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Trade: ARB/USDT/15/JMA/DEMA/7195

Strategy
ARB/USDT/15/JMA/DEMA/7195
Pair
ARB_USDT
Interval
15m
Score
330745
Daily Profit
0.674956
Profit Factor
1.330995
Profitability
38.402062
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 05:49
Expiration Time
2025-12-25 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 175772.0134 82649.0579 93122.9554 285564.1651 145555.4252 140008.7399
Total P&L (%) 175.772 82.6491 93.123 285.5642 145.5554 140.0087
Avg Daily Profit (%) 0.675 0.3174 0.3576 0.5196 0.3456 0.3368
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67984 -43841 -38440 -134999 -108825 -69452
Profit Factor 1.331 1.3174 1.3441 1.2281 1.231 1.2252
Total Trades 388 194 194 388 194 194
Winning Trades 149 76 73 149 76 73
Losing Trades 239 118 121 239 118 121
Profitability (%) 38.4021 39.1753 37.6289 38.4021 39.1753 37.6289
Ratio Avg Win / Avg Loss 2.135 2.0454 2.2279 1.9699 1.9113 2.0308
Largest Winning Trade 24011 21864 24011 64367 64367 46910
Largest Losing Trade -8352 -6917 -8352 -37640 -18241 -37640
Avg Bars in Trades 63 65 61 63 65 61
Avg Bars in Winners 112 114 111 112 114 111
Avg Bars in Losers 32 33 32 32 33 32
Bars Traded 24647 12644 12003 24647 12644 12003
Profit Streak 0 0 2.8364 0 0 2.8364
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330745 172093 121837 260300 161766 89270
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737650700000,
    "first_datapoint_time": 1737838800000,
    "last_datapoint_time": 1760149800000,
    "evaluation_time": 1760150967172,
    "expiration_time": 1766629800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 30,
            "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": [
        [
            175772.0133527149,
            82649.0579186847,
            93122.9554340301,
            285564.1651185738,
            145555.4252308003,
            140008.7398877739
        ],
        [
            175.772013,
            82.649058,
            93.122955,
            285.564165,
            145.555425,
            140.00874
        ],
        [
            0.674956,
            0.317368,
            0.357588,
            0.519561,
            0.345559,
            0.336755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67984,
            -43841,
            -38440,
            -134999,
            -108825,
            -69452
        ],
        [
            1.330995,
            1.317362,
            1.344115,
            1.228127,
            1.230995,
            1.225219
        ],
        [
            388,
            194,
            194,
            388,
            194,
            194
        ],
        [
            149,
            76,
            73,
            149,
            76,
            73
        ],
        [
            239,
            118,
            121,
            239,
            118,
            121
        ],
        [
            38.402062,
            39.175258,
            37.628866,
            38.402062,
            39.175258,
            37.628866
        ],
        [
            2.134951,
            2.045377,
            2.227916,
            1.969949,
            1.911282,
            2.030843
        ],
        [
            24011,
            21864,
            24011,
            64367,
            64367,
            46910
        ],
        [
            -8352,
            -6917,
            -8352,
            -37640,
            -18241,
            -37640
        ],
        [
            63,
            65,
            61,
            63,
            65,
            61
        ],
        [
            112,
            114,
            111,
            112,
            114,
            111
        ],
        [
            32,
            33,
            32,
            32,
            33,
            32
        ],
        [
            24647,
            12644,
            12003,
            24647,
            12644,
            12003
        ],
        [
            0,
            0,
            2.836425,
            0,
            0,
            2.836426
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330745,
            172093,
            121837,
            260300,
            161766,
            89270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737650700000,
    "first_datapoint_time": 1737838800000,
    "last_datapoint_time": 1760149800000,
    "evaluation_time": 1760150967172,
    "expiration_time": 1766629800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 30,
            "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)