← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/15/SINWMA/SSF/7014

Strategy
ARB/USDT/15/SINWMA/SSF/7014
Pair
ARB_USDT
Interval
15m
Score
319793
Daily Profit
0.430426
Profit Factor
1.328835
Profitability
43.814433
Streak
5.491032
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:17
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112091.6352 46844.6393 65246.9959 117279.7228 73579.2468 43700.4761
Total P&L (%) 112.0916 46.8446 65.247 117.2797 73.5792 43.7005
Avg Daily Profit (%) 0.4304 0.1799 0.2505 0.2984 0.212 0.1393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61364 -59518 -21691 -52938 -50166 -49799
Profit Factor 1.3288 1.2739 1.3842 1.2621 1.3353 1.1916
Total Trades 194 97 97 194 97 97
Winning Trades 85 38 47 85 38 47
Losing Trades 109 59 50 109 59 50
Profitability (%) 43.8144 39.1753 48.4536 43.8144 39.1753 48.4536
Ratio Avg Win / Avg Loss 1.704 1.9778 1.4726 1.6184 2.0732 1.2676
Largest Winning Trade 43897 43897 18330 40564 40564 22490
Largest Losing Trade -14803 -7491 -14803 -33689 -14667 -33689
Avg Bars in Trades 126 123 128 126 123 128
Avg Bars in Winners 191 193 189 191 193 189
Avg Bars in Losers 75 78 71 75 78 71
Bars Traded 24449 11975 12474 24449 11975 12474
Profit Streak 5.491 0 9.0952 5.491 0 9.0952
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319793 34920 257646 264487 116414 -19902
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736394300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758935825188,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "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": [
        [
            112091.6352199634,
            46844.6392979602,
            65246.9959220032,
            117279.7228263947,
            73579.2467655787,
            43700.476060816
        ],
        [
            112.091635,
            46.844639,
            65.246996,
            117.279723,
            73.579247,
            43.700476
        ],
        [
            0.430426,
            0.179881,
            0.250545,
            0.298431,
            0.211984,
            0.139319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61364,
            -59518,
            -21691,
            -52938,
            -50166,
            -49799
        ],
        [
            1.328835,
            1.273861,
            1.384207,
            1.262056,
            1.33531,
            1.191585
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            43.814433,
            39.175258,
            48.453608,
            43.814433,
            39.175258,
            48.453608
        ],
        [
            1.704036,
            1.977837,
            1.472561,
            1.618401,
            2.073244,
            1.267643
        ],
        [
            43897,
            43897,
            18330,
            40564,
            40564,
            22490
        ],
        [
            -14803,
            -7491,
            -14803,
            -33689,
            -14667,
            -33689
        ],
        [
            126,
            123,
            128,
            126,
            123,
            128
        ],
        [
            191,
            193,
            189,
            191,
            193,
            189
        ],
        [
            75,
            78,
            71,
            75,
            78,
            71
        ],
        [
            24449,
            11975,
            12474,
            24449,
            11975,
            12474
        ],
        [
            5.491032,
            0,
            9.095199,
            5.491032,
            0,
            9.095199
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319793,
            34920,
            257646,
            264487,
            116414,
            -19902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736394300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758935825188,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "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)