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Trade: ARB/USDT/15/MIDPRICE/JMA/7665

Strategy
ARB/USDT/15/MIDPRICE/JMA/7665
Pair
ARB_USDT
Interval
15m
Score
321506
Daily Profit
0.522989
Profit Factor
1.422779
Profitability
42.718447
Streak
3.970463
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 03:17
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 136196.8684 59439.5949 76757.2735 180704.6876 107891.518 72813.1696
Total P&L (%) 136.1969 59.4396 76.7573 180.7047 107.8915 72.8132
Avg Daily Profit (%) 0.523 0.2282 0.2947 0.3971 0.2814 0.2103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36592 -51915 -22920 -116644 -57851 -64058
Profit Factor 1.4228 1.3616 1.4865 1.322 1.3967 1.2517
Total Trades 206 103 103 206 103 103
Winning Trades 88 43 45 88 43 45
Losing Trades 118 60 58 118 60 58
Profitability (%) 42.7184 41.7476 43.6893 42.7184 41.7476 43.6893
Ratio Avg Win / Avg Loss 1.9078 1.9 1.9159 1.7727 1.9489 1.6133
Largest Winning Trade 40525 40525 21145 52394 52394 35402
Largest Losing Trade -12987 -10904 -12987 -40798 -17042 -40798
Avg Bars in Trades 118 114 123 118 114 123
Avg Bars in Winners 194 183 204 194 183 204
Avg Bars in Losers 62 64 60 62 64 60
Bars Traded 24503 11791 12712 24503 11791 12712
Profit Streak 3.9705 0 8.1371 3.9705 0 8.1371
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321506 138441 279552 260602 187861 201921

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": 1736402400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758845848011,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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": [
        [
            136196.8684030886,
            59439.5949407659,
            76757.2734623227,
            180704.687556816,
            107891.5179768488,
            72813.1695799673
        ],
        [
            136.196868,
            59.439595,
            76.757273,
            180.704688,
            107.891518,
            72.81317
        ],
        [
            0.522989,
            0.228245,
            0.294744,
            0.39712,
            0.281421,
            0.210282
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36592,
            -51915,
            -22920,
            -116644,
            -57851,
            -64058
        ],
        [
            1.422779,
            1.361644,
            1.48646,
            1.32198,
            1.396704,
            1.251722
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            42.718447,
            41.747573,
            43.68932,
            42.718447,
            41.747573,
            43.68932
        ],
        [
            1.907818,
            1.899969,
            1.915882,
            1.772655,
            1.948889,
            1.613331
        ],
        [
            40525,
            40525,
            21145,
            52394,
            52394,
            35402
        ],
        [
            -12987,
            -10904,
            -12987,
            -40798,
            -17042,
            -40798
        ],
        [
            118,
            114,
            123,
            118,
            114,
            123
        ],
        [
            194,
            183,
            204,
            194,
            183,
            204
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            24503,
            11791,
            12712,
            24503,
            11791,
            12712
        ],
        [
            3.970463,
            0,
            8.13713,
            3.970463,
            0,
            8.13713
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321506,
            138441,
            279552,
            260602,
            187861,
            201921
        ]
    ]
}
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": 1736402400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758845848011,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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)