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Trade: ARB/USDT/15/KCU/KCB/7840

Strategy
ARB/USDT/15/KCU/KCB/7840
Pair
ARB_USDT
Interval
15m
Score
369692
Daily Profit
0.243621
Profit Factor
1.644501
Profitability
50.000000
Streak
32.835476
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 22:33
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 109833.337 46389.4382 63443.8988 142641.5893 99256.1707 43385.4186
Total P&L (%) 109.8333 46.3894 63.4439 142.6416 99.2562 43.3854
Avg Daily Profit (%) 0.4218 0.1781 0.2436 0.341 0.2651 0.1385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24369 -14305 -42031 -66243 -21385 -117720
Profit Factor 1.8481 2.493 1.6445 1.5043 2.7216 1.1926
Total Trades 73 37 36 73 37 36
Winning Trades 33 15 18 33 15 18
Losing Trades 40 22 18 40 22 18
Profitability (%) 45.2055 40.5405 50 45.2055 40.5405 50
Ratio Avg Win / Avg Loss 2.2401 3.6565 1.6445 1.8234 3.9917 1.1926
Largest Winning Trade 24759 14484 24759 50900 23970 50900
Largest Losing Trade -22798 -3187 -22798 -62905 -5358 -62905
Avg Bars in Trades 322 45 608 322 45 608
Avg Bars in Winners 582 80 999 582 80 999
Avg Bars in Losers 109 20 216 109 20 216
Bars Traded 23573 1671 21901 23573 1671 21901
Profit Streak 0 0 32.8355 0 0 32.8355
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66514 206663 369692 -68268 298853 -19119

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": 1736340300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758828785166,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            109833.3370045725,
            46389.4382086674,
            63443.8987959052,
            142641.5892907894,
            99256.1707392881,
            43385.4185515014
        ],
        [
            109.833337,
            46.389438,
            63.443899,
            142.641589,
            99.256171,
            43.385419
        ],
        [
            0.421755,
            0.178133,
            0.243621,
            0.340959,
            0.265085,
            0.138475
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24369,
            -14305,
            -42031,
            -66243,
            -21385,
            -117720
        ],
        [
            1.848073,
            2.493034,
            1.644501,
            1.504269,
            2.721626,
            1.19264
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            45.205479,
            40.540541,
            50,
            45.205479,
            40.540541,
            50
        ],
        [
            2.240088,
            3.65645,
            1.644501,
            1.823357,
            3.991718,
            1.19264
        ],
        [
            24759,
            14484,
            24759,
            50900,
            23970,
            50900
        ],
        [
            -22798,
            -3187,
            -22798,
            -62905,
            -5358,
            -62905
        ],
        [
            322,
            45,
            608,
            322,
            45,
            608
        ],
        [
            582,
            80,
            999,
            582,
            80,
            999
        ],
        [
            109,
            20,
            216,
            109,
            20,
            216
        ],
        [
            23573,
            1671,
            21901,
            23573,
            1671,
            21901
        ],
        [
            0,
            0,
            32.835476,
            0,
            0,
            32.835476
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66514,
            206663,
            369692,
            -68268,
            298853,
            -19119
        ]
    ]
}
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": 1736340300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758828785166,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)