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Trade: ARB/USDT/15/SSF/KCU/7516

Strategy
ARB/USDT/15/SSF/KCU/7516
Pair
ARB_USDT
Interval
15m
Score
314896
Daily Profit
0.303858
Profit Factor
1.237782
Profitability
54.375000
Streak
4.302192
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 08:15
Expiration Time
2025-12-23 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79130.5804 28780.3357 50350.2447 58742.5602 7583.2766 51159.2835
Total P&L (%) 79.1306 28.7803 50.3502 58.7426 7.5833 51.1593
Avg Daily Profit (%) 0.3039 0.1105 0.1933 0.1776 0.0281 0.1588
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70394 -59563 -44687 -54838 -54674 -27951
Profit Factor 1.2378 1.1395 1.398 1.2031 1.04 1.5133
Total Trades 160 80 80 160 80 80
Winning Trades 87 41 46 87 41 46
Losing Trades 73 39 34 73 39 34
Profitability (%) 54.375 51.25 57.5 54.375 51.25 57.5
Ratio Avg Win / Avg Loss 1.0386 1.0839 1.0333 1.0095 0.9893 1.1185
Largest Winning Trade 25258 25258 12594 24543 24543 10227
Largest Losing Trade -22412 -22412 -21655 -20985 -20985 -12738
Avg Bars in Trades 154 214 93 154 214 93
Avg Bars in Winners 151 207 101 151 207 101
Avg Bars in Losers 157 221 83 157 221 83
Bars Traded 24679 17164 7515 24679 17164 7515
Profit Streak 4.3022 9.4376 4.3022 4.3022 9.4376 4.3022
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314896 -135308 -12604 241390 -518941 -12141
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737486900000,
    "first_datapoint_time": 1737659700000,
    "last_datapoint_time": 1759986000000,
    "evaluation_time": 1759986909420,
    "expiration_time": 1766466000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 193,
            "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": [
        [
            79130.5804264745,
            28780.3356940006,
            50350.2447324738,
            58742.5601513894,
            7583.2766106856,
            51159.2835407037
        ],
        [
            79.13058,
            28.780336,
            50.350245,
            58.74256,
            7.583277,
            51.159284
        ],
        [
            0.303858,
            0.110515,
            0.193342,
            0.177607,
            0.028072,
            0.158779
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70394,
            -59563,
            -44687,
            -54838,
            -54674,
            -27951
        ],
        [
            1.237782,
            1.139521,
            1.398005,
            1.203052,
            1.03999,
            1.5133
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            54.375,
            51.25,
            57.5,
            54.375,
            51.25,
            57.5
        ],
        [
            1.038599,
            1.083935,
            1.033308,
            1.009458,
            0.989259,
            1.118526
        ],
        [
            25258,
            25258,
            12594,
            24543,
            24543,
            10227
        ],
        [
            -22412,
            -22412,
            -21655,
            -20985,
            -20985,
            -12738
        ],
        [
            154,
            214,
            93,
            154,
            214,
            93
        ],
        [
            151,
            207,
            101,
            151,
            207,
            101
        ],
        [
            157,
            221,
            83,
            157,
            221,
            83
        ],
        [
            24679,
            17164,
            7515,
            24679,
            17164,
            7515
        ],
        [
            4.302192,
            9.437609,
            4.302192,
            4.302192,
            9.437609,
            4.302192
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314896,
            -135308,
            -12604,
            241390,
            -518941,
            -12141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737486900000,
    "first_datapoint_time": 1737659700000,
    "last_datapoint_time": 1759986000000,
    "evaluation_time": 1759986909420,
    "expiration_time": 1766466000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 193,
            "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)