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Trade: ARB/USDT/360/DCU/SSF/5444

Strategy
ARB/USDT/360/DCU/SSF/5444
Pair
ARB_USDT
Interval
6h
Score
356141
Daily Profit
0.168736
Profit Factor
1.424170
Profitability
62.616822
Streak
34.714938
Best Strategy
Training Data Length
934.250000
Evaluation Time
2025-10-12 20:09
Expiration Time
2025-11-11 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 157641.4715 70303.7659 87337.7056 51314.3592 60021.5764 -8707.2172
Total P&L (%) 157.6415 70.3038 87.3377 51.3144 60.0216 -8.7072
Avg Daily Profit (%) 0.1687 0.0753 0.0935 0.0443 0.0503 -0.0098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74852 -26989 -82715 -100701 -28206 -99559
Profit Factor 1.4242 1.5221 1.3685 1.1139 1.4247 0.9718
Total Trades 107 54 53 107 54 53
Winning Trades 67 35 32 67 35 32
Losing Trades 40 19 21 40 19 21
Profitability (%) 62.6168 64.8148 60.3774 62.6168 64.8148 60.3774
Ratio Avg Win / Avg Loss 0.8503 0.8263 0.8981 0.665 0.7734 0.6378
Largest Winning Trade 30559 15404 30559 29072 19115 29072
Largest Losing Trade -62415 -25664 -62415 -99559 -27222 -99559
Avg Bars in Trades 34 20 47 34 20 47
Avg Bars in Winners 25 16 35 25 16 35
Avg Bars in Losers 48 27 66 48 27 66
Bars Traded 3639 1106 2533 3639 1106 2533
Profit Streak 34.7149 182.2149 34.7149 34.7149 182.2149 34.7149
Trades During Streak 3 7 1 3 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356141 -269087 -247493 -228462 -303570 -758946
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3737,
    "evaluation_days": 934.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679918400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760288970645,
    "expiration_time": 1762862400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            157641.4714857362,
            70303.7659010255,
            87337.7055847107,
            51314.3591912847,
            60021.5764213575,
            -8707.2172300728
        ],
        [
            157.641471,
            70.303766,
            87.337706,
            51.314359,
            60.021576,
            -8.707217
        ],
        [
            0.168736,
            0.075252,
            0.093484,
            0.044344,
            0.050335,
            -0.00975
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74852,
            -26989,
            -82715,
            -100701,
            -28206,
            -99559
        ],
        [
            1.42417,
            1.522134,
            1.368513,
            1.113905,
            1.424725,
            0.971838
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            62.616822,
            64.814815,
            60.377358,
            62.616822,
            64.814815,
            60.377358
        ],
        [
            0.850251,
            0.826301,
            0.898087,
            0.665018,
            0.773422,
            0.637769
        ],
        [
            30559,
            15404,
            30559,
            29072,
            19115,
            29072
        ],
        [
            -62415,
            -25664,
            -62415,
            -99559,
            -27222,
            -99559
        ],
        [
            34,
            20,
            47,
            34,
            20,
            47
        ],
        [
            25,
            16,
            35,
            25,
            16,
            35
        ],
        [
            48,
            27,
            66,
            48,
            27,
            66
        ],
        [
            3639,
            1106,
            2533,
            3639,
            1106,
            2533
        ],
        [
            34.714938,
            182.214938,
            34.714938,
            34.714938,
            182.214938,
            34.714938
        ],
        [
            3,
            7,
            1,
            3,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356141,
            -269087,
            -247493,
            -228462,
            -303570,
            -758946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3737,
    "evaluation_days": 934.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679918400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760288970645,
    "expiration_time": 1762862400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    }
}

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)