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Trade: ARB/USDT/15/SWMA/BBM/7272

Strategy
ARB/USDT/15/SWMA/BBM/7272
Pair
ARB_USDT
Interval
15m
Score
408699
Daily Profit
0.572876
Profit Factor
1.250060
Profitability
42.616034
Streak
4.747377
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 00:41
Expiration Time
2025-12-22 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 149188.2614 68664.2332 80524.0282 213880.0417 136622.9205 77257.1212
Total P&L (%) 149.1883 68.6642 80.524 213.88 136.6229 77.2571
Avg Daily Profit (%) 0.5729 0.2637 0.3092 0.4402 0.3313 0.2201
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68633 -37428 -48908 -245908 -132123 -171587
Profit Factor 1.2501 1.2302 1.2699 1.121 1.1593 1.0849
Total Trades 474 237 237 474 237 237
Winning Trades 202 102 100 202 102 100
Losing Trades 272 135 137 272 135 137
Profitability (%) 42.616 43.038 42.1941 42.616 43.038 42.1941
Ratio Avg Win / Avg Loss 1.6832 1.6283 1.7397 1.5095 1.5344 1.4863
Largest Winning Trade 17877 17877 16066 43618 43597 43618
Largest Losing Trade -12246 -12246 -11517 -54848 -31966 -54848
Avg Bars in Trades 52 53 51 52 53 51
Avg Bars in Winners 71 72 69 71 72 69
Avg Bars in Losers 38 38 37 38 38 37
Bars Traded 24737 12626 12111 24737 12626 12111
Profit Streak 4.7474 4.7474 5.2161 4.7474 4.7474 5.2161
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408699 229393 267250 -76954 -37874 -121461
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737459900000,
    "first_datapoint_time": 1737549900000,
    "last_datapoint_time": 1759959000000,
    "evaluation_time": 1759959673421,
    "expiration_time": 1766439000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 1.47177
        }
    }
}
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": [
        [
            149188.2613987316,
            68664.2332024578,
            80524.0281962737,
            213880.0416806463,
            136622.9204936926,
            77257.1211869539
        ],
        [
            149.188261,
            68.664233,
            80.524028,
            213.880042,
            136.62292,
            77.257121
        ],
        [
            0.572876,
            0.263667,
            0.309208,
            0.440195,
            0.331282,
            0.220053
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68633,
            -37428,
            -48908,
            -245908,
            -132123,
            -171587
        ],
        [
            1.25006,
            1.230244,
            1.269865,
            1.12103,
            1.159338,
            1.084923
        ],
        [
            474,
            237,
            237,
            474,
            237,
            237
        ],
        [
            202,
            102,
            100,
            202,
            102,
            100
        ],
        [
            272,
            135,
            137,
            272,
            135,
            137
        ],
        [
            42.616034,
            43.037975,
            42.194093,
            42.616034,
            43.037975,
            42.194093
        ],
        [
            1.683249,
            1.628264,
            1.739715,
            1.509505,
            1.534418,
            1.486345
        ],
        [
            17877,
            17877,
            16066,
            43618,
            43597,
            43618
        ],
        [
            -12246,
            -12246,
            -11517,
            -54848,
            -31966,
            -54848
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            71,
            72,
            69,
            71,
            72,
            69
        ],
        [
            38,
            38,
            37,
            38,
            38,
            37
        ],
        [
            24737,
            12626,
            12111,
            24737,
            12626,
            12111
        ],
        [
            4.747377,
            4.747377,
            5.216127,
            4.747378,
            4.747378,
            5.216128
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408699,
            229393,
            267250,
            -76954,
            -37874,
            -121461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737459900000,
    "first_datapoint_time": 1737549900000,
    "last_datapoint_time": 1759959000000,
    "evaluation_time": 1759959673421,
    "expiration_time": 1766439000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 1.47177
        }
    }
}

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)