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Trade: ARB/USDT/120/DCM/ALMA/1079

Strategy
ARB/USDT/120/DCM/ALMA/1079
Pair
ARB_USDT
Interval
2h
Score
334271
Daily Profit
0.171133
Profit Factor
1.290968
Profitability
56.296296
Streak
5.400606
Best Strategy
Training Data Length
916.080000
Evaluation Time
2025-09-26 06:36
Expiration Time
2025-10-27 15:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156771.7607 78818.832 77952.9286 76619.8149 67709.7446 8910.0703
Total P&L (%) 156.7718 78.8188 77.9529 76.6198 67.7097 8.9101
Avg Daily Profit (%) 0.1711 0.086 0.0851 0.0621 0.0565 0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104907 -79135 -75717 -80507 -34412 -82280
Profit Factor 1.291 1.3355 1.2565 1.1963 1.4701 1.0362
Total Trades 135 67 68 135 67 68
Winning Trades 76 37 39 76 37 39
Losing Trades 59 30 29 59 30 29
Profitability (%) 56.2963 55.2239 57.3529 56.2963 55.2239 57.3529
Ratio Avg Win / Avg Loss 1.0022 1.0829 0.9343 0.9287 1.192 0.7705
Largest Winning Trade 33599 33560 33599 38148 38148 31825
Largest Losing Trade -34025 -24612 -34025 -60141 -19907 -60141
Avg Bars in Trades 79 69 89 79 69 89
Avg Bars in Winners 61 48 72 61 48 72
Avg Bars in Losers 103 95 111 103 95 111
Bars Traded 10754 4679 6075 10754 4679 6075
Profit Streak 5.4006 0 38.8173 5.4006 0 38.8173
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334271 -193789 -187993 -114402 -232560 -635366

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681084800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758857812379,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "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": [
        [
            156771.7606719225,
            78818.8320292795,
            77952.9286426429,
            76619.8149369032,
            67709.7446349469,
            8910.0703019564
        ],
        [
            156.771761,
            78.818832,
            77.952929,
            76.619815,
            67.709745,
            8.91007
        ],
        [
            0.171133,
            0.086039,
            0.085094,
            0.062113,
            0.056459,
            0.009318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104907,
            -79135,
            -75717,
            -80507,
            -34412,
            -82280
        ],
        [
            1.290968,
            1.335537,
            1.256517,
            1.196271,
            1.470124,
            1.036168
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            56.296296,
            55.223881,
            57.352941,
            56.296296,
            55.223881,
            57.352941
        ],
        [
            1.002199,
            1.082868,
            0.934333,
            0.928684,
            1.191992,
            0.770484
        ],
        [
            33599,
            33560,
            33599,
            38148,
            38148,
            31825
        ],
        [
            -34025,
            -24612,
            -34025,
            -60141,
            -19907,
            -60141
        ],
        [
            79,
            69,
            89,
            79,
            69,
            89
        ],
        [
            61,
            48,
            72,
            61,
            48,
            72
        ],
        [
            103,
            95,
            111,
            103,
            95,
            111
        ],
        [
            10754,
            4679,
            6075,
            10754,
            4679,
            6075
        ],
        [
            5.400606,
            0,
            38.817273,
            5.400606,
            0,
            38.817273
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334271,
            -193789,
            -187993,
            -114402,
            -232560,
            -635366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681084800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758857812379,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "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)