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Trade: ARB/USDT/15/SWMA/SINWMA/8716

Strategy
ARB/USDT/15/SWMA/SINWMA/8716
Pair
ARB_USDT
Interval
15m
Score
302338
Daily Profit
0.252047
Profit Factor
1.405030
Profitability
50.561798
Streak
10.401779
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 12:53
Expiration Time
2025-12-12 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108908.4727 43270.3474 65638.1253 116667.56 51381.0156 65286.5444
Total P&L (%) 108.9085 43.2703 65.6381 116.6676 51.381 65.2865
Avg Daily Profit (%) 0.4182 0.1662 0.252 0.2973 0.1593 0.1931
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60427 -71937 -24114 -51252 -59614 -22656
Profit Factor 1.338 1.2702 1.405 1.3392 1.2981 1.3805
Total Trades 179 90 89 179 90 89
Winning Trades 76 31 45 76 31 45
Losing Trades 103 59 44 103 59 44
Profitability (%) 42.4581 34.4444 50.5618 42.4581 34.4444 50.5618
Ratio Avg Win / Avg Loss 1.8133 2.4174 1.3738 1.815 2.4705 1.3499
Largest Winning Trade 39475 39475 19720 29046 29046 20737
Largest Losing Trade -11131 -8214 -11131 -22656 -10226 -22656
Avg Bars in Trades 137 136 138 137 136 138
Avg Bars in Winners 208 221 198 208 221 198
Avg Bars in Losers 85 92 77 85 92 77
Bars Traded 24658 12315 12342 24658 12315 12342
Profit Streak 0 0 10.4018 0 0 10.4018
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 270801 -1345 302338 233880 -543 277984
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736553600000,
    "first_datapoint_time": 1736719200000,
    "last_datapoint_time": 1759052700000,
    "evaluation_time": 1759053213745,
    "expiration_time": 1765532700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "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": [
        [
            108908.4727193528,
            43270.3474134228,
            65638.1253059299,
            116667.559971179,
            51381.0155763603,
            65286.5443948187
        ],
        [
            108.908473,
            43.270347,
            65.638125,
            116.66756,
            51.381016,
            65.286544
        ],
        [
            0.418203,
            0.166156,
            0.252047,
            0.297344,
            0.159343,
            0.193148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60427,
            -71937,
            -24114,
            -51252,
            -59614,
            -22656
        ],
        [
            1.338004,
            1.270181,
            1.40503,
            1.339212,
            1.298073,
            1.380547
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            76,
            31,
            45,
            76,
            31,
            45
        ],
        [
            103,
            59,
            44,
            103,
            59,
            44
        ],
        [
            42.458101,
            34.444444,
            50.561798,
            42.458101,
            34.444444,
            50.561798
        ],
        [
            1.813347,
            2.417441,
            1.373807,
            1.814985,
            2.470527,
            1.349868
        ],
        [
            39475,
            39475,
            19720,
            29046,
            29046,
            20737
        ],
        [
            -11131,
            -8214,
            -11131,
            -22656,
            -10226,
            -22656
        ],
        [
            137,
            136,
            138,
            137,
            136,
            138
        ],
        [
            208,
            221,
            198,
            208,
            221,
            198
        ],
        [
            85,
            92,
            77,
            85,
            92,
            77
        ],
        [
            24658,
            12315,
            12342,
            24658,
            12315,
            12342
        ],
        [
            0,
            0,
            10.401779,
            0,
            0,
            10.401779
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            270801,
            -1345,
            302338,
            233880,
            -543,
            277984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736553600000,
    "first_datapoint_time": 1736719200000,
    "last_datapoint_time": 1759052700000,
    "evaluation_time": 1759053213745,
    "expiration_time": 1765532700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "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)