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Trade: ARB/USDT/480/SUPERTREND/JMA/8856

Strategy
ARB/USDT/480/SUPERTREND/JMA/8856
Pair
ARB_USDT
Interval
8h
Score
376293
Daily Profit
0.203859
Profit Factor
1.379978
Profitability
57.664234
Streak
14.442278
Best Strategy
Training Data Length
933.330000
Evaluation Time
2025-10-11 13:36
Expiration Time
2025-11-10 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190267.2866 74683.9297 115583.3569 178385.9834 73940.1278 104445.8555
Total P&L (%) 190.2673 74.6839 115.5834 178.386 73.9401 104.4459
Avg Daily Profit (%) 0.2039 0.08 0.1238 0.1098 0.0593 0.0767
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69131 -61273 -65524 -190741 -169693 -195890
Profit Factor 1.38 1.3435 1.408 1.1759 1.1708 1.1797
Total Trades 137 68 69 137 68 69
Winning Trades 79 39 40 79 39 40
Losing Trades 58 29 29 58 29 29
Profitability (%) 57.6642 57.3529 57.971 57.6642 57.3529 57.971
Ratio Avg Win / Avg Loss 1.0131 0.999 1.0208 0.8633 0.8706 0.8553
Largest Winning Trade 42095 28730 42095 96723 56285 96723
Largest Losing Trade -30576 -23676 -30576 -77111 -71276 -77111
Avg Bars in Trades 19 13 25 19 13 25
Avg Bars in Winners 18 11 26 18 11 26
Avg Bars in Losers 19 15 23 19 15 23
Bars Traded 2635 891 1744 2635 891 1744
Profit Streak 14.4423 0 39.7756 14.4423 0 39.7756
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376293 -195380 -126324 -72969 -255981 -214555
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2800,
    "evaluation_days": 933.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1683446400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760179012838,
    "expiration_time": 1762761600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 94,
            "offset": 0,
            "multiplier": 3.08699
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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": [
        [
            190267.2865704508,
            74683.9296654811,
            115583.3569049697,
            178385.9833648844,
            73940.127825243,
            104445.8555396416
        ],
        [
            190.267287,
            74.68393,
            115.583357,
            178.385983,
            73.940128,
            104.445856
        ],
        [
            0.203859,
            0.080019,
            0.12384,
            0.109758,
            0.059326,
            0.076651
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69131,
            -61273,
            -65524,
            -190741,
            -169693,
            -195890
        ],
        [
            1.379978,
            1.343525,
            1.40795,
            1.175873,
            1.170788,
            1.179659
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            57.664234,
            57.352941,
            57.971014,
            57.664234,
            57.352941,
            57.971014
        ],
        [
            1.013149,
            0.999031,
            1.020764,
            0.863299,
            0.870586,
            0.855253
        ],
        [
            42095,
            28730,
            42095,
            96723,
            56285,
            96723
        ],
        [
            -30576,
            -23676,
            -30576,
            -77111,
            -71276,
            -77111
        ],
        [
            19,
            13,
            25,
            19,
            13,
            25
        ],
        [
            18,
            11,
            26,
            18,
            11,
            26
        ],
        [
            19,
            15,
            23,
            19,
            15,
            23
        ],
        [
            2635,
            891,
            1744,
            2635,
            891,
            1744
        ],
        [
            14.442278,
            0,
            39.775611,
            14.442278,
            0,
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        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            376293,
            -195380,
            -126324,
            -72969,
            -255981,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2800,
    "evaluation_days": 933.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1683446400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760179012838,
    "expiration_time": 1762761600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 94,
            "offset": 0,
            "multiplier": 3.08699
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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)