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Trade: ARB/USDT/15/T3/SSF/9819

Strategy
ARB/USDT/15/T3/SSF/9819
Pair
ARB_USDT
Interval
15m
Score
310467
Daily Profit
0.474359
Profit Factor
1.413463
Profitability
42.592593
Streak
4.446906
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 07:28
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 123532.5348 51574.8339 71957.7009 142670.2629 69133.8971 73536.3657
Total P&L (%) 123.5325 51.5748 71.9577 142.6703 69.1339 73.5364
Avg Daily Profit (%) 0.4744 0.198 0.2763 0.341 0.202 0.2119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66028 -69472 -24395 -49606 -47797 -33784
Profit Factor 1.4135 1.3143 1.5344 1.5209 1.4653 1.5869
Total Trades 162 81 81 162 81 81
Winning Trades 69 32 37 69 32 37
Losing Trades 93 49 44 93 49 44
Profitability (%) 42.5926 39.5062 45.679 42.5926 39.5062 45.679
Ratio Avg Win / Avg Loss 1.9051 2.0124 1.8247 2.0499 2.2437 1.8871
Largest Winning Trade 48693 48693 20685 31265 31265 23524
Largest Losing Trade -12175 -12175 -9229 -11943 -11943 -10964
Avg Bars in Trades 151 160 143 151 160 143
Avg Bars in Winners 216 228 205 216 228 205
Avg Bars in Losers 104 115 91 104 115 91
Bars Traded 24584 12971 11613 24584 12971 11613
Profit Streak 4.4469 0 14.8115 4.4469 0 14.8115
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310467 -9776 -2643 293077 -7649 -2872

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": 1736352900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860912683,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 140,
            "offset": 0,
            "a": 0.6794
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            123532.5348383723,
            51574.833926851,
            71957.7009115213,
            142670.2628554034,
            69133.8971221064,
            73536.365733297
        ],
        [
            123.532535,
            51.574834,
            71.957701,
            142.670263,
            69.133897,
            73.536366
        ],
        [
            0.474359,
            0.198045,
            0.276314,
            0.341005,
            0.202001,
            0.211889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66028,
            -69472,
            -24395,
            -49606,
            -47797,
            -33784
        ],
        [
            1.413463,
            1.314252,
            1.534384,
            1.520927,
            1.465293,
            1.5869
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            69,
            32,
            37,
            69,
            32,
            37
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            42.592593,
            39.506173,
            45.679012,
            42.592593,
            39.506173,
            45.679012
        ],
        [
            1.905103,
            2.012448,
            1.824672,
            2.049946,
            2.243731,
            1.887125
        ],
        [
            48693,
            48693,
            20685,
            31265,
            31265,
            23524
        ],
        [
            -12175,
            -12175,
            -9229,
            -11943,
            -11943,
            -10964
        ],
        [
            151,
            160,
            143,
            151,
            160,
            143
        ],
        [
            216,
            228,
            205,
            216,
            228,
            205
        ],
        [
            104,
            115,
            91,
            104,
            115,
            91
        ],
        [
            24584,
            12971,
            11613,
            24584,
            12971,
            11613
        ],
        [
            4.446906,
            0,
            14.811489,
            4.446906,
            0,
            14.811489
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310467,
            -9776,
            -2643,
            293077,
            -7649,
            -2872
        ]
    ]
}
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": 1736352900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860912683,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 140,
            "offset": 0,
            "a": 0.6794
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    }
}

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)