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Trade: ARB/USDT/15/T3/EMA/3691

Strategy
ARB/USDT/15/T3/EMA/3691
Pair
ARB_USDT
Interval
15m
Score
361118
Daily Profit
0.498545
Profit Factor
1.509238
Profitability
42.105263
Streak
14.984788
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 23:38
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 129831.1551 55918.1801 73912.9749 162058.9479 95377.1282 66681.8196
Total P&L (%) 129.8312 55.9182 73.913 162.0589 95.3771 66.6818
Avg Daily Profit (%) 0.4985 0.2147 0.2838 0.3706 0.2575 0.1964
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55319 -64673 -30863 -74389 -54273 -81954
Profit Factor 1.5092 1.423 1.6021 1.4159 1.5128 1.3274
Total Trades 114 57 57 114 57 57
Winning Trades 48 24 24 48 24 24
Losing Trades 66 33 33 66 33 33
Profitability (%) 42.1053 42.1053 42.1053 42.1053 42.1053 42.1053
Ratio Avg Win / Avg Loss 2.0752 1.9567 2.2028 1.9468 2.0801 1.8251
Largest Winning Trade 47702 47702 21383 42278 42278 28131
Largest Losing Trade -11325 -8721 -11325 -28936 -16410 -28936
Avg Bars in Trades 214 222 207 214 222 207
Avg Bars in Winners 330 334 327 330 334 327
Avg Bars in Losers 130 141 119 130 141 119
Bars Traded 24501 12686 11815 24501 12686 11815
Profit Streak 14.9848 15.1931 14.9848 14.9848 15.1931 14.9848
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361118 -174694 -172078 301215 -172841 -174717
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": 1736413200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758919085675,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.79737
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 47,
            "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": [
        [
            129831.1550517803,
            55918.1801452563,
            73912.9749065239,
            162058.9478580644,
            95377.1282109659,
            66681.8196470984
        ],
        [
            129.831155,
            55.91818,
            73.912975,
            162.058948,
            95.377128,
            66.68182
        ],
        [
            0.498545,
            0.214723,
            0.283822,
            0.370626,
            0.257516,
            0.196382
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55319,
            -64673,
            -30863,
            -74389,
            -54273,
            -81954
        ],
        [
            1.509238,
            1.423026,
            1.602066,
            1.415861,
            1.51278,
            1.327361
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            42.105263,
            42.105263,
            42.105263,
            42.105263,
            42.105263,
            42.105263
        ],
        [
            2.075203,
            1.956661,
            2.202841,
            1.946809,
            2.080072,
            1.825122
        ],
        [
            47702,
            47702,
            21383,
            42278,
            42278,
            28131
        ],
        [
            -11325,
            -8721,
            -11325,
            -28936,
            -16410,
            -28936
        ],
        [
            214,
            222,
            207,
            214,
            222,
            207
        ],
        [
            330,
            334,
            327,
            330,
            334,
            327
        ],
        [
            130,
            141,
            119,
            130,
            141,
            119
        ],
        [
            24501,
            12686,
            11815,
            24501,
            12686,
            11815
        ],
        [
            14.984788,
            15.193121,
            14.984788,
            14.984788,
            15.193121,
            14.984788
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361118,
            -174694,
            -172078,
            301215,
            -172841,
            -174717
        ]
    ]
}
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": 1736413200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758919085675,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.79737
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 47,
            "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)