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Trade: ARB/USDT/15/ALMA/MIDPRICE/9140

Strategy
ARB/USDT/15/ALMA/MIDPRICE/9140
Pair
ARB_USDT
Interval
15m
Score
383508
Daily Profit
0.428864
Profit Factor
1.265715
Profitability
54.655870
Streak
5.787182
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 22:08
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111684.6814 47938.1069 63746.5745 119195.9529 61403.1794 57792.7735
Total P&L (%) 111.6847 47.9381 63.7466 119.196 61.4032 57.7928
Avg Daily Profit (%) 0.4289 0.1841 0.2448 0.3018 0.184 0.1753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43207 -28629 -44749 -82315 -48518 -74788
Profit Factor 1.2657 1.214 1.3247 1.1956 1.1929 1.1986
Total Trades 247 123 124 247 123 124
Winning Trades 135 62 73 135 62 73
Losing Trades 112 61 51 112 61 51
Profitability (%) 54.6559 50.4065 58.871 54.6559 50.4065 58.871
Ratio Avg Win / Avg Loss 1.0501 1.1944 0.9255 0.9919 1.1737 0.8374
Largest Winning Trade 16277 16277 13752 30288 30288 20069
Largest Losing Trade -19605 -16778 -19605 -26244 -21328 -26244
Avg Bars in Trades 98 101 94 98 101 94
Avg Bars in Winners 101 107 97 101 107 97
Avg Bars in Losers 93 96 90 93 96 90
Bars Traded 24245 12506 11739 24245 12506 11739
Profit Streak 5.7872 0 5.7976 5.7872 0 5.7976
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383508 142425 229888 97421 -2944 110939
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759000112535,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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": [
        [
            111684.6814348444,
            47938.106901769,
            63746.5745330754,
            119195.9529263012,
            61403.1794413175,
            57792.7734849835
        ],
        [
            111.684681,
            47.938107,
            63.746575,
            119.195953,
            61.403179,
            57.792773
        ],
        [
            0.428864,
            0.18408,
            0.244784,
            0.301812,
            0.184001,
            0.175298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43207,
            -28629,
            -44749,
            -82315,
            -48518,
            -74788
        ],
        [
            1.265715,
            1.213991,
            1.324745,
            1.195643,
            1.192947,
            1.19859
        ],
        [
            247,
            123,
            124,
            247,
            123,
            124
        ],
        [
            135,
            62,
            73,
            135,
            62,
            73
        ],
        [
            112,
            61,
            51,
            112,
            61,
            51
        ],
        [
            54.65587,
            50.406504,
            58.870968,
            54.65587,
            50.406504,
            58.870968
        ],
        [
            1.050075,
            1.19441,
            0.925507,
            0.99194,
            1.173706,
            0.837371
        ],
        [
            16277,
            16277,
            13752,
            30288,
            30288,
            20069
        ],
        [
            -19605,
            -16778,
            -19605,
            -26244,
            -21328,
            -26244
        ],
        [
            98,
            101,
            94,
            98,
            101,
            94
        ],
        [
            101,
            107,
            97,
            101,
            107,
            97
        ],
        [
            93,
            96,
            90,
            93,
            96,
            90
        ],
        [
            24245,
            12506,
            11739,
            24245,
            12506,
            11739
        ],
        [
            5.787182,
            0,
            5.797599,
            5.787182,
            0,
            5.797599
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383508,
            142425,
            229888,
            97421,
            -2944,
            110939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759000112535,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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)