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Trade: ARB/USDT/5/DCU/SSF/5377

Strategy
ARB/USDT/5/DCU/SSF/5377
Pair
ARB_USDT
Interval
5m
Score
403180
Daily Profit
0.926491
Profit Factor
4.531361
Profitability
40.909091
Streak
0.071611
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 10:28
Expiration Time
2025-12-27 09:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142920.912 105672.7583 37248.1537 107413.7342 122683.999 -15270.2648
Total P&L (%) 142.9209 105.6728 37.2482 107.4137 122.684 -15.2703
Avg Daily Profit (%) 1.6464 1.2173 0.4291 0.8439 0.9265 -0.1907
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42166 -20278 -40954 -43340 -15197 -42054
Profit Factor 1.8032 3.5001 1.2746 1.5973 4.5314 0.8948
Total Trades 175 88 87 175 88 87
Winning Trades 83 36 47 83 36 47
Losing Trades 92 52 40 92 52 40
Profitability (%) 47.4286 40.9091 54.023 47.4286 40.9091 54.023
Ratio Avg Win / Avg Loss 1.9987 5.0556 1.0847 1.7705 6.5453 0.7615
Largest Winning Trade 121343 121343 69211 132735 132735 44741
Largest Losing Trade -22185 -2943 -22185 -20594 -2845 -20594
Avg Bars in Trades 141 15 269 141 15 269
Avg Bars in Winners 137 15 231 137 15 231
Avg Bars in Losers 145 16 313 145 16 313
Bars Traded 24804 1385 23419 24804 1385 23419
Profit Streak 0.0473 0.0716 0 0.0473 0.0716 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 395467 385040 190578 355681 403180 -582524
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840600000,
    "first_datapoint_time": 1752861900000,
    "last_datapoint_time": 1760340300000,
    "evaluation_time": 1760340487155,
    "expiration_time": 1766820300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            142920.9119808866,
            105672.7582711103,
            37248.1537097764,
            107413.7342098342,
            122683.999049116,
            -15270.2648392819
        ],
        [
            142.920912,
            105.672758,
            37.248154,
            107.413734,
            122.683999,
            -15.270265
        ],
        [
            1.646365,
            1.217288,
            0.429077,
            0.843934,
            0.926491,
            -0.190699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42166,
            -20278,
            -40954,
            -43340,
            -15197,
            -42054
        ],
        [
            1.803211,
            3.500054,
            1.274552,
            1.597309,
            4.531361,
            0.894752
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            83,
            36,
            47,
            83,
            36,
            47
        ],
        [
            92,
            52,
            40,
            92,
            52,
            40
        ],
        [
            47.428571,
            40.909091,
            54.022989,
            47.428571,
            40.909091,
            54.022989
        ],
        [
            1.99874,
            5.055633,
            1.084725,
            1.770511,
            6.545299,
            0.761491
        ],
        [
            121343,
            121343,
            69211,
            132735,
            132735,
            44741
        ],
        [
            -22185,
            -2943,
            -22185,
            -20594,
            -2845,
            -20594
        ],
        [
            141,
            15,
            269,
            141,
            15,
            269
        ],
        [
            137,
            15,
            231,
            137,
            15,
            231
        ],
        [
            145,
            16,
            313,
            145,
            16,
            313
        ],
        [
            24804,
            1385,
            23419,
            24804,
            1385,
            23419
        ],
        [
            0.047305,
            0.071611,
            0,
            0.047305,
            0.071611,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395467,
            385040,
            190578,
            355681,
            403180,
            -582524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840600000,
    "first_datapoint_time": 1752861900000,
    "last_datapoint_time": 1760340300000,
    "evaluation_time": 1760340487155,
    "expiration_time": 1766820300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    }
}

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)