← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ARB/USDT/15/SSF/BBM/4854

Strategy
ARB/USDT/15/SSF/BBM/4854
Pair
ARB_USDT
Interval
15m
Score
325185
Daily Profit
0.590260
Profit Factor
1.395856
Profitability
40.833333
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 08:30
Expiration Time
2025-12-21 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 153715.4535 73392.12 80323.3336 226178.9056 133136.8503 93042.0552
Total P&L (%) 153.7155 73.3921 80.3233 226.1789 133.1369 93.0421
Avg Daily Profit (%) 0.5903 0.2818 0.3084 0.455 0.3256 0.2529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48191 -51563 -23734 -121077 -46499 -75084
Profit Factor 1.3959 1.3937 1.3978 1.3607 1.4609 1.2752
Total Trades 240 120 120 240 120 120
Winning Trades 98 51 47 98 51 47
Losing Trades 142 69 73 142 69 73
Profitability (%) 40.8333 42.5 39.1667 40.8333 42.5 39.1667
Ratio Avg Win / Avg Loss 2.0226 1.8856 2.1711 1.9717 1.9765 1.9806
Largest Winning Trade 24485 21762 24485 42819 40221 42819
Largest Losing Trade -10507 -8918 -10507 -34308 -20096 -34308
Avg Bars in Trades 103 102 103 103 102 103
Avg Bars in Winners 160 157 163 160 157 163
Avg Bars in Losers 64 62 65 64 62 65
Bars Traded 24774 12347 12427 24774 12347 12427
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325185 199458 161887 275844 227698 117805
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737315000000,
    "first_datapoint_time": 1737413100000,
    "last_datapoint_time": 1759814100000,
    "evaluation_time": 1759815017156,
    "expiration_time": 1766294100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 110,
            "offset": 0,
            "std": 4.12589
        }
    }
}
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": [
        [
            153715.4535280623,
            73392.119957515,
            80323.3335705472,
            226178.9055768262,
            133136.8503349703,
            93042.0552418561
        ],
        [
            153.715454,
            73.39212,
            80.323334,
            226.178906,
            133.13685,
            93.042055
        ],
        [
            0.59026,
            0.281822,
            0.308438,
            0.45502,
            0.325564,
            0.252887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48191,
            -51563,
            -23734,
            -121077,
            -46499,
            -75084
        ],
        [
            1.395856,
            1.393712,
            1.397836,
            1.360727,
            1.4609,
            1.275153
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            142,
            69,
            73,
            142,
            69,
            73
        ],
        [
            40.833333,
            42.5,
            39.166667,
            40.833333,
            42.5,
            39.166667
        ],
        [
            2.022567,
            1.88561,
            2.171107,
            1.971665,
            1.976511,
            1.980557
        ],
        [
            24485,
            21762,
            24485,
            42819,
            40221,
            42819
        ],
        [
            -10507,
            -8918,
            -10507,
            -34308,
            -20096,
            -34308
        ],
        [
            103,
            102,
            103,
            103,
            102,
            103
        ],
        [
            160,
            157,
            163,
            160,
            157,
            163
        ],
        [
            64,
            62,
            65,
            64,
            62,
            65
        ],
        [
            24774,
            12347,
            12427,
            24774,
            12347,
            12427
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325185,
            199458,
            161887,
            275844,
            227698,
            117805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737315000000,
    "first_datapoint_time": 1737413100000,
    "last_datapoint_time": 1759814100000,
    "evaluation_time": 1759815017156,
    "expiration_time": 1766294100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 110,
            "offset": 0,
            "std": 4.12589
        }
    }
}

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)