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Trade: ARB/USDT/3/DCM/DCM/8699

Strategy
ARB/USDT/3/DCM/DCM/8699
Pair
ARB_USDT
Interval
3m
Score
411197
Daily Profit
1.024597
Profit Factor
1.488767
Profitability
63.013699
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-11 07:42
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 53360.9975 30815.3088 22545.6888 57754.8077 28343.9523 29410.8553
Total P&L (%) 53.361 30.8153 22.5457 57.7548 28.344 29.4109
Avg Daily Profit (%) 1.0246 0.5917 0.4329 0.8792 0.4803 0.4963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27973 -17474 -18239 -31012 -28809 -21126
Profit Factor 1.4888 1.4565 1.541 1.4024 1.3107 1.5625
Total Trades 146 73 73 146 73 73
Winning Trades 92 43 49 92 43 49
Losing Trades 54 30 24 54 30 24
Profitability (%) 63.0137 58.9041 67.1233 63.0137 58.9041 67.1233
Ratio Avg Win / Avg Loss 0.8738 1.0162 0.7548 0.8232 0.9144 0.7653
Largest Winning Trade 18415 18415 10961 19342 19342 13167
Largest Losing Trade -14892 -10571 -14892 -17740 -17326 -17740
Avg Bars in Trades 166 191 140 166 191 140
Avg Bars in Winners 122 149 99 122 149 99
Avg Bars in Losers 240 251 226 240 251 226
Bars Traded 24247 13957 10290 24247 13957 10290
Profit Streak 0 14.9047 0 0 14.9047 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411197 -62122 -67207 398204 -65852 -64506
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754588880000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760157769266,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 230,
            "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": [
        [
            53360.9975462397,
            30815.3087628687,
            22545.688783371,
            57754.8076708891,
            28343.9523453726,
            29410.8553255165
        ],
        [
            53.360998,
            30.815309,
            22.545689,
            57.754808,
            28.343952,
            29.410855
        ],
        [
            1.024597,
            0.591692,
            0.432905,
            0.879172,
            0.480304,
            0.496277
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27973,
            -17474,
            -18239,
            -31012,
            -28809,
            -21126
        ],
        [
            1.488767,
            1.456526,
            1.540986,
            1.40243,
            1.310678,
            1.562536
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            63.013699,
            58.90411,
            67.123288,
            63.013699,
            58.90411,
            67.123288
        ],
        [
            0.873841,
            1.016181,
            0.754769,
            0.823166,
            0.914427,
            0.765324
        ],
        [
            18415,
            18415,
            10961,
            19342,
            19342,
            13167
        ],
        [
            -14892,
            -10571,
            -14892,
            -17740,
            -17326,
            -17740
        ],
        [
            166,
            191,
            140,
            166,
            191,
            140
        ],
        [
            122,
            149,
            99,
            122,
            149,
            99
        ],
        [
            240,
            251,
            226,
            240,
            251,
            226
        ],
        [
            24247,
            13957,
            10290,
            24247,
            13957,
            10290
        ],
        [
            0,
            14.904737,
            0,
            0,
            14.904737,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411197,
            -62122,
            -67207,
            398204,
            -65852,
            -64506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754588880000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760157769266,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 230,
            "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)