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Trade: ARB/USDT/15/JMA/TEMA/8971

Strategy
ARB/USDT/15/JMA/TEMA/8971
Pair
ARB_USDT
Interval
15m
Score
501140
Daily Profit
0.934606
Profit Factor
1.668746
Profitability
45.275591
Streak
3.077280
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 16:21
Expiration Time
2025-12-23 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243389.9779 118914.816 124475.162 659844.8785 374616.8402 285228.0384
Total P&L (%) 243.39 118.9148 124.4752 659.8449 374.6168 285.228
Avg Daily Profit (%) 0.9346 0.4566 0.478 0.7818 0.5998 0.5192
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30782 -25104 -23504 -200490 -133545 -158585
Profit Factor 1.6687 1.6317 1.7084 1.5082 1.5809 1.4364
Total Trades 254 127 127 254 127 127
Winning Trades 115 59 56 115 59 56
Losing Trades 139 68 71 139 68 71
Profitability (%) 45.2756 46.4567 44.0945 45.2756 46.4567 44.0945
Ratio Avg Win / Avg Loss 2.017 1.8806 2.166 1.8229 1.8221 1.8212
Largest Winning Trade 45928 45928 32335 90341 90341 72741
Largest Losing Trade -10120 -8926 -10120 -77472 -37624 -77472
Avg Bars in Trades 97 98 96 97 98 96
Avg Bars in Winners 149 150 148 149 150 148
Avg Bars in Losers 54 53 55 54 53 55
Bars Traded 24709 12496 12213 24709 12496 12213
Profit Streak 3.0773 5.3794 3.0773 3.0773 5.3794 3.0773
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501140 414502 296997 481348 452152 266172
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737516600000,
    "first_datapoint_time": 1737706500000,
    "last_datapoint_time": 1760015700000,
    "evaluation_time": 1760016076971,
    "expiration_time": 1766495700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 123,
            "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": [
        [
            243389.977946276,
            118914.8159703458,
            124475.1619759301,
            659844.8785387977,
            374616.8401759001,
            285228.038362898
        ],
        [
            243.389978,
            118.914816,
            124.475162,
            659.844879,
            374.61684,
            285.228038
        ],
        [
            0.934606,
            0.456627,
            0.477979,
            0.78176,
            0.599802,
            0.519224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30782,
            -25104,
            -23504,
            -200490,
            -133545,
            -158585
        ],
        [
            1.668746,
            1.631729,
            1.708402,
            1.508191,
            1.580911,
            1.436435
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            139,
            68,
            71,
            139,
            68,
            71
        ],
        [
            45.275591,
            46.456693,
            44.094488,
            45.275591,
            46.456693,
            44.094488
        ],
        [
            2.017006,
            1.880637,
            2.166009,
            1.822944,
            1.822067,
            1.821194
        ],
        [
            45928,
            45928,
            32335,
            90341,
            90341,
            72741
        ],
        [
            -10120,
            -8926,
            -10120,
            -77472,
            -37624,
            -77472
        ],
        [
            97,
            98,
            96,
            97,
            98,
            96
        ],
        [
            149,
            150,
            148,
            149,
            150,
            148
        ],
        [
            54,
            53,
            55,
            54,
            53,
            55
        ],
        [
            24709,
            12496,
            12213,
            24709,
            12496,
            12213
        ],
        [
            3.07728,
            5.379363,
            3.07728,
            3.07728,
            5.379363,
            3.07728
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501140,
            414502,
            296997,
            481348,
            452152,
            266172
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737516600000,
    "first_datapoint_time": 1737706500000,
    "last_datapoint_time": 1760015700000,
    "evaluation_time": 1760016076971,
    "expiration_time": 1766495700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 123,
            "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)