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Trade: ARB/USDT/15/DCM/KCU/4302

Strategy
ARB/USDT/15/DCM/KCU/4302
Pair
ARB_USDT
Interval
15m
Score
343076
Daily Profit
0.402726
Profit Factor
1.373659
Profitability
61.777778
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 23:37
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 104878.0309 45042.6331 59835.3978 111665.1591 41973.8528 69691.3062
Total P&L (%) 104.878 45.0426 59.8354 111.6652 41.9739 69.6913
Avg Daily Profit (%) 0.4027 0.173 0.2298 0.2883 0.1347 0.2033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77372 -47733 -46206 -78031 -54831 -43496
Profit Factor 1.3737 1.3107 1.4409 1.3879 1.2788 1.5075
Total Trades 225 112 113 225 112 113
Winning Trades 139 68 71 139 68 71
Losing Trades 86 44 42 86 44 42
Profitability (%) 61.7778 60.7143 62.8319 61.7778 60.7143 62.8319
Ratio Avg Win / Avg Loss 0.8499 0.8481 0.8524 0.8587 0.8275 0.8918
Largest Winning Trade 15644 15644 12804 15775 15775 14691
Largest Losing Trade -33018 -20920 -33018 -30476 -27902 -30476
Avg Bars in Trades 105 139 72 105 139 72
Avg Bars in Winners 65 64 65 65 64 65
Avg Bars in Losers 171 254 84 171 254 84
Bars Traded 23789 15575 8214 23789 15575 8214
Profit Streak 0 6.9326 0 0 6.9326 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 343076 162734 233660 311017 -16583 263806

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736436600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758919075328,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            104878.0309298316,
            45042.6331250001,
            59835.3978048316,
            111665.1590735312,
            41973.852846263,
            69691.3062272683
        ],
        [
            104.878031,
            45.042633,
            59.835398,
            111.665159,
            41.973853,
            69.691306
        ],
        [
            0.402726,
            0.172961,
            0.229765,
            0.288348,
            0.13467,
            0.203267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77372,
            -47733,
            -46206,
            -78031,
            -54831,
            -43496
        ],
        [
            1.373659,
            1.310684,
            1.440941,
            1.387903,
            1.278806,
            1.507509
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            139,
            68,
            71,
            139,
            68,
            71
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            61.777778,
            60.714286,
            62.831858,
            61.777778,
            60.714286,
            62.831858
        ],
        [
            0.84989,
            0.848089,
            0.852387,
            0.858703,
            0.827463,
            0.891766
        ],
        [
            15644,
            15644,
            12804,
            15775,
            15775,
            14691
        ],
        [
            -33018,
            -20920,
            -33018,
            -30476,
            -27902,
            -30476
        ],
        [
            105,
            139,
            72,
            105,
            139,
            72
        ],
        [
            65,
            64,
            65,
            65,
            64,
            65
        ],
        [
            171,
            254,
            84,
            171,
            254,
            84
        ],
        [
            23789,
            15575,
            8214,
            23789,
            15575,
            8214
        ],
        [
            0,
            6.932585,
            0,
            0,
            6.932585,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343076,
            162734,
            233660,
            311017,
            -16583,
            263806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736436600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758919075328,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)