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Trade: ARB/USDT/5/DEMA/JMA/9615

Strategy
ARB/USDT/5/DEMA/JMA/9615
Pair
ARB_USDT
Interval
5m
Score
343174
Daily Profit
1.200490
Profit Factor
1.340755
Profitability
50.000000
Streak
0.250538
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 01:15
Expiration Time
2025-12-25 00:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104214.5724 81528.0998 22686.4726 40004.9492 52197.14 -12192.1908
Total P&L (%) 104.2146 81.5281 22.6865 40.0049 52.1971 -12.1922
Avg Daily Profit (%) 1.2005 0.9392 0.2613 0.3884 0.485 -0.1497
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105362 -54017 -56525 -69165 -31693 -40586
Profit Factor 1.3408 1.5243 1.1509 1.2014 1.5219 0.8764
Total Trades 262 131 131 262 131 131
Winning Trades 131 65 66 131 65 66
Losing Trades 131 66 65 131 66 65
Profitability (%) 50 49.6183 50.3817 50 49.6183 50.3817
Ratio Avg Win / Avg Loss 1.3408 1.5478 1.1335 1.2014 1.5453 0.8631
Largest Winning Trade 125176 125176 68292 77829 77829 25230
Largest Losing Trade -13535 -8331 -13535 -10857 -7843 -10857
Avg Bars in Trades 94 97 90 94 97 90
Avg Bars in Winners 85 80 90 85 80 90
Avg Bars in Losers 102 114 90 102 114 90
Bars Traded 24674 12801 11873 24674 12801 11873
Profit Streak 0.2505 0.2505 0.9207 0.2505 0.2505 0.9207
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343174 339932 -56636 93370 195396 -585921
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752634500000,
    "first_datapoint_time": 1752696300000,
    "last_datapoint_time": 1760134200000,
    "evaluation_time": 1760134546452,
    "expiration_time": 1766614200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 207,
            "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": [
        [
            104214.5724256221,
            81528.099830037,
            22686.4725955851,
            40004.9492078931,
            52197.1400497604,
            -12192.1908418672
        ],
        [
            104.214572,
            81.5281,
            22.686473,
            40.004949,
            52.19714,
            -12.192191
        ],
        [
            1.20049,
            0.939156,
            0.261335,
            0.388389,
            0.484995,
            -0.149663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105362,
            -54017,
            -56525,
            -69165,
            -31693,
            -40586
        ],
        [
            1.340755,
            1.524327,
            1.150898,
            1.201414,
            1.521895,
            0.876355
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            50,
            49.618321,
            50.381679,
            50,
            49.618321,
            50.381679
        ],
        [
            1.340755,
            1.547778,
            1.13346,
            1.201414,
            1.545309,
            0.863077
        ],
        [
            125176,
            125176,
            68292,
            77829,
            77829,
            25230
        ],
        [
            -13535,
            -8331,
            -13535,
            -10857,
            -7843,
            -10857
        ],
        [
            94,
            97,
            90,
            94,
            97,
            90
        ],
        [
            85,
            80,
            90,
            85,
            80,
            90
        ],
        [
            102,
            114,
            90,
            102,
            114,
            90
        ],
        [
            24674,
            12801,
            11873,
            24674,
            12801,
            11873
        ],
        [
            0.250538,
            0.250538,
            0.920676,
            0.250538,
            0.250538,
            0.920677
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343174,
            339932,
            -56636,
            93370,
            195396,
            -585921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752634500000,
    "first_datapoint_time": 1752696300000,
    "last_datapoint_time": 1760134200000,
    "evaluation_time": 1760134546452,
    "expiration_time": 1766614200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 207,
            "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)