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Trade: ARB/USDT/120/SSF/KCB/9378

Strategy
ARB/USDT/120/SSF/KCB/9378
Pair
ARB_USDT
Interval
2h
Score
306681
Daily Profit
0.258517
Profit Factor
1.523807
Profitability
41.958042
Streak
15.271115
Best Strategy
Training Data Length
922.170000
Evaluation Time
2025-09-30 19:30
Expiration Time
2025-11-02 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 238396.7511 112452.4419 125944.3092 340104.4881 -6551.6793 346656.1674
Total P&L (%) 238.3968 112.4524 125.9443 340.1045 -6.5517 346.6562
Avg Daily Profit (%) 0.2585 0.1219 0.1366 0.1608 -0.0073 0.1624
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78275 -67102 -58268 -682353 -549336 -403343
Profit Factor 1.5238 1.4732 1.5791 1.1467 0.9948 1.3289
Total Trades 143 71 72 143 71 72
Winning Trades 60 24 36 60 24 36
Losing Trades 83 47 36 83 47 36
Profitability (%) 41.958 33.8028 50 41.958 33.8028 50
Ratio Avg Win / Avg Loss 2.1079 2.885 1.5791 1.5862 1.9482 1.3289
Largest Winning Trade 58014 58014 36436 287101 287101 274786
Largest Losing Trade -20061 -19244 -20061 -177876 -177876 -103676
Avg Bars in Trades 76 72 80 76 72 80
Avg Bars in Winners 123 134 115 123 134 115
Avg Bars in Losers 42 39 46 42 39 46
Bars Traded 10939 5113 5826 10939 5113 5826
Profit Streak 15.2711 0 38.8544 15.2711 0 38.8544
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306681 -121219 -86276 -52960 -671257 -70909
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11066,
    "evaluation_days": 922.17,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1679925600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759249824322,
    "expiration_time": 1762116307200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            238396.7510809705,
            112452.4419109828,
            125944.3091699878,
            340104.4880889194,
            -6551.6792647901,
            346656.1673537092
        ],
        [
            238.396751,
            112.452442,
            125.944309,
            340.104488,
            -6.551679,
            346.656167
        ],
        [
            0.258517,
            0.121943,
            0.136574,
            0.16082,
            -0.007348,
            0.162425
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78275,
            -67102,
            -58268,
            -682353,
            -549336,
            -403343
        ],
        [
            1.523807,
            1.47317,
            1.579147,
            1.146668,
            0.99482,
            1.328904
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            60,
            24,
            36,
            60,
            24,
            36
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            41.958042,
            33.802817,
            50,
            41.958042,
            33.802817,
            50
        ],
        [
            2.107933,
            2.884957,
            1.579147,
            1.586225,
            1.94819,
            1.328904
        ],
        [
            58014,
            58014,
            36436,
            287101,
            287101,
            274786
        ],
        [
            -20061,
            -19244,
            -20061,
            -177876,
            -177876,
            -103676
        ],
        [
            76,
            72,
            80,
            76,
            72,
            80
        ],
        [
            123,
            134,
            115,
            123,
            134,
            115
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            10939,
            5113,
            5826,
            10939,
            5113,
            5826
        ],
        [
            15.271115,
            0,
            38.854448,
            15.271115,
            0,
            38.854448
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306681,
            -121219,
            -86276,
            -52960,
            -671257,
            -70909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11066,
    "evaluation_days": 922.17,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1679925600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759249824322,
    "expiration_time": 1762116307200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)