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Trade: ARB/USDT/15/T3/DEMA/7085

Strategy
ARB/USDT/15/T3/DEMA/7085
Pair
ARB_USDT
Interval
15m
Score
360408
Daily Profit
0.575771
Profit Factor
1.472803
Profitability
44.025157
Streak
4.036025
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 04:51
Expiration Time
2025-12-19 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 149942.2892 65183.6496 84758.6396 213959.0619 120270.1089 93688.953
Total P&L (%) 149.9423 65.1837 84.7586 213.9591 120.2701 93.689
Avg Daily Profit (%) 0.5758 0.2503 0.3255 0.4403 0.3037 0.2542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28528 -32323 -25189 -55516 -42929 -55453
Profit Factor 1.4728 1.3791 1.5838 1.4446 1.47 1.4157
Total Trades 159 80 79 159 80 79
Winning Trades 70 36 34 70 36 34
Losing Trades 89 44 45 89 44 45
Profitability (%) 44.0252 45 43.038 44.0252 45 43.038
Ratio Avg Win / Avg Loss 1.8726 1.6855 2.0962 1.8367 1.7967 1.8738
Largest Winning Trade 46243 46243 19236 41138 41138 30136
Largest Losing Trade -10809 -10809 -9009 -26189 -24455 -26189
Avg Bars in Trades 154 166 143 154 166 143
Avg Bars in Winners 227 237 217 227 237 217
Avg Bars in Losers 97 107 88 97 107 88
Bars Traded 24640 13281 11359 24640 13281 11359
Profit Streak 4.036 5.6089 0 4.036 5.6089 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360408 -12685 -19438 312516 -11352 -21074
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737129600000,
    "first_datapoint_time": 1737299700000,
    "last_datapoint_time": 1759628700000,
    "evaluation_time": 1759629112601,
    "expiration_time": 1766108700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 135,
            "offset": 0,
            "a": 0.88138
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "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": [
        [
            149942.2892333866,
            65183.649612844,
            84758.6396205426,
            213959.0618828487,
            120270.1089226034,
            93688.9529602453
        ],
        [
            149.942289,
            65.18365,
            84.75864,
            213.959062,
            120.270109,
            93.688953
        ],
        [
            0.575771,
            0.250302,
            0.325469,
            0.440292,
            0.303695,
            0.254175
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28528,
            -32323,
            -25189,
            -55516,
            -42929,
            -55453
        ],
        [
            1.472803,
            1.379067,
            1.583832,
            1.44459,
            1.469996,
            1.41574
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            44.025157,
            45,
            43.037975,
            44.025157,
            45,
            43.037975
        ],
        [
            1.872564,
            1.685526,
            2.096248,
            1.836693,
            1.796662,
            1.873774
        ],
        [
            46243,
            46243,
            19236,
            41138,
            41138,
            30136
        ],
        [
            -10809,
            -10809,
            -9009,
            -26189,
            -24455,
            -26189
        ],
        [
            154,
            166,
            143,
            154,
            166,
            143
        ],
        [
            227,
            237,
            217,
            227,
            237,
            217
        ],
        [
            97,
            107,
            88,
            97,
            107,
            88
        ],
        [
            24640,
            13281,
            11359,
            24640,
            13281,
            11359
        ],
        [
            4.036025,
            5.608942,
            0,
            4.036025,
            5.608942,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360408,
            -12685,
            -19438,
            312516,
            -11352,
            -21074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737129600000,
    "first_datapoint_time": 1737299700000,
    "last_datapoint_time": 1759628700000,
    "evaluation_time": 1759629112601,
    "expiration_time": 1766108700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 135,
            "offset": 0,
            "a": 0.88138
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 190,
            "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)