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Trade: ARB/USDT/5/DCM/MIDPRICE/3929

Strategy
ARB/USDT/5/DCM/MIDPRICE/3929
Pair
ARB_USDT
Interval
5m
Score
517324
Daily Profit
0.658996
Profit Factor
2.742455
Profitability
68.421053
Streak
8.122032
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-04 14:25
Expiration Time
2025-12-18 13:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99268.3344 57310.3674 41957.967 144118.7947 76861.7037 67257.091
Total P&L (%) 99.2683 57.3104 41.958 144.1188 76.8617 67.2571
Avg Daily Profit (%) 1.1435 0.6602 0.4833 1.0334 0.659 0.5943
Buy And Hold Return (%) 20.3719 20.3719 20.3719 20.3719 20.3719 20.3719
Max Trade Drawdown -28438 -10123 -23910 -38214 -12358 -33473
Profit Factor 2.3188 2.6664 2.0265 2.4163 2.7425 2.1667
Total Trades 76 38 38 76 38 38
Winning Trades 52 26 26 52 26 26
Losing Trades 24 12 12 24 12 12
Profitability (%) 68.4211 68.4211 68.4211 68.4211 68.4211 68.4211
Ratio Avg Win / Avg Loss 1.0702 1.2306 0.9353 1.1152 1.2657 1
Largest Winning Trade 18633 18633 16758 31675 21729 31675
Largest Losing Trade -16474 -6674 -16474 -24016 -9084 -24016
Avg Bars in Trades 314 298 329 314 298 329
Avg Bars in Winners 337 333 342 337 333 342
Avg Bars in Losers 263 223 302 263 223 302
Bars Traded 23877 11346 12531 23877 11346 12531
Profit Streak 8.122 8.122 13.2054 8.122 8.122 13.2054
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36596 481691 236933 -35057 517324 472159
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752077100000,
    "first_datapoint_time": 1752135300000,
    "last_datapoint_time": 1759576800000,
    "evaluation_time": 1759577143561,
    "expiration_time": 1766056800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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": [
        [
            99268.334381048,
            57310.3673674773,
            41957.9670135707,
            144118.7946690284,
            76861.703679086,
            67257.0909899425
        ],
        [
            99.268334,
            57.310367,
            41.957967,
            144.118795,
            76.861704,
            67.257091
        ],
        [
            1.143513,
            0.660182,
            0.483331,
            1.033393,
            0.658996,
            0.594273
        ],
        [
            20.371912,
            20.371912,
            20.371912,
            20.371912,
            20.371912,
            20.371912
        ],
        [
            -28438,
            -10123,
            -23910,
            -38214,
            -12358,
            -33473
        ],
        [
            2.318843,
            2.666362,
            2.026451,
            2.416314,
            2.742455,
            2.166744
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            68.421053,
            68.421053,
            68.421053,
            68.421053,
            68.421053,
            68.421053
        ],
        [
            1.070235,
            1.230628,
            0.935285,
            1.115222,
            1.265748,
            1.000036
        ],
        [
            18633,
            18633,
            16758,
            31675,
            21729,
            31675
        ],
        [
            -16474,
            -6674,
            -16474,
            -24016,
            -9084,
            -24016
        ],
        [
            314,
            298,
            329,
            314,
            298,
            329
        ],
        [
            337,
            333,
            342,
            337,
            333,
            342
        ],
        [
            263,
            223,
            302,
            263,
            223,
            302
        ],
        [
            23877,
            11346,
            12531,
            23877,
            11346,
            12531
        ],
        [
            8.122032,
            8.122032,
            13.205365,
            8.122032,
            8.122032,
            13.205365
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36596,
            481691,
            236933,
            -35057,
            517324,
            472159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752077100000,
    "first_datapoint_time": 1752135300000,
    "last_datapoint_time": 1759576800000,
    "evaluation_time": 1759577143561,
    "expiration_time": 1766056800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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)