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Trade: ARB/USDT/15/JMA/HILO/3653

Strategy
ARB/USDT/15/JMA/HILO/3653
Pair
ARB_USDT
Interval
15m
Score
444983
Daily Profit
0.542306
Profit Factor
1.506324
Profitability
47.500000
Streak
7.533911
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 03:48
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 141227.3642 60945.5045 80281.8597 198133.3476 132770.9672 65362.3804
Total P&L (%) 141.2274 60.9455 80.2819 198.1333 132.771 65.3624
Avg Daily Profit (%) 0.5423 0.234 0.3083 0.4203 0.325 0.1933
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33060 -42474 -35943 -107207 -50970 -121831
Profit Factor 1.5063 1.4718 1.5361 1.341 1.5533 1.1916
Total Trades 200 100 100 200 100 100
Winning Trades 95 44 51 95 44 51
Losing Trades 105 56 49 105 56 49
Profitability (%) 47.5 44 51 47.5 44 51
Ratio Avg Win / Avg Loss 1.6649 1.8733 1.4758 1.4822 1.977 1.1449
Largest Winning Trade 47440 47440 22785 61201 61201 37354
Largest Losing Trade -14551 -9005 -14551 -51353 -17531 -51353
Avg Bars in Trades 122 118 126 122 118 126
Avg Bars in Winners 175 167 182 175 167 182
Avg Bars in Losers 74 79 68 74 79 68
Bars Traded 24485 11836 12649 24485 11836 12649
Profit Streak 7.5339 0 9.1902 7.5339 0 9.1902
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444983 199331 330722 331084 266969 -3373
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736514000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758934129887,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 181,
            "offset": 138
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            141227.3642027695,
            60945.5044657596,
            80281.8597370098,
            198133.3476005538,
            132770.9672203063,
            65362.3803802475
        ],
        [
            141.227364,
            60.945504,
            80.28186,
            198.133348,
            132.770967,
            65.36238
        ],
        [
            0.542306,
            0.234028,
            0.308278,
            0.420346,
            0.324958,
            0.193324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33060,
            -42474,
            -35943,
            -107207,
            -50970,
            -121831
        ],
        [
            1.506324,
            1.471845,
            1.536062,
            1.340996,
            1.553342,
            1.191623
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            105,
            56,
            49,
            105,
            56,
            49
        ],
        [
            47.5,
            44,
            51,
            47.5,
            44,
            51
        ],
        [
            1.664885,
            1.873257,
            1.475824,
            1.482154,
            1.97698,
            1.144893
        ],
        [
            47440,
            47440,
            22785,
            61201,
            61201,
            37354
        ],
        [
            -14551,
            -9005,
            -14551,
            -51353,
            -17531,
            -51353
        ],
        [
            122,
            118,
            126,
            122,
            118,
            126
        ],
        [
            175,
            167,
            182,
            175,
            167,
            182
        ],
        [
            74,
            79,
            68,
            74,
            79,
            68
        ],
        [
            24485,
            11836,
            12649,
            24485,
            11836,
            12649
        ],
        [
            7.533911,
            0,
            9.190161,
            7.533911,
            0,
            9.190161
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444983,
            199331,
            330722,
            331084,
            266969,
            -3373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736514000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758934129887,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 181,
            "offset": 138
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)