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Trade: ARB/USDT/120/MIDPOINT/DCM/5941

Strategy
ARB/USDT/120/MIDPOINT/DCM/5941
Pair
ARB_USDT
Interval
2h
Score
388688
Daily Profit
0.173140
Profit Factor
1.580710
Profitability
47.058824
Streak
51.833105
Best Strategy
Training Data Length
922.000000
Evaluation Time
2025-09-30 16:59
Expiration Time
2025-11-02 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159634.6466 63370.1302 96264.5163 149006.7609 8772.5979 140234.163
Total P&L (%) 159.6346 63.3701 96.2645 149.0068 8.7726 140.2342
Avg Daily Profit (%) 0.1731 0.0687 0.1044 0.099 0.0091 0.0951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70309 -55234 -52109 -220182 -178513 -169001
Profit Factor 1.5807 1.4397 1.736 1.2538 1.0268 1.5397
Total Trades 85 43 42 85 43 42
Winning Trades 40 18 22 40 18 22
Losing Trades 45 25 20 45 25 20
Profitability (%) 47.0588 41.8605 52.381 47.0588 41.8605 52.381
Ratio Avg Win / Avg Loss 1.7783 1.9996 1.5782 1.4105 1.4261 1.3997
Largest Winning Trade 58330 58330 36187 102057 102057 95867
Largest Losing Trade -22588 -22588 -16222 -58562 -55781 -58562
Avg Bars in Trades 125 110 140 125 110 140
Avg Bars in Winners 178 147 203 178 147 203
Avg Bars in Losers 78 83 71 78 83 71
Bars Traded 10653 4742 5911 10653 4742 5911
Profit Streak 51.8331 62.7498 51.8331 51.8331 62.7498 51.8331
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388688 -101698 -49389 -60512 -539602 -63536
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11064,
    "evaluation_days": 922,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680962400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759240780294,
    "expiration_time": 1762101388800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "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": [
        [
            159634.6465558416,
            63370.1302457732,
            96264.5163100686,
            149006.7608734711,
            8772.5978952346,
            140234.1629782365
        ],
        [
            159.634647,
            63.37013,
            96.264516,
            149.006761,
            8.772598,
            140.234163
        ],
        [
            0.17314,
            0.068731,
            0.104408,
            0.098998,
            0.009121,
            0.095104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70309,
            -55234,
            -52109,
            -220182,
            -178513,
            -169001
        ],
        [
            1.58071,
            1.439743,
            1.736033,
            1.253798,
            1.026807,
            1.539662
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            47.058824,
            41.860465,
            52.380952,
            47.058824,
            41.860465,
            52.380952
        ],
        [
            1.778299,
            1.999643,
            1.578212,
            1.410522,
            1.426121,
            1.399693
        ],
        [
            58330,
            58330,
            36187,
            102057,
            102057,
            95867
        ],
        [
            -22588,
            -22588,
            -16222,
            -58562,
            -55781,
            -58562
        ],
        [
            125,
            110,
            140,
            125,
            110,
            140
        ],
        [
            178,
            147,
            203,
            178,
            147,
            203
        ],
        [
            78,
            83,
            71,
            78,
            83,
            71
        ],
        [
            10653,
            4742,
            5911,
            10653,
            4742,
            5911
        ],
        [
            51.833105,
            62.749772,
            51.833105,
            51.833105,
            62.749772,
            51.833105
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388688,
            -101698,
            -49389,
            -60512,
            -539602,
            -63536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11064,
    "evaluation_days": 922,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680962400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759240780294,
    "expiration_time": 1762101388800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "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)