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Trade: ARB/USDT/360/SUPERTREND/JMA/7681

Strategy
ARB/USDT/360/SUPERTREND/JMA/7681
Pair
ARB_USDT
Interval
6h
Score
302494
Daily Profit
0.164510
Profit Factor
1.275343
Profitability
53.741497
Streak
0.000000
Best Strategy
Training Data Length
926.250000
Evaluation Time
2025-10-04 18:44
Expiration Time
2025-11-03 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 152377.4193 67139.9777 85237.4416 76515.2761 80062.2506 -3546.9745
Total P&L (%) 152.3774 67.14 85.2374 76.5153 80.0623 -3.547
Avg Daily Profit (%) 0.1645 0.0725 0.092 0.0614 0.0635 -0.0039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104655 -49024 -86248 -187252 -76312 -144226
Profit Factor 1.2753 1.2689 1.2806 1.0844 1.1961 0.9929
Total Trades 147 73 74 147 73 74
Winning Trades 79 38 41 79 38 41
Losing Trades 68 35 33 68 35 33
Profitability (%) 53.7415 52.0548 55.4054 53.7415 52.0548 55.4054
Ratio Avg Win / Avg Loss 1.0978 1.1687 1.0308 0.9334 1.1016 0.7991
Largest Winning Trade 52684 52684 40333 72569 72569 48894
Largest Losing Trade -25875 -15565 -25875 -50562 -41586 -50562
Avg Bars in Trades 24 20 27 24 20 27
Avg Bars in Winners 28 21 33 28 21 33
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 3590 1523 2067 3590 1523 2067
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302494 -167869 -133343 -239197 -184390 -643979
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3705,
    "evaluation_days": 926.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681624800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759592669916,
    "expiration_time": 1762171200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 95,
            "offset": 0,
            "multiplier": 2.86728
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "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": [
        [
            152377.4193049716,
            67139.9776585311,
            85237.4416464406,
            76515.2760962373,
            80062.2505823386,
            -3546.9744861011
        ],
        [
            152.377419,
            67.139978,
            85.237442,
            76.515276,
            80.062251,
            -3.546974
        ],
        [
            0.16451,
            0.072486,
            0.092024,
            0.061367,
            0.063516,
            -0.003899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104655,
            -49024,
            -86248,
            -187252,
            -76312,
            -144226
        ],
        [
            1.275343,
            1.268893,
            1.280647,
            1.084389,
            1.196063,
            0.992883
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            53.741497,
            52.054795,
            55.405405,
            53.741497,
            52.054795,
            55.405405
        ],
        [
            1.097764,
            1.168717,
            1.030764,
            0.933398,
            1.101637,
            0.799149
        ],
        [
            52684,
            52684,
            40333,
            72569,
            72569,
            48894
        ],
        [
            -25875,
            -15565,
            -25875,
            -50562,
            -41586,
            -50562
        ],
        [
            24,
            20,
            27,
            24,
            20,
            27
        ],
        [
            28,
            21,
            33,
            28,
            21,
            33
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            3590,
            1523,
            2067,
            3590,
            1523,
            2067
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302494,
            -167869,
            -133343,
            -239197,
            -184390,
            -643979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3705,
    "evaluation_days": 926.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681624800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759592669916,
    "expiration_time": 1762171200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 95,
            "offset": 0,
            "multiplier": 2.86728
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "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)