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Trade: ARB/USDT/15/HMA/LINREG/5966

Strategy
ARB/USDT/15/HMA/LINREG/5966
Pair
ARB_USDT
Interval
15m
Score
300403
Daily Profit
0.747926
Profit Factor
1.437988
Profitability
39.830508
Streak
1.518229
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 08:11
Expiration Time
2025-12-26 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 194774.8778 84168.9088 110605.969 374294.8297 128711.8175 245583.0122
Total P&L (%) 194.7749 84.1689 110.606 374.2948 128.7118 245.583
Avg Daily Profit (%) 0.7479 0.3232 0.4247 0.5995 0.3182 0.4773
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45757 -29768 -41661 -131944 -77851 -67782
Profit Factor 1.438 1.363 1.5197 1.4489 1.2957 1.6163
Total Trades 354 177 177 354 177 177
Winning Trades 141 69 72 141 69 72
Losing Trades 213 108 105 213 108 105
Profitability (%) 39.8305 38.9831 40.678 39.8305 38.9831 40.678
Ratio Avg Win / Avg Loss 2.1723 2.1334 2.2162 2.1887 2.028 2.357
Largest Winning Trade 26472 22485 26472 78668 52923 78668
Largest Losing Trade -10430 -10430 -6252 -26518 -26518 -19286
Avg Bars in Trades 69 69 70 69 69 70
Avg Bars in Winners 111 107 115 111 107 115
Avg Bars in Losers 41 44 39 41 44 39
Bars Traded 24650 12221 12429 24650 12221 12429
Profit Streak 1.5182 0 2.0703 1.5182 0 2.0703
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300403 178040 195110 257143 161685 230084
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737746100000,
    "first_datapoint_time": 1737928800000,
    "last_datapoint_time": 1760245200000,
    "evaluation_time": 1760245874976,
    "expiration_time": 1766725200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "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": [
        [
            194774.8777745297,
            84168.9087876891,
            110605.9689868407,
            374294.8296743298,
            128711.8175118148,
            245583.0121625152
        ],
        [
            194.774878,
            84.168909,
            110.605969,
            374.29483,
            128.711818,
            245.583012
        ],
        [
            0.747926,
            0.323204,
            0.424721,
            0.599539,
            0.318181,
            0.477314
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45757,
            -29768,
            -41661,
            -131944,
            -77851,
            -67782
        ],
        [
            1.437988,
            1.362981,
            1.519713,
            1.448884,
            1.295668,
            1.616256
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            213,
            108,
            105,
            213,
            108,
            105
        ],
        [
            39.830508,
            38.983051,
            40.677966,
            39.830508,
            38.983051,
            40.677966
        ],
        [
            2.17228,
            2.133362,
            2.216248,
            2.18874,
            2.028002,
            2.35704
        ],
        [
            26472,
            22485,
            26472,
            78668,
            52923,
            78668
        ],
        [
            -10430,
            -10430,
            -6252,
            -26518,
            -26518,
            -19286
        ],
        [
            69,
            69,
            70,
            69,
            69,
            70
        ],
        [
            111,
            107,
            115,
            111,
            107,
            115
        ],
        [
            41,
            44,
            39,
            41,
            44,
            39
        ],
        [
            24650,
            12221,
            12429,
            24650,
            12221,
            12429
        ],
        [
            1.518229,
            0,
            2.070312,
            1.518229,
            0,
            2.070312
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300403,
            178040,
            195110,
            257143,
            161685,
            230084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737746100000,
    "first_datapoint_time": 1737928800000,
    "last_datapoint_time": 1760245200000,
    "evaluation_time": 1760245874976,
    "expiration_time": 1766725200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "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)