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Trade: ARB/USDT/15/DEMA/WMA/2429

Strategy
ARB/USDT/15/DEMA/WMA/2429
Pair
ARB_USDT
Interval
15m
Score
422810
Daily Profit
0.646763
Profit Factor
1.412370
Profitability
44.400000
Streak
6.604539
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 10:00
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 168429.9325 78058.3163 90371.6162 264408.3145 140599.3105 123809.004
Total P&L (%) 168.4299 78.0583 90.3716 264.4083 140.5993 123.809
Avg Daily Profit (%) 0.6468 0.2997 0.347 0.4978 0.3377 0.3098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49460 -38179 -30981 -56877 -34446 -44321
Profit Factor 1.4124 1.3893 1.4346 1.4564 1.504 1.4122
Total Trades 250 125 125 250 125 125
Winning Trades 111 55 56 111 55 56
Losing Trades 139 70 69 139 70 69
Profitability (%) 44.4 44 44.8 44.4 44 44.8
Ratio Avg Win / Avg Loss 1.7686 1.7682 1.7676 1.8238 1.9141 1.74
Largest Winning Trade 31891 22621 31891 42699 42699 34596
Largest Losing Trade -12851 -12851 -12174 -32768 -22108 -32768
Avg Bars in Trades 98 106 90 98 106 90
Avg Bars in Winners 148 156 141 148 156 141
Avg Bars in Losers 57 66 48 57 66 48
Bars Traded 24590 13317 11273 24590 13317 11273
Profit Streak 6.6045 0 9.2816 6.6045 0 9.2816
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422810 225477 301210 386654 262375 284844
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": 1736358300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759042832215,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 145,
            "offset": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "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": [
        [
            168429.932503639,
            78058.3162642856,
            90371.6162393533,
            264408.3144730923,
            140599.3105021729,
            123809.0039709194
        ],
        [
            168.429933,
            78.058316,
            90.371616,
            264.408314,
            140.599311,
            123.809004
        ],
        [
            0.646763,
            0.29974,
            0.347023,
            0.497781,
            0.337702,
            0.309834
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49460,
            -38179,
            -30981,
            -56877,
            -34446,
            -44321
        ],
        [
            1.41237,
            1.389334,
            1.43458,
            1.456388,
            1.50396,
            1.4122
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            44.4,
            44,
            44.8,
            44.4,
            44,
            44.8
        ],
        [
            1.768644,
            1.768244,
            1.767607,
            1.823765,
            1.91413,
            1.740033
        ],
        [
            31891,
            22621,
            31891,
            42699,
            42699,
            34596
        ],
        [
            -12851,
            -12851,
            -12174,
            -32768,
            -22108,
            -32768
        ],
        [
            98,
            106,
            90,
            98,
            106,
            90
        ],
        [
            148,
            156,
            141,
            148,
            156,
            141
        ],
        [
            57,
            66,
            48,
            57,
            66,
            48
        ],
        [
            24590,
            13317,
            11273,
            24590,
            13317,
            11273
        ],
        [
            6.604539,
            0,
            9.281623,
            6.604539,
            0,
            9.281623
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422810,
            225477,
            301210,
            386654,
            262375,
            284844
        ]
    ]
}
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": 1736358300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759042832215,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 145,
            "offset": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "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)