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Trade: ARB/USDT/480/SMA/DCM/6307

Strategy
ARB/USDT/480/SMA/DCM/6307
Pair
ARB_USDT
Interval
8h
Score
384429
Daily Profit
0.231028
Profit Factor
1.509142
Profitability
47.445255
Streak
8.355079
Best Strategy
Training Data Length
922.000000
Evaluation Time
2025-09-30 11:31
Expiration Time
2025-10-30 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213008.133 100775.0438 112233.0892 208019.8406 -95787.7701 303807.6107
Total P&L (%) 213.0081 100.775 112.2331 208.0198 -95.7878 303.8076
Avg Daily Profit (%) 0.231 0.1093 0.1217 0.1221 -0.3429 0.1515
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67512 -54136 -53859 -336377 -305802 -244638
Profit Factor 1.5091 1.4152 1.6391 1.1357 0.8927 1.4749
Total Trades 137 68 69 137 68 69
Winning Trades 65 25 40 65 25 40
Losing Trades 72 43 29 72 43 29
Profitability (%) 47.4453 36.7647 57.971 47.4453 36.7647 57.971
Ratio Avg Win / Avg Loss 1.6717 2.4341 1.1883 1.2581 1.5355 1.0693
Largest Winning Trade 93230 93230 36014 179902 179902 105616
Largest Losing Trade -22415 -20196 -22415 -120693 -89096 -120693
Avg Bars in Trades 19 22 16 19 22 16
Avg Bars in Winners 24 30 19 24 30 19
Avg Bars in Losers 14 16 11 14 16 11
Bars Traded 2639 1498 1141 2639 1498 1141
Profit Streak 8.3551 0 17.6884 8.3551 0 17.6884
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384429 -159501 -128312 -100912 -692327 -91443
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2766,
    "evaluation_days": 922,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680940800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759221078839,
    "expiration_time": 1761782400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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": [
        [
            213008.133044507,
            100775.0438336161,
            112233.0892108908,
            208019.8406126604,
            -95787.7700793843,
            303807.6106920445
        ],
        [
            213.008133,
            100.775044,
            112.233089,
            208.019841,
            -95.78777,
            303.807611
        ],
        [
            0.231028,
            0.1093,
            0.121728,
            0.122091,
            -0.342922,
            0.1515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67512,
            -54136,
            -53859,
            -336377,
            -305802,
            -244638
        ],
        [
            1.509142,
            1.415151,
            1.639055,
            1.13574,
            0.892711,
            1.474938
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            65,
            25,
            40,
            65,
            25,
            40
        ],
        [
            72,
            43,
            29,
            72,
            43,
            29
        ],
        [
            47.445255,
            36.764706,
            57.971014,
            47.445255,
            36.764706,
            57.971014
        ],
        [
            1.671665,
            2.43406,
            1.188315,
            1.258051,
            1.535464,
            1.06933
        ],
        [
            93230,
            93230,
            36014,
            179902,
            179902,
            105616
        ],
        [
            -22415,
            -20196,
            -22415,
            -120693,
            -89096,
            -120693
        ],
        [
            19,
            22,
            16,
            19,
            22,
            16
        ],
        [
            24,
            30,
            19,
            24,
            30,
            19
        ],
        [
            14,
            16,
            11,
            14,
            16,
            11
        ],
        [
            2639,
            1498,
            1141,
            2639,
            1498,
            1141
        ],
        [
            8.355079,
            0,
            17.688412,
            8.355079,
            0,
            17.688412
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384429,
            -159501,
            -128312,
            -100912,
            -692327,
            -91443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2766,
    "evaluation_days": 922,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680940800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759221078839,
    "expiration_time": 1761782400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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)