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Trade: ARB/USDT/30/SSF/DEMA/4290

Strategy
ARB/USDT/30/SSF/DEMA/4290
Pair
ARB_USDT
Interval
30m
Score
328000
Daily Profit
0.313772
Profit Factor
1.522236
Profitability
42.537313
Streak
13.009091
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 15:43
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163421.7137 73090.5783 90331.1354 210698.6011 102888.2121 107810.3891
Total P&L (%) 163.4217 73.0906 90.3311 210.6986 102.8882 107.8104
Avg Daily Profit (%) 0.3138 0.1403 0.1734 0.2179 0.1359 0.1405
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33402 -29807 -25309 -89130 -60347 -64008
Profit Factor 1.5222 1.4412 1.6135 1.3543 1.3258 1.3865
Total Trades 134 67 67 134 67 67
Winning Trades 57 27 30 57 27 30
Losing Trades 77 40 37 77 40 37
Profitability (%) 42.5373 40.2985 44.7761 42.5373 40.2985 44.7761
Ratio Avg Win / Avg Loss 2.0564 2.1351 1.9899 1.8294 1.9641 1.71
Largest Winning Trade 57104 57104 31418 65759 65759 51562
Largest Losing Trade -11714 -10765 -11714 -32777 -32777 -27307
Avg Bars in Trades 181 153 210 181 153 210
Avg Bars in Winners 290 269 308 290 269 308
Avg Bars in Losers 101 74 131 101 74 131
Bars Traded 24387 10251 14136 24387 10251 14136
Profit Streak 13.0091 13.0091 16.2174 13.0091 13.0091 16.2174
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328000 -124326 -108533 261545 -130905 -122679
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714170600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758976985471,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 247,
            "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": [
        [
            163421.7137336321,
            73090.5783428328,
            90331.1353907993,
            210698.6011446265,
            102888.2120517925,
            107810.389092834
        ],
        [
            163.421714,
            73.090578,
            90.331135,
            210.698601,
            102.888212,
            107.810389
        ],
        [
            0.313772,
            0.140335,
            0.173437,
            0.2179,
            0.13593,
            0.140539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33402,
            -29807,
            -25309,
            -89130,
            -60347,
            -64008
        ],
        [
            1.522236,
            1.441164,
            1.613453,
            1.354256,
            1.325763,
            1.386521
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            42.537313,
            40.298507,
            44.776119,
            42.537313,
            40.298507,
            44.776119
        ],
        [
            2.056354,
            2.135058,
            1.989925,
            1.829434,
            1.964093,
            1.710042
        ],
        [
            57104,
            57104,
            31418,
            65759,
            65759,
            51562
        ],
        [
            -11714,
            -10765,
            -11714,
            -32777,
            -32777,
            -27307
        ],
        [
            181,
            153,
            210,
            181,
            153,
            210
        ],
        [
            290,
            269,
            308,
            290,
            269,
            308
        ],
        [
            101,
            74,
            131,
            101,
            74,
            131
        ],
        [
            24387,
            10251,
            14136,
            24387,
            10251,
            14136
        ],
        [
            13.009091,
            13.009091,
            16.217424,
            13.009091,
            13.009091,
            16.217424
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328000,
            -124326,
            -108533,
            261545,
            -130905,
            -122679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714170600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758976985471,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 247,
            "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)