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Trade: ARB/USDT/15/T3/RMA/2439

Strategy
ARB/USDT/15/T3/RMA/2439
Pair
ARB_USDT
Interval
15m
Score
360675
Daily Profit
0.460399
Profit Factor
1.465114
Profitability
52.173913
Streak
4.115445
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 04:16
Expiration Time
2025-12-19 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119897.071 51094.4637 68802.6074 142651.5123 80412.7912 62238.7211
Total P&L (%) 119.8971 51.0945 68.8026 142.6515 80.4128 62.2387
Avg Daily Profit (%) 0.4604 0.1962 0.2642 0.341 0.2268 0.186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33872 -34541 -37246 -67531 -51722 -77127
Profit Factor 1.4651 1.4546 1.4732 1.3317 1.4263 1.2577
Total Trades 115 58 57 115 58 57
Winning Trades 60 30 30 60 30 30
Losing Trades 55 28 27 55 28 27
Profitability (%) 52.1739 51.7241 52.6316 52.1739 51.7241 52.6316
Ratio Avg Win / Avg Loss 1.343 1.3576 1.3259 1.2207 1.3312 1.132
Largest Winning Trade 30294 18063 30294 27816 26412 27816
Largest Losing Trade -21347 -12836 -21347 -33682 -32412 -33682
Avg Bars in Trades 212 236 188 212 236 188
Avg Bars in Winners 247 261 234 247 261 234
Avg Bars in Losers 174 211 137 174 211 137
Bars Traded 24480 13744 10736 24480 13744 10736
Profit Streak 4.1154 5.5113 0 4.1154 5.5113 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 360675 -173164 -171877 294570 -171814 -174300
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737126900000,
    "first_datapoint_time": 1737254700000,
    "last_datapoint_time": 1759626000000,
    "evaluation_time": 1759626974449,
    "expiration_time": 1766106000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 143,
            "offset": 0,
            "a": 0.78881
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "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": [
        [
            119897.0710475024,
            51094.4636848856,
            68802.6073626168,
            142651.5123269529,
            80412.7912205607,
            62238.7211063922
        ],
        [
            119.897071,
            51.094464,
            68.802607,
            142.651512,
            80.412791,
            62.238721
        ],
        [
            0.460399,
            0.1962,
            0.264199,
            0.340975,
            0.226844,
            0.185987
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33872,
            -34541,
            -37246,
            -67531,
            -51722,
            -77127
        ],
        [
            1.465114,
            1.454595,
            1.473246,
            1.331657,
            1.426312,
            1.257724
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            52.173913,
            51.724138,
            52.631579,
            52.173913,
            51.724138,
            52.631579
        ],
        [
            1.343021,
            1.357622,
            1.325921,
            1.220685,
            1.331224,
            1.131951
        ],
        [
            30294,
            18063,
            30294,
            27816,
            26412,
            27816
        ],
        [
            -21347,
            -12836,
            -21347,
            -33682,
            -32412,
            -33682
        ],
        [
            212,
            236,
            188,
            212,
            236,
            188
        ],
        [
            247,
            261,
            234,
            247,
            261,
            234
        ],
        [
            174,
            211,
            137,
            174,
            211,
            137
        ],
        [
            24480,
            13744,
            10736,
            24480,
            13744,
            10736
        ],
        [
            4.115445,
            5.511278,
            0,
            4.115445,
            5.511278,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360675,
            -173164,
            -171877,
            294570,
            -171814,
            -174300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737126900000,
    "first_datapoint_time": 1737254700000,
    "last_datapoint_time": 1759626000000,
    "evaluation_time": 1759626974449,
    "expiration_time": 1766106000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 143,
            "offset": 0,
            "a": 0.78881
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "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)