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Trade: ARB/USDT/5/DCM/TEMA/4006

Strategy
ARB/USDT/5/DCM/TEMA/4006
Pair
ARB_USDT
Interval
5m
Score
436875
Daily Profit
0.947495
Profit Factor
1.576358
Profitability
50.833333
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-01 21:55
Expiration Time
2025-12-15 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92335.3884 63236.6127 29098.7757 126743.2788 81674.3895 45068.8893
Total P&L (%) 92.3354 63.2366 29.0988 126.7433 81.6744 45.0689
Avg Daily Profit (%) 1.0636 0.7284 0.3352 0.9475 0.6901 0.4295
Buy And Hold Return (%) 30.6791 30.6791 30.6791 30.6791 30.6791 30.6791
Max Trade Drawdown -27497 -14142 -15821 -65805 -31284 -36684
Profit Factor 1.7857 2.1617 1.4613 1.5764 1.7949 1.3847
Total Trades 120 60 60 120 60 60
Winning Trades 61 31 30 61 31 30
Losing Trades 59 29 30 59 29 30
Profitability (%) 50.8333 51.6667 50 50.8333 51.6667 50
Ratio Avg Win / Avg Loss 1.7272 2.0223 1.4613 1.5247 1.6791 1.3847
Largest Winning Trade 19983 19983 12356 28034 28034 23807
Largest Losing Trade -13896 -4603 -13896 -32412 -11255 -32412
Avg Bars in Trades 202 209 195 202 209 195
Avg Bars in Winners 270 295 245 270 295 245
Avg Bars in Losers 132 117 146 132 117 146
Bars Traded 24300 12566 11734 24300 12566 11734
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 422719 -160863 -327058 436875 -159107 -180796
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751844900000,
    "first_datapoint_time": 1751915700000,
    "last_datapoint_time": 1759344600000,
    "evaluation_time": 1759344932490,
    "expiration_time": 1765824600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 208,
            "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": [
        [
            92335.3884353437,
            63236.6127252573,
            29098.7757100864,
            126743.2787798951,
            81674.3895063908,
            45068.8892735043
        ],
        [
            92.335388,
            63.236613,
            29.098776,
            126.743279,
            81.67439,
            45.068889
        ],
        [
            1.063649,
            0.728448,
            0.335201,
            0.947495,
            0.690132,
            0.429486
        ],
        [
            30.679087,
            30.679087,
            30.679087,
            30.679087,
            30.679087,
            30.679087
        ],
        [
            -27497,
            -14142,
            -15821,
            -65805,
            -31284,
            -36684
        ],
        [
            1.785707,
            2.161728,
            1.461259,
            1.576358,
            1.794919,
            1.384684
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            50.833333,
            51.666667,
            50,
            50.833333,
            51.666667,
            50
        ],
        [
            1.727159,
            2.022261,
            1.461259,
            1.524674,
            1.679118,
            1.384684
        ],
        [
            19983,
            19983,
            12356,
            28034,
            28034,
            23807
        ],
        [
            -13896,
            -4603,
            -13896,
            -32412,
            -11255,
            -32412
        ],
        [
            202,
            209,
            195,
            202,
            209,
            195
        ],
        [
            270,
            295,
            245,
            270,
            295,
            245
        ],
        [
            132,
            117,
            146,
            132,
            117,
            146
        ],
        [
            24300,
            12566,
            11734,
            24300,
            12566,
            11734
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422719,
            -160863,
            -327058,
            436875,
            -159107,
            -180796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751844900000,
    "first_datapoint_time": 1751915700000,
    "last_datapoint_time": 1759344600000,
    "evaluation_time": 1759344932490,
    "expiration_time": 1765824600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 208,
            "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)