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Trade: ARB/USDT/15/DCM/JMA/3063

Strategy
ARB/USDT/15/DCM/JMA/3063
Pair
ARB_USDT
Interval
15m
Score
416077
Daily Profit
0.571924
Profit Factor
1.327413
Profitability
50.877193
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 05:44
Expiration Time
2025-12-21 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148940.5269 76240.9731 72699.5538 177385.9598 107217.4692 70168.4906
Total P&L (%) 148.9405 76.241 72.6996 177.386 107.2175 70.1685
Avg Daily Profit (%) 0.5719 0.2928 0.2792 0.3925 0.2802 0.2043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98186 -60938 -49222 -92542 -48024 -54844
Profit Factor 1.3274 1.3485 1.3079 1.3115 1.4142 1.226
Total Trades 342 171 171 342 171 171
Winning Trades 174 86 88 174 86 88
Losing Trades 168 85 83 168 85 83
Profitability (%) 50.8772 50.2924 51.462 50.8772 50.2924 51.462
Ratio Avg Win / Avg Loss 1.2816 1.3328 1.2336 1.2663 1.3977 1.1563
Largest Winning Trade 44905 44905 36553 38451 38451 37006
Largest Losing Trade -30821 -15682 -30821 -41256 -14511 -41256
Avg Bars in Trades 72 71 72 72 71 72
Avg Bars in Winners 83 81 85 83 81 85
Avg Bars in Losers 61 62 59 61 62 59
Bars Traded 24751 12272 12478 24751 12272 12478
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416077 279959 272300 357385 290536 231255
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737305100000,
    "first_datapoint_time": 1737442800000,
    "last_datapoint_time": 1759804200000,
    "evaluation_time": 1759805077334,
    "expiration_time": 1766284200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "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": [
        [
            148940.5268848269,
            76240.9730560216,
            72699.5538288052,
            177385.9597639046,
            107217.4692025496,
            70168.4905613548
        ],
        [
            148.940527,
            76.240973,
            72.699554,
            177.38596,
            107.217469,
            70.168491
        ],
        [
            0.571924,
            0.292762,
            0.279163,
            0.392535,
            0.28017,
            0.204348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98186,
            -60938,
            -49222,
            -92542,
            -48024,
            -54844
        ],
        [
            1.327413,
            1.348487,
            1.307888,
            1.311525,
            1.414177,
            1.225954
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            174,
            86,
            88,
            174,
            86,
            88
        ],
        [
            168,
            85,
            83,
            168,
            85,
            83
        ],
        [
            50.877193,
            50.292398,
            51.461988,
            50.877193,
            50.292398,
            51.461988
        ],
        [
            1.28164,
            1.332807,
            1.233576,
            1.2663,
            1.397733,
            1.156298
        ],
        [
            44905,
            44905,
            36553,
            38451,
            38451,
            37006
        ],
        [
            -30821,
            -15682,
            -30821,
            -41256,
            -14511,
            -41256
        ],
        [
            72,
            71,
            72,
            72,
            71,
            72
        ],
        [
            83,
            81,
            85,
            83,
            81,
            85
        ],
        [
            61,
            62,
            59,
            61,
            62,
            59
        ],
        [
            24751,
            12272,
            12478,
            24751,
            12272,
            12478
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416077,
            279959,
            272300,
            357385,
            290536,
            231255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737305100000,
    "first_datapoint_time": 1737442800000,
    "last_datapoint_time": 1759804200000,
    "evaluation_time": 1759805077334,
    "expiration_time": 1766284200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "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)