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Trade: ARB/USDT/15/BBM/EMA/1683

Strategy
ARB/USDT/15/BBM/EMA/1683
Pair
ARB_USDT
Interval
15m
Score
314424
Daily Profit
0.640710
Profit Factor
1.413472
Profitability
38.289963
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 18:07
Expiration Time
2025-12-26 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166853.6386 62972.1152 103881.5234 260849.5842 78352.6941 182496.8901
Total P&L (%) 166.8536 62.9721 103.8815 260.8496 78.3527 182.4969
Avg Daily Profit (%) 0.6407 0.2418 0.3989 0.494 0.2224 0.3996
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34489 -38288 -22843 -48883 -80290 -42783
Profit Factor 1.4135 1.3002 1.5361 1.3779 1.218 1.5516
Total Trades 269 134 135 269 134 135
Winning Trades 103 50 53 103 50 53
Losing Trades 166 84 82 166 84 82
Profitability (%) 38.29 37.3134 39.2593 38.29 37.3134 39.2593
Ratio Avg Win / Avg Loss 2.278 2.1843 2.3766 2.2207 2.0462 2.4005
Largest Winning Trade 41859 41859 24836 70216 39723 70216
Largest Losing Trade -10399 -8710 -10399 -33752 -26496 -33752
Avg Bars in Trades 92 93 91 92 93 91
Avg Bars in Winners 155 165 146 155 165 146
Avg Bars in Losers 53 50 55 53 50 55
Bars Traded 24861 12549 12312 24861 12549 12312
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 314424 78411 222843 261452 71229 226456
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737782100000,
    "first_datapoint_time": 1737872100000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760281630570,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 3.97561
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 66,
            "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": [
        [
            166853.6386435117,
            62972.1152484349,
            103881.5233950769,
            260849.5842494966,
            78352.6941379777,
            182496.8901115186
        ],
        [
            166.853639,
            62.972115,
            103.881523,
            260.849584,
            78.352694,
            182.49689
        ],
        [
            0.64071,
            0.24181,
            0.3989,
            0.493994,
            0.222424,
            0.399574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34489,
            -38288,
            -22843,
            -48883,
            -80290,
            -42783
        ],
        [
            1.413472,
            1.300203,
            1.536086,
            1.377891,
            1.218004,
            1.55157
        ],
        [
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            135,
            269,
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        ],
        [
            103,
            50,
            53,
            103,
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        ],
        [
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            82,
            166,
            84,
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        ],
        [
            38.289963,
            37.313433,
            39.259259,
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            37.313433,
            39.259259
        ],
        [
            2.278023,
            2.184341,
            2.376585,
            2.220679,
            2.046247,
            2.400542
        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
            53,
            50,
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            53,
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        ],
        [
            24861,
            12549,
            12312,
            24861,
            12549,
            12312
        ],
        [
            0,
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            0,
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        ],
        [
            0,
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            0,
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        ],
        [
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            1.45,
            0.8,
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            1.45
        ],
        [
            314424,
            78411,
            222843,
            261452,
            71229,
            226456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737782100000,
    "first_datapoint_time": 1737872100000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760281630570,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 3.97561
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 66,
            "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)