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Trade: ARB/USDT/15/SMA/RMA/2164

Strategy
ARB/USDT/15/SMA/RMA/2164
Pair
ARB_USDT
Interval
15m
Score
574425
Daily Profit
0.853306
Profit Factor
2.483911
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
110.360000
Evaluation Time
2025-09-28 04:23
Expiration Time
2025-10-26 12:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 151058.4092 96681.5001 54376.909 276434.641 155413.4644 121021.1766
Total P&L (%) 151.0584 96.6815 54.3769 276.4346 155.4135 121.0212
Avg Daily Profit (%) 1.3688 0.8761 0.4927 1.2084 0.8533 0.7212
Buy And Hold Return (%) 27.1491 27.1491 27.1491 27.1491 27.1491 27.1491
Max Trade Drawdown -31342 -15111 -31365 -61050 -25270 -60997
Profit Factor 2.5182 3.0007 2.0626 2.3385 2.4839 2.1888
Total Trades 63 31 32 63 31 32
Winning Trades 40 21 19 40 21 19
Losing Trades 23 10 13 23 10 13
Profitability (%) 63.4921 67.7419 59.375 63.4921 67.7419 59.375
Ratio Avg Win / Avg Loss 1.448 1.4289 1.4113 1.3446 1.1828 1.4976
Largest Winning Trade 23427 23427 15439 52256 52256 30144
Largest Losing Trade -22044 -10015 -22044 -45518 -25270 -45518
Avg Bars in Trades 162 171 153 162 171 153
Avg Bars in Winners 165 176 153 165 176 153
Avg Bars in Losers 156 161 153 156 161 153
Bars Traded 10215 5314 4901 10215 5314 4901
Profit Streak 5.9125 0 12.8604 5.9125 0 12.8604
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134448 547606 232408 -133977 574425 493432
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 10595,
    "actual_packets": 10595,
    "evaluation_days": 110.36,
    "actual_first_datapoint_time": 1749192300000,
    "first_datapoint_time": 1749312900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759022635764,
    "expiration_time": 1761473124000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 91,
            "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": [
        [
            151058.4091832491,
            96681.5001403577,
            54376.9090428914,
            276434.6410184584,
            155413.4644392582,
            121021.1765792002
        ],
        [
            151.058409,
            96.6815,
            54.376909,
            276.434641,
            155.413464,
            121.021177
        ],
        [
            1.368779,
            0.876056,
            0.492723,
            1.208379,
            0.853306,
            0.721226
        ],
        [
            27.149059,
            27.149059,
            27.149059,
            27.149059,
            27.149059,
            27.149059
        ],
        [
            -31342,
            -15111,
            -31365,
            -61050,
            -25270,
            -60997
        ],
        [
            2.518225,
            3.00068,
            2.062621,
            2.338459,
            2.483911,
            2.188816
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            63.492063,
            67.741935,
            59.375,
            63.492063,
            67.741935,
            59.375
        ],
        [
            1.447979,
            1.428895,
            1.411267,
            1.344614,
            1.182815,
            1.497611
        ],
        [
            23427,
            23427,
            15439,
            52256,
            52256,
            30144
        ],
        [
            -22044,
            -10015,
            -22044,
            -45518,
            -25270,
            -45518
        ],
        [
            162,
            171,
            153,
            162,
            171,
            153
        ],
        [
            165,
            176,
            153,
            165,
            176,
            153
        ],
        [
            156,
            161,
            153,
            156,
            161,
            153
        ],
        [
            10215,
            5314,
            4901,
            10215,
            5314,
            4901
        ],
        [
            5.912451,
            0,
            12.860368,
            5.912451,
            0,
            12.860368
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134448,
            547606,
            232408,
            -133977,
            574425,
            493432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 10595,
    "actual_packets": 10595,
    "evaluation_days": 110.36,
    "actual_first_datapoint_time": 1749192300000,
    "first_datapoint_time": 1749312900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759022635764,
    "expiration_time": 1761473124000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 91,
            "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)