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Trade: ARB/USDT/15/SSF/WMA/9371

Strategy
ARB/USDT/15/SSF/WMA/9371
Pair
ARB_USDT
Interval
15m
Score
372435
Daily Profit
0.689494
Profit Factor
1.474251
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 18:46
Expiration Time
2025-12-26 17:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179558.1572 69293.0079 110265.1493 307269.792 89654.1532 217615.6388
Total P&L (%) 179.5582 69.293 110.2651 307.2698 89.6542 217.6156
Avg Daily Profit (%) 0.6895 0.2661 0.4234 0.5407 0.2461 0.4448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43550 -42805 -23093 -64695 -70448 -32490
Profit Factor 1.4743 1.3572 1.5972 1.4886 1.2727 1.7249
Total Trades 259 129 130 259 129 130
Winning Trades 105 51 54 105 51 54
Losing Trades 154 78 76 154 78 76
Profitability (%) 40.5405 39.5349 41.5385 40.5405 39.5349 41.5385
Ratio Avg Win / Avg Loss 2.1622 2.0758 2.2479 2.1833 1.9465 2.4277
Largest Winning Trade 43576 43576 25058 77497 37495 77497
Largest Losing Trade -10554 -10554 -10143 -31014 -21410 -31014
Avg Bars in Trades 95 96 95 95 96 95
Avg Bars in Winners 158 162 154 158 162 154
Avg Bars in Losers 53 52 53 53 52 53
Bars Traded 24821 12415 12406 24821 12415 12406
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 372435 144226 275266 329806 121177 291133
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737783900000,
    "first_datapoint_time": 1737832500000,
    "last_datapoint_time": 1760283000000,
    "evaluation_time": 1760283977981,
    "expiration_time": 1766763000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "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": [
        [
            179558.1572031144,
            69293.0079460498,
            110265.1492570648,
            307269.7919998961,
            89654.1531805462,
            217615.6388193496
        ],
        [
            179.558157,
            69.293008,
            110.265149,
            307.269792,
            89.654153,
            217.615639
        ],
        [
            0.689494,
            0.266082,
            0.423413,
            0.540703,
            0.246071,
            0.444758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43550,
            -42805,
            -23093,
            -64695,
            -70448,
            -32490
        ],
        [
            1.474251,
            1.35723,
            1.597186,
            1.488583,
            1.27274,
            1.724943
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            154,
            78,
            76,
            154,
            78,
            76
        ],
        [
            40.540541,
            39.534884,
            41.538462,
            40.540541,
            39.534884,
            41.538462
        ],
        [
            2.162235,
            2.075764,
            2.247891,
            2.183255,
            1.946543,
            2.427698
        ],
        [
            43576,
            43576,
            25058,
            77497,
            37495,
            77497
        ],
        [
            -10554,
            -10554,
            -10143,
            -31014,
            -21410,
            -31014
        ],
        [
            95,
            96,
            95,
            95,
            96,
            95
        ],
        [
            158,
            162,
            154,
            158,
            162,
            154
        ],
        [
            53,
            52,
            53,
            53,
            52,
            53
        ],
        [
            24821,
            12415,
            12406,
            24821,
            12415,
            12406
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372435,
            144226,
            275266,
            329806,
            121177,
            291133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737783900000,
    "first_datapoint_time": 1737832500000,
    "last_datapoint_time": 1760283000000,
    "evaluation_time": 1760283977981,
    "expiration_time": 1766763000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "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)