← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ARB/USDT/120/EMA/JMA/4889

Strategy
ARB/USDT/120/EMA/JMA/4889
Pair
ARB_USDT
Interval
2h
Score
316555
Daily Profit
0.184930
Profit Factor
1.369605
Profitability
51.562500
Streak
4.009656
Best Strategy
Training Data Length
934.420000
Evaluation Time
2025-10-13 01:13
Expiration Time
2025-11-15 15:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 172802.203 64722.6035 108079.5995 110026.584 -108567.5416 218594.1256
Total P&L (%) 172.8022 64.7226 108.0796 110.0266 -108.5675 218.5941
Avg Daily Profit (%) 0.1849 0.0693 0.1157 0.0794 0 0.1241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106161 -72255 -70689 -346054 -321103 -217407
Profit Factor 1.3696 1.2764 1.4632 1.0888 0.838 1.3839
Total Trades 128 64 64 128 64 64
Winning Trades 66 31 35 66 31 35
Losing Trades 62 33 29 62 33 29
Profitability (%) 51.5625 48.4375 54.6875 51.5625 48.4375 54.6875
Ratio Avg Win / Avg Loss 1.2866 1.3587 1.2123 1.0228 0.8921 1.1467
Largest Winning Trade 60533 60533 34430 108195 108195 107610
Largest Losing Trade -37809 -21624 -37809 -85989 -80404 -85989
Avg Bars in Trades 86 79 93 86 79 93
Avg Bars in Winners 96 86 105 96 86 105
Avg Bars in Losers 74 72 77 74 72 77
Bars Traded 11040 5081 5959 11040 5081 5959
Profit Streak 4.0097 4.0097 9.5097 4.0097 4.0097 9.5097
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316555 -240864 -175412 -208980 -720776 -164671
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11213,
    "evaluation_days": 934.42,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680472800000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760307234323,
    "expiration_time": 1763212809600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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": [
        [
            172802.2029967351,
            64722.6034887106,
            108079.5995080245,
            110026.5839832079,
            -108567.5416026559,
            218594.1255858637
        ],
        [
            172.802203,
            64.722603,
            108.0796,
            110.026584,
            -108.567542,
            218.594126
        ],
        [
            0.18493,
            0.069265,
            0.115665,
            0.079446,
            0,
            0.124084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106161,
            -72255,
            -70689,
            -346054,
            -321103,
            -217407
        ],
        [
            1.369605,
            1.276381,
            1.463158,
            1.088758,
            0.83801,
            1.383891
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            51.5625,
            48.4375,
            54.6875,
            51.5625,
            48.4375,
            54.6875
        ],
        [
            1.286598,
            1.358729,
            1.212331,
            1.022773,
            0.892075,
            1.146653
        ],
        [
            60533,
            60533,
            34430,
            108195,
            108195,
            107610
        ],
        [
            -37809,
            -21624,
            -37809,
            -85989,
            -80404,
            -85989
        ],
        [
            86,
            79,
            93,
            86,
            79,
            93
        ],
        [
            96,
            86,
            105,
            96,
            86,
            105
        ],
        [
            74,
            72,
            77,
            74,
            72,
            77
        ],
        [
            11040,
            5081,
            5959,
            11040,
            5081,
            5959
        ],
        [
            4.009656,
            4.009656,
            9.509656,
            4.009656,
            4.009657,
            9.509656
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316555,
            -240864,
            -175412,
            -208980,
            -720776,
            -164671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11213,
    "evaluation_days": 934.42,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680472800000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760307234323,
    "expiration_time": 1763212809600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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)