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Trade: ARB/USDT/15/ALMA/ALMA/4431

Strategy
ARB/USDT/15/ALMA/ALMA/4431
Pair
ARB_USDT
Interval
15m
Score
307116
Daily Profit
0.254845
Profit Factor
1.222648
Profitability
63.333333
Streak
7.069113
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 18:54
Expiration Time
2025-12-25 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66366.8498 21995.2833 44371.5665 42567.2717 3312.545 39254.7267
Total P&L (%) 66.3669 21.9953 44.3716 42.5673 3.3125 39.2547
Avg Daily Profit (%) 0.2548 0.0845 0.1704 0.1363 0.0125 0.1272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45216 -35278 -37746 -71607 -51005 -51241
Profit Factor 1.2226 1.1273 1.3543 1.1215 1.0162 1.269
Total Trades 150 75 75 150 75 75
Winning Trades 95 44 51 95 44 51
Losing Trades 55 31 24 55 31 24
Profitability (%) 63.3333 58.6667 68 63.3333 58.6667 68
Ratio Avg Win / Avg Loss 0.7078 0.7942 0.6373 0.6493 0.716 0.5972
Largest Winning Trade 15358 15358 10691 16479 16479 13281
Largest Losing Trade -27275 -21874 -27275 -34367 -23733 -34367
Avg Bars in Trades 162 167 158 162 167 158
Avg Bars in Winners 129 121 136 129 121 136
Avg Bars in Losers 220 232 204 220 232 204
Bars Traded 24409 12553 11857 24409 12553 11857
Profit Streak 7.0691 10.1941 7.0691 7.0691 10.1941 7.0691
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307116 -223799 -50307 -98919 -602120 -81810
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737698400000,
    "first_datapoint_time": 1737916200000,
    "last_datapoint_time": 1760197500000,
    "evaluation_time": 1760198071412,
    "expiration_time": 1766677500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "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": [
        [
            66366.8497807527,
            21995.2833298755,
            44371.5664508769,
            42567.2717251751,
            3312.5449806382,
            39254.726744537
        ],
        [
            66.36685,
            21.995283,
            44.371566,
            42.567272,
            3.312545,
            39.254727
        ],
        [
            0.254845,
            0.084461,
            0.170385,
            0.136274,
            0.012515,
            0.127235
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45216,
            -35278,
            -37746,
            -71607,
            -51005,
            -51241
        ],
        [
            1.222648,
            1.127269,
            1.354252,
            1.121488,
            1.016202,
            1.269
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            63.333333,
            58.666667,
            68,
            63.333333,
            58.666667,
            68
        ],
        [
            0.707849,
            0.794212,
            0.637295,
            0.649282,
            0.71596,
            0.597176
        ],
        [
            15358,
            15358,
            10691,
            16479,
            16479,
            13281
        ],
        [
            -27275,
            -21874,
            -27275,
            -34367,
            -23733,
            -34367
        ],
        [
            162,
            167,
            158,
            162,
            167,
            158
        ],
        [
            129,
            121,
            136,
            129,
            121,
            136
        ],
        [
            220,
            232,
            204,
            220,
            232,
            204
        ],
        [
            24409,
            12553,
            11857,
            24409,
            12553,
            11857
        ],
        [
            7.069113,
            10.194113,
            7.069113,
            7.069114,
            10.194114,
            7.069114
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307116,
            -223799,
            -50307,
            -98919,
            -602120,
            -81810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737698400000,
    "first_datapoint_time": 1737916200000,
    "last_datapoint_time": 1760197500000,
    "evaluation_time": 1760198071412,
    "expiration_time": 1766677500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "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)