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Trade: ARB/USDT/5/SSF/DCM/4521

Strategy
ARB/USDT/5/SSF/DCM/4521
Pair
ARB_USDT
Interval
5m
Score
458042
Daily Profit
1.029602
Profit Factor
1.791838
Profitability
45.283019
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 06:19
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 99328.3034 70202.398 29125.9054 143324.9039 89919.1001 53405.8038
Total P&L (%) 99.3283 70.2024 29.1259 143.3249 89.9191 53.4058
Avg Daily Profit (%) 1.1442 0.8087 0.3355 1.0296 0.7416 0.4942
Buy And Hold Return (%) 21.0367 21.0367 21.0367 21.0367 21.0367 21.0367
Max Trade Drawdown -16500 -16611 -10080 -22454 -29250 -18453
Profit Factor 2.0099 2.2379 1.6994 1.7918 1.8843 1.6733
Total Trades 106 53 53 106 53 53
Winning Trades 48 26 22 48 26 22
Losing Trades 58 27 31 58 27 31
Profitability (%) 45.283 49.0566 41.5094 45.283 49.0566 41.5094
Ratio Avg Win / Avg Loss 2.4286 2.3239 2.3946 2.1651 1.9568 2.3578
Largest Winning Trade 20230 20230 10417 34055 34055 24213
Largest Losing Trade -5208 -5208 -4050 -12177 -12177 -9797
Avg Bars in Trades 229 248 210 229 248 210
Avg Bars in Winners 350 367 330 350 367 330
Avg Bars in Losers 129 133 125 129 133 125
Bars Traded 24332 13172 11160 24332 13172 11160
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 424352 -168164 -219172 458042 -168519 -175520

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751287200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856768654,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 200,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 90,
            "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": [
        [
            99328.3034441174,
            70202.3980311669,
            29125.9054129506,
            143324.9038759136,
            89919.1001135304,
            53405.8037623831
        ],
        [
            99.328303,
            70.202398,
            29.125905,
            143.324904,
            89.9191,
            53.405804
        ],
        [
            1.144203,
            0.80869,
            0.335513,
            1.029602,
            0.741624,
            0.494152
        ],
        [
            21.036669,
            21.036669,
            21.036669,
            21.036669,
            21.036669,
            21.036669
        ],
        [
            -16500,
            -16611,
            -10080,
            -22454,
            -29250,
            -18453
        ],
        [
            2.009895,
            2.237877,
            1.699417,
            1.791838,
            1.884337,
            1.673269
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            45.283019,
            49.056604,
            41.509434,
            45.283019,
            49.056604,
            41.509434
        ],
        [
            2.428623,
            2.323949,
            2.394633,
            2.165138,
            1.956812,
            2.357788
        ],
        [
            20230,
            20230,
            10417,
            34055,
            34055,
            24213
        ],
        [
            -5208,
            -5208,
            -4050,
            -12177,
            -12177,
            -9797
        ],
        [
            229,
            248,
            210,
            229,
            248,
            210
        ],
        [
            350,
            367,
            330,
            350,
            367,
            330
        ],
        [
            129,
            133,
            125,
            129,
            133,
            125
        ],
        [
            24332,
            13172,
            11160,
            24332,
            13172,
            11160
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424352,
            -168164,
            -219172,
            458042,
            -168519,
            -175520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751287200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856768654,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 200,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 90,
            "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)