← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/5/SMA/BBM/9473

Strategy
ARB/USDT/5/SMA/BBM/9473
Pair
ARB_USDT
Interval
5m
Score
305959
Daily Profit
0.698453
Profit Factor
1.465869
Profitability
41.509434
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 05:34
Expiration Time
2025-12-27 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60632.6729 17352.069 43280.6039 63808.3043 6247.9443 57560.36
Total P&L (%) 60.6327 17.3521 43.2806 63.8083 6.2479 57.5604
Avg Daily Profit (%) 0.6985 0.1999 0.4986 0.5701 0.0698 0.5251
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34121 -37330 -15213 -64601 -68212 -29485
Profit Factor 1.4659 1.2268 1.8067 1.302 1.0517 1.6359
Total Trades 106 53 53 106 53 53
Winning Trades 44 18 26 44 18 26
Losing Trades 62 35 27 62 35 27
Profitability (%) 41.5094 33.9623 49.0566 41.5094 33.9623 49.0566
Ratio Avg Win / Avg Loss 2.0655 2.3855 1.8762 1.8347 2.0451 1.6988
Largest Winning Trade 20973 19739 20973 31158 28788 31158
Largest Losing Trade -6562 -6562 -5301 -10434 -10434 -9536
Avg Bars in Trades 231 229 233 231 229 233
Avg Bars in Winners 357 386 337 357 386 337
Avg Bars in Losers 141 148 132 141 148 132
Bars Traded 24492 12143 12349 24492 12143 12349
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 305959 -188802 -170699 238052 -616483 -169701
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752822900000,
    "first_datapoint_time": 1752894000000,
    "last_datapoint_time": 1760322600000,
    "evaluation_time": 1760322893297,
    "expiration_time": 1766802600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 137,
            "offset": 234,
            "std": 1.42291
        }
    }
}
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": [
        [
            60632.6729010354,
            17352.0689631748,
            43280.6039378606,
            63808.3043123435,
            6247.9443076377,
            57560.3600047058
        ],
        [
            60.632673,
            17.352069,
            43.280604,
            63.808304,
            6.247944,
            57.56036
        ],
        [
            0.698453,
            0.199886,
            0.498567,
            0.570133,
            0.069838,
            0.52509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34121,
            -37330,
            -15213,
            -64601,
            -68212,
            -29485
        ],
        [
            1.465869,
            1.226829,
            1.806702,
            1.302021,
            1.051742,
            1.63589
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            41.509434,
            33.962264,
            49.056604,
            41.509434,
            33.962264,
            49.056604
        ],
        [
            2.065543,
            2.385502,
            1.876191,
            1.834667,
            2.045054,
            1.698809
        ],
        [
            20973,
            19739,
            20973,
            31158,
            28788,
            31158
        ],
        [
            -6562,
            -6562,
            -5301,
            -10434,
            -10434,
            -9536
        ],
        [
            231,
            229,
            233,
            231,
            229,
            233
        ],
        [
            357,
            386,
            337,
            357,
            386,
            337
        ],
        [
            141,
            148,
            132,
            141,
            148,
            132
        ],
        [
            24492,
            12143,
            12349,
            24492,
            12143,
            12349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305959,
            -188802,
            -170699,
            238052,
            -616483,
            -169701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752822900000,
    "first_datapoint_time": 1752894000000,
    "last_datapoint_time": 1760322600000,
    "evaluation_time": 1760322893297,
    "expiration_time": 1766802600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 137,
            "offset": 234,
            "std": 1.42291
        }
    }
}

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)