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Trade: ARB/USDT/15/SINWMA/EMA/4613

Strategy
ARB/USDT/15/SINWMA/EMA/4613
Pair
ARB_USDT
Interval
15m
Score
422892
Daily Profit
0.790599
Profit Factor
1.510459
Profitability
47.272727
Streak
1.649390
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 21:05
Expiration Time
2025-12-19 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205887.87 98186.6611 107701.2089 455989.3991 251164.617 204824.782
Total P&L (%) 205.8879 98.1867 107.7012 455.9894 251.1646 204.8248
Avg Daily Profit (%) 0.7906 0.377 0.4136 0.6609 0.4835 0.4289
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26128 -21367 -29038 -147995 -90941 -90325
Profit Factor 1.5105 1.5211 1.5011 1.4321 1.5275 1.3537
Total Trades 275 137 138 275 137 138
Winning Trades 130 65 65 130 65 65
Losing Trades 145 72 73 145 72 73
Profitability (%) 47.2727 47.4453 47.1014 47.2727 47.4453 47.1014
Ratio Avg Win / Avg Loss 1.6847 1.685 1.6859 1.5974 1.692 1.5203
Largest Winning Trade 16738 16696 16738 82228 82228 58837
Largest Losing Trade -13897 -12082 -13897 -30316 -26442 -30316
Avg Bars in Trades 90 93 86 90 93 86
Avg Bars in Winners 112 110 113 112 110 113
Avg Bars in Losers 70 78 61 70 78 61
Bars Traded 24768 12858 11910 24768 12858 11910
Profit Streak 1.6494 0 1.8056 1.6494 0 1.8056
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422892 327617 248799 365771 361782 221094
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737188100000,
    "first_datapoint_time": 1737307800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759687507350,
    "expiration_time": 1766167200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 134,
            "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": [
        [
            205887.8699633884,
            98186.6611046231,
            107701.2088587653,
            455989.3990521434,
            251164.6170260081,
            204824.7820261353
        ],
        [
            205.88787,
            98.186661,
            107.701209,
            455.989399,
            251.164617,
            204.824782
        ],
        [
            0.790599,
            0.377032,
            0.413567,
            0.660949,
            0.483496,
            0.428905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26128,
            -21367,
            -29038,
            -147995,
            -90941,
            -90325
        ],
        [
            1.510459,
            1.521137,
            1.501099,
            1.432145,
            1.527533,
            1.353717
        ],
        [
            275,
            137,
            138,
            275,
            137,
            138
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            47.272727,
            47.445255,
            47.101449,
            47.272727,
            47.445255,
            47.101449
        ],
        [
            1.684743,
            1.684952,
            1.68585,
            1.597393,
            1.692036,
            1.520328
        ],
        [
            16738,
            16696,
            16738,
            82228,
            82228,
            58837
        ],
        [
            -13897,
            -12082,
            -13897,
            -30316,
            -26442,
            -30316
        ],
        [
            90,
            93,
            86,
            90,
            93,
            86
        ],
        [
            112,
            110,
            113,
            112,
            110,
            113
        ],
        [
            70,
            78,
            61,
            70,
            78,
            61
        ],
        [
            24768,
            12858,
            11910,
            24768,
            12858,
            11910
        ],
        [
            1.64939,
            0,
            1.80564,
            1.649391,
            0,
            1.805641
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422892,
            327617,
            248799,
            365771,
            361782,
            221094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737188100000,
    "first_datapoint_time": 1737307800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759687507350,
    "expiration_time": 1766167200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 134,
            "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)