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Trade: ARB/USDT/240/DCM/KCU/7282

Strategy
ARB/USDT/240/DCM/KCU/7282
Pair
ARB_USDT
Interval
4h
Score
482937
Daily Profit
0.155965
Profit Factor
2.023685
Profitability
57.142857
Streak
104.212299
Best Strategy
Training Data Length
934.000000
Evaluation Time
2025-10-12 12:05
Expiration Time
2025-11-11 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254182.647 108511.0064 145671.6407 348697.4573 110588.7556 238108.7017
Total P&L (%) 254.1826 108.511 145.6716 348.6975 110.5888 238.1087
Avg Daily Profit (%) 0.2721 0.1162 0.156 0.1609 0.0798 0.1305
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84036 -90523 -39098 -119766 -107286 -63717
Profit Factor 1.7501 1.552 2.0237 1.7452 1.4159 2.1786
Total Trades 83 41 42 83 41 42
Winning Trades 40 16 24 40 16 24
Losing Trades 43 25 18 43 25 18
Profitability (%) 48.1928 39.0244 57.1429 48.1928 39.0244 57.1429
Ratio Avg Win / Avg Loss 1.8813 2.425 1.5178 1.8761 2.2124 1.6339
Largest Winning Trade 76132 76132 31162 108989 108989 106604
Largest Losing Trade -25324 -25324 -23140 -62020 -50020 -62020
Avg Bars in Trades 64 93 35 64 93 35
Avg Bars in Winners 63 96 41 63 96 41
Avg Bars in Losers 65 91 28 65 91 28
Bars Traded 5348 3847 1501 5348 3847 1501
Profit Streak 18.7123 18.7123 104.2123 18.7123 18.7123 104.2123
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397739 -38837 482937 363159 -88217 -12319
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5604,
    "evaluation_days": 934,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682740800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760259942644,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            254182.6470368354,
            108511.0063507809,
            145671.6406860544,
            348697.4572946191,
            110588.7555998083,
            238108.7016948106
        ],
        [
            254.182647,
            108.511006,
            145.671641,
            348.697457,
            110.588756,
            238.108702
        ],
        [
            0.272144,
            0.116179,
            0.155965,
            0.160855,
            0.079768,
            0.130513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84036,
            -90523,
            -39098,
            -119766,
            -107286,
            -63717
        ],
        [
            1.750051,
            1.551978,
            2.023685,
            1.745201,
            1.415913,
            2.178582
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            48.192771,
            39.02439,
            57.142857,
            48.192771,
            39.02439,
            57.142857
        ],
        [
            1.881305,
            2.424965,
            1.517764,
            1.876091,
            2.212364,
            1.633936
        ],
        [
            76132,
            76132,
            31162,
            108989,
            108989,
            106604
        ],
        [
            -25324,
            -25324,
            -23140,
            -62020,
            -50020,
            -62020
        ],
        [
            64,
            93,
            35,
            64,
            93,
            35
        ],
        [
            63,
            96,
            41,
            63,
            96,
            41
        ],
        [
            65,
            91,
            28,
            65,
            91,
            28
        ],
        [
            5348,
            3847,
            1501,
            5348,
            3847,
            1501
        ],
        [
            18.712299,
            18.712299,
            104.212299,
            18.712299,
            18.712299,
            104.212299
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397739,
            -38837,
            482937,
            363159,
            -88217,
            -12319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5604,
    "evaluation_days": 934,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682740800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760259942644,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)