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Trade: ARB/USDT/360/SUPERTREND/JMA/8300

Strategy
ARB/USDT/360/SUPERTREND/JMA/8300
Pair
ARB_USDT
Interval
6h
Score
381107
Daily Profit
0.218772
Profit Factor
1.452548
Profitability
57.272727
Streak
43.805394
Best Strategy
Training Data Length
933.500000
Evaluation Time
2025-10-12 04:19
Expiration Time
2025-11-10 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204224.1275 103172.2411 101051.8864 156247.4064 99408.7022 56838.7042
Total P&L (%) 204.2241 103.1722 101.0519 156.2474 99.4087 56.8387
Avg Daily Profit (%) 0.2188 0.1105 0.1083 0.1009 0.074 0.0482
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68874 -61557 -66345 -207662 -77901 -221902
Profit Factor 1.4525 1.59 1.3656 1.1792 1.3271 1.1001
Total Trades 110 55 55 110 55 55
Winning Trades 63 31 32 63 31 32
Losing Trades 47 24 23 47 24 23
Profitability (%) 57.2727 56.3636 58.1818 57.2727 56.3636 58.1818
Ratio Avg Win / Avg Loss 1.0836 1.231 0.9815 0.8797 1.0274 0.7907
Largest Winning Trade 74673 74673 43896 116442 66850 116442
Largest Losing Trade -24104 -20750 -24104 -69248 -41394 -69248
Avg Bars in Trades 32 22 41 32 22 41
Avg Bars in Winners 34 27 42 34 27 42
Avg Bars in Losers 28 16 41 28 16 41
Bars Traded 3545 1238 2307 3545 1238 2307
Profit Streak 43.8054 0 50.3054 43.8054 0 50.3054
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381107 -222540 -228083 -81619 -272892 -419934
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 933.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682100000000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760231986027,
    "expiration_time": 1762797600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 55,
            "offset": 0,
            "multiplier": 4.68532
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "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": [
        [
            204224.127524105,
            103172.241083451,
            101051.886440654,
            156247.4063752432,
            99408.7021626521,
            56838.704212591
        ],
        [
            204.224128,
            103.172241,
            101.051886,
            156.247406,
            99.408702,
            56.838704
        ],
        [
            0.218772,
            0.110522,
            0.108251,
            0.100851,
            0.073963,
            0.048222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68874,
            -61557,
            -66345,
            -207662,
            -77901,
            -221902
        ],
        [
            1.452548,
            1.590029,
            1.365579,
            1.179204,
            1.327102,
            1.10007
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            57.272727,
            56.363636,
            58.181818,
            57.272727,
            56.363636,
            58.181818
        ],
        [
            1.083647,
            1.23099,
            0.98151,
            0.879724,
            1.027434,
            0.790675
        ],
        [
            74673,
            74673,
            43896,
            116442,
            66850,
            116442
        ],
        [
            -24104,
            -20750,
            -24104,
            -69248,
            -41394,
            -69248
        ],
        [
            32,
            22,
            41,
            32,
            22,
            41
        ],
        [
            34,
            27,
            42,
            34,
            27,
            42
        ],
        [
            28,
            16,
            41,
            28,
            16,
            41
        ],
        [
            3545,
            1238,
            2307,
            3545,
            1238,
            2307
        ],
        [
            43.805394,
            0,
            50.305394,
            43.805394,
            0,
            50.305394
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381107,
            -222540,
            -228083,
            -81619,
            -272892,
            -419934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 933.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682100000000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760231986027,
    "expiration_time": 1762797600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 55,
            "offset": 0,
            "multiplier": 4.68532
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "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)