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Trade: ARB/USDT/120/SSF/TEMA/2711

Strategy
ARB/USDT/120/SSF/TEMA/2711
Pair
ARB_USDT
Interval
2h
Score
319197
Daily Profit
0.268594
Profit Factor
1.527267
Profitability
42.553191
Streak
13.857591
Best Strategy
Training Data Length
925.000000
Evaluation Time
2025-10-03 15:34
Expiration Time
2025-11-05 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248449.8109 120474.5912 127975.2197 363705.7376 4162.47 359543.2675
Total P&L (%) 248.4498 120.4746 127.9752 363.7057 4.1625 359.5433
Avg Daily Profit (%) 0.2686 0.1302 0.1384 0.166 0.0044 0.165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88718 -70994 -56429 -921739 -714374 -462091
Profit Factor 1.5273 1.4918 1.5657 1.1292 1.0027 1.2773
Total Trades 141 70 71 141 70 71
Winning Trades 60 27 33 60 27 33
Losing Trades 81 43 38 81 43 38
Profitability (%) 42.5532 38.5714 46.4789 42.5532 38.5714 46.4789
Ratio Avg Win / Avg Loss 2.0618 2.3758 1.803 1.5244 1.597 1.4708
Largest Winning Trade 59803 59803 31080 385349 385349 276192
Largest Losing Trade -21263 -19699 -21263 -202836 -202836 -154796
Avg Bars in Trades 77 70 85 77 70 85
Avg Bars in Winners 129 125 132 129 125 132
Avg Bars in Losers 39 35 44 39 35 44
Bars Traded 10956 4900 6056 10956 4900 6056
Profit Streak 13.8576 0 14.5243 13.8576 0 14.5243
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319197 -115684 -93254 -71920 -668010 -80469
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11100,
    "evaluation_days": 925,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680019200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759494895866,
    "expiration_time": 1762369920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 154,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 62,
            "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": [
        [
            248449.810916364,
            120474.5912164883,
            127975.2196998755,
            363705.7375527223,
            4162.4700108807,
            359543.2675418416
        ],
        [
            248.449811,
            120.474591,
            127.97522,
            363.705738,
            4.16247,
            359.543268
        ],
        [
            0.268594,
            0.130243,
            0.138352,
            0.165984,
            0.004409,
            0.165008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88718,
            -70994,
            -56429,
            -921739,
            -714374,
            -462091
        ],
        [
            1.527267,
            1.491756,
            1.565725,
            1.129173,
            1.00274,
            1.277271
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            42.553191,
            38.571429,
            46.478873,
            42.553191,
            38.571429,
            46.478873
        ],
        [
            2.061811,
            2.37576,
            1.802956,
            1.524383,
            1.596957,
            1.470797
        ],
        [
            59803,
            59803,
            31080,
            385349,
            385349,
            276192
        ],
        [
            -21263,
            -19699,
            -21263,
            -202836,
            -202836,
            -154796
        ],
        [
            77,
            70,
            85,
            77,
            70,
            85
        ],
        [
            129,
            125,
            132,
            129,
            125,
            132
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            10956,
            4900,
            6056,
            10956,
            4900,
            6056
        ],
        [
            13.857591,
            0,
            14.524258,
            13.857591,
            0,
            14.524258
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319197,
            -115684,
            -93254,
            -71920,
            -668010,
            -80469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11100,
    "evaluation_days": 925,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680019200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759494895866,
    "expiration_time": 1762369920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 154,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 62,
            "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)