily Profit (%) 0.1876 0.0867 0.1009 0.1095 0.017 0.1025
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61823 -54366 -48281 -180716 -138616 -170628
Profit Factor 1.5298 1.5225 1.5362 1.2218 1.045 1.3856
Total Trades 88 44 44 88 44 44
Winning Trades 42 21 21 42 21 21
Losing Trades 46 23 23 46 23 23
Profitability (%) 47.7273 47.7273 47.7273 47.7273 47.7273 47.7273
Ratio Avg Win / Avg Loss 1.6755 1.6675 1.6825 1.3381 1.1445 1.5176
Largest Winning Trade 60533 60533 35938 105429 90884 105429
Largest Losing Trade -22978 -22647 -22978 -70626 -55161 -70626
Avg Bars in Trades 122 109 135 122 109 135
Avg Bars in Winners 165 143 187 165 143 187
Avg Bars in Losers 82 77 87 82 77 87
Bars Traded 10745 4801 5944 10745 4801 5944
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 340765 -75441 -56443 -47884 -351047 -55236

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680472800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758892023868,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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": [
        [
            171891.9617683263,
            79448.6089482677,
            92443.3528200586,
            172460.1539388667,
            16825.6747768534,
            155634.4791620134
        ],
        [
            171.891962,
            79.448609,
            92.443353,
            172.460154,
            16.825675,
            155.634479
        ],
        [
            0.187639,
            0.086727,
            0.100912,
            0.109474,
            0.016977,
            0.102508
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61823,
            -54366,
            -48281,
            -180716,
            -138616,
            -170628
        ],
        [
            1.529776,
            1.522482,
            1.536209,
            1.221772,
            1.044982,
            1.385624
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            47.727273,
            47.727273,
            47.727273,
            47.727273,
            47.727273,
            47.727273
        ],
        [
            1.675469,
            1.667481,
            1.682515,
            1.338131,
            1.144504,
            1.517588
        ],
        [
            60533,
            60533,
            35938,
            105429,
            90884,
            105429
        ],
        [
            -22978,
            -22647,
            -22978,
            -70626,
            -55161,
            -70626
        ],
        [
            122,
            109,
            135,
            122,
            109,
            135
        ],
        [
            165,
            143,
            187,
            165,
            143,
            187
        ],
        [
            82,
            77,
            87,
            82,
            77,
            87
        ],
        [
            10745,
            4801,
            5944,
            10745,
            4801,
            5944
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340765,
            -75441,
            -56443,
            -47884,
            -351047,
            -55236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680472800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758892023868,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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)