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Trade: ARB/USDT/15/DCM/DEMA/6258

Strategy
ARB/USDT/15/DCM/DEMA/6258
Pair
ARB_USDT
Interval
15m
Score
301326
Daily Profit
0.414565
Profit Factor
1.224462
Profitability
43.576826
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 11:28
Expiration Time
2025-12-21 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107960.9156 54538.425 53422.4906 96788.5419 69581.4828 27207.0591
Total P&L (%) 107.9609 54.5384 53.4225 96.7885 69.5815 27.2071
Avg Daily Profit (%) 0.4146 0.2094 0.2051 0.2603 0.203 0.0925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56831 -40743 -26651 -88173 -65894 -44221
Profit Factor 1.2245 1.2378 1.2123 1.1382 1.2085 1.0742
Total Trades 397 198 199 397 198 199
Winning Trades 173 89 84 173 89 84
Losing Trades 224 109 115 224 109 115
Profitability (%) 43.5768 44.9495 42.2111 43.5768 44.9495 42.2111
Ratio Avg Win / Avg Loss 1.5854 1.5159 1.6597 1.4737 1.4801 1.4706
Largest Winning Trade 41720 41720 37706 55325 55325 31361
Largest Losing Trade -20981 -10807 -20981 -23722 -16877 -23722
Avg Bars in Trades 62 62 62 62 62 62
Avg Bars in Winners 90 86 95 90 86 95
Avg Bars in Losers 40 42 39 40 42 39
Bars Traded 24837 12333 12504 24837 12333 12504
Profit Streak 0 1.5722 0 0 1.5722 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301326 77576 118105 -62186 65275 -215748
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737325800000,
    "first_datapoint_time": 1737405000000,
    "last_datapoint_time": 1759824900000,
    "evaluation_time": 1759825735789,
    "expiration_time": 1766304900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 67,
            "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": [
        [
            107960.9155745793,
            54538.4249804327,
            53422.4905941467,
            96788.5419218036,
            69581.4827881634,
            27207.0591336402
        ],
        [
            107.960916,
            54.538425,
            53.422491,
            96.788542,
            69.581483,
            27.207059
        ],
        [
            0.414565,
            0.209425,
            0.20514,
            0.260287,
            0.203018,
            0.09245
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56831,
            -40743,
            -26651,
            -88173,
            -65894,
            -44221
        ],
        [
            1.224462,
            1.237788,
            1.212314,
            1.138202,
            1.208546,
            1.074196
        ],
        [
            397,
            198,
            199,
            397,
            198,
            199
        ],
        [
            173,
            89,
            84,
            173,
            89,
            84
        ],
        [
            224,
            109,
            115,
            224,
            109,
            115
        ],
        [
            43.576826,
            44.949495,
            42.211055,
            43.576826,
            44.949495,
            42.211055
        ],
        [
            1.58543,
            1.515943,
            1.659716,
            1.473742,
            1.48013,
            1.470626
        ],
        [
            41720,
            41720,
            37706,
            55325,
            55325,
            31361
        ],
        [
            -20981,
            -10807,
            -20981,
            -23722,
            -16877,
            -23722
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            90,
            86,
            95,
            90,
            86,
            95
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            24837,
            12333,
            12504,
            24837,
            12333,
            12504
        ],
        [
            0,
            1.572173,
            0,
            0,
            1.572173,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301326,
            77576,
            118105,
            -62186,
            65275,
            -215748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737325800000,
    "first_datapoint_time": 1737405000000,
    "last_datapoint_time": 1759824900000,
    "evaluation_time": 1759825735789,
    "expiration_time": 1766304900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 67,
            "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)