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Trade: ARB/USDT/240/SSF/DEMA/2649

Strategy
ARB/USDT/240/SSF/DEMA/2649
Pair
ARB_USDT
Interval
4h
Score
314415
Daily Profit
0.185835
Profit Factor
1.507454
Profitability
44.827586
Streak
21.607311
Best Strategy
Training Data Length
929.170000
Evaluation Time
2025-10-07 17:34
Expiration Time
2025-11-06 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 172672.3638 80201.1858 92471.1781 166451.7922 -13418.3509 179870.1431
Total P&L (%) 172.6724 80.2012 92.4712 166.4518 -13.4184 179.8701
Avg Daily Profit (%) 0.1858 0.0863 0.0995 0.1055 -0.0155 0.1108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64452 -60369 -61688 -280323 -254327 -255853
Profit Factor 1.5075 1.4778 1.5364 1.159 0.9755 1.3607
Total Trades 87 43 44 87 43 44
Winning Trades 39 17 22 39 17 22
Losing Trades 48 26 22 48 26 22
Profitability (%) 44.8276 39.5349 50 44.8276 39.5349 50
Ratio Avg Win / Avg Loss 1.8553 2.2601 1.5364 1.4265 1.492 1.3607
Largest Winning Trade 58911 58911 39367 158632 158632 111063
Largest Losing Trade -22428 -15227 -22428 -83811 -59970 -83811
Avg Bars in Trades 62 54 71 62 54 71
Avg Bars in Winners 98 90 105 98 90 105
Avg Bars in Losers 33 30 38 33 30 38
Bars Traded 5476 2324 3152 5476 2324 3152
Profit Streak 21.6073 0 45.9406 21.6073 0 45.9406
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314415 -79457 -56427 -98961 -583130 -43542
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5575,
    "evaluation_days": 929.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680278400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847671696,
    "expiration_time": 1762430400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 50,
            "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": [
        [
            172672.3638390552,
            80201.185768215,
            92471.1780708404,
            166451.7922396706,
            -13418.3508872087,
            179870.1431268794
        ],
        [
            172.672364,
            80.201186,
            92.471178,
            166.451792,
            -13.418351,
            179.870143
        ],
        [
            0.185835,
            0.086315,
            0.09952,
            0.105529,
            -0.015505,
            0.110822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64452,
            -60369,
            -61688,
            -280323,
            -254327,
            -255853
        ],
        [
            1.507454,
            1.477754,
            1.536374,
            1.158996,
            0.975526,
            1.360737
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            44.827586,
            39.534884,
            50,
            44.827586,
            39.534884,
            50
        ],
        [
            1.855328,
            2.260094,
            1.536374,
            1.426457,
            1.491981,
            1.360737
        ],
        [
            58911,
            58911,
            39367,
            158632,
            158632,
            111063
        ],
        [
            -22428,
            -15227,
            -22428,
            -83811,
            -59970,
            -83811
        ],
        [
            62,
            54,
            71,
            62,
            54,
            71
        ],
        [
            98,
            90,
            105,
            98,
            90,
            105
        ],
        [
            33,
            30,
            38,
            33,
            30,
            38
        ],
        [
            5476,
            2324,
            3152,
            5476,
            2324,
            3152
        ],
        [
            21.607311,
            0,
            45.940645,
            21.607311,
            0,
            45.940645
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314415,
            -79457,
            -56427,
            -98961,
            -583130,
            -43542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5575,
    "evaluation_days": 929.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680278400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847671696,
    "expiration_time": 1762430400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 50,
            "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)