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Trade: ARB/USDT/15/SMA/VWAP/6078

Strategy
ARB/USDT/15/SMA/VWAP/6078
Pair
ARB_USDT
Interval
15m
Score
330637
Daily Profit
0.559213
Profit Factor
1.513903
Profitability
40.909091
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 01:35
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 145630.1962 62714.4737 82915.7225 212040.5731 118246.9782 93793.5949
Total P&L (%) 145.6302 62.7145 82.9157 212.0406 118.247 93.7936
Avg Daily Profit (%) 0.5592 0.2408 0.3184 0.4379 0.3001 0.2544
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43401 -47388 -17502 -45834 -39943 -38604
Profit Factor 1.5139 1.4368 1.5931 1.4806 1.5355 1.4257
Total Trades 176 88 88 176 88 88
Winning Trades 72 31 41 72 31 41
Losing Trades 104 57 47 104 57 47
Profitability (%) 40.9091 35.2273 46.5909 40.9091 35.2273 46.5909
Ratio Avg Win / Avg Loss 2.1867 2.6418 1.8262 2.1387 2.8233 1.6343
Largest Winning Trade 47712 47712 17309 48987 48987 29535
Largest Losing Trade -9024 -7254 -9024 -20223 -13452 -20223
Avg Bars in Trades 139 139 138 139 139 138
Avg Bars in Winners 234 250 223 234 250 223
Avg Bars in Losers 73 80 64 73 80 64
Bars Traded 24493 12312 12180 24493 12312 12180
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330637 74010 308842 285998 131454 252315

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": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758926126905,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            145630.196246698,
            62714.473725514,
            82915.722521184,
            212040.5730575586,
            118246.9781612382,
            93793.5948963205
        ],
        [
            145.630196,
            62.714474,
            82.915723,
            212.040573,
            118.246978,
            93.793595
        ],
        [
            0.559213,
            0.24082,
            0.318392,
            0.437928,
            0.300141,
            0.254383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43401,
            -47388,
            -17502,
            -45834,
            -39943,
            -38604
        ],
        [
            1.513903,
            1.436793,
            1.593098,
            1.480634,
            1.535461,
            1.425683
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            104,
            57,
            47,
            104,
            57,
            47
        ],
        [
            40.909091,
            35.227273,
            46.590909,
            40.909091,
            35.227273,
            46.590909
        ],
        [
            2.186749,
            2.641845,
            1.826234,
            2.138693,
            2.823267,
            1.634319
        ],
        [
            47712,
            47712,
            17309,
            48987,
            48987,
            29535
        ],
        [
            -9024,
            -7254,
            -9024,
            -20223,
            -13452,
            -20223
        ],
        [
            139,
            139,
            138,
            139,
            139,
            138
        ],
        [
            234,
            250,
            223,
            234,
            250,
            223
        ],
        [
            73,
            80,
            64,
            73,
            80,
            64
        ],
        [
            24493,
            12312,
            12180,
            24493,
            12312,
            12180
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330637,
            74010,
            308842,
            285998,
            131454,
            252315
        ]
    ]
}
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": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758926126905,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors) 
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)