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Trade: ARB/USDT/15/TEMA/VWMA/2520

Strategy
ARB/USDT/15/TEMA/VWMA/2520
Pair
ARB_USDT
Interval
15m
Score
372243
Daily Profit
0.528623
Profit Factor
1.300387
Profitability
48.064516
Streak
4.610973
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 18:09
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 137663.9992 62953.4819 74710.5173 156084.3764 59714.479 96369.8974
Total P&L (%) 137.664 62.9535 74.7105 156.0844 59.7145 96.3699
Avg Daily Profit (%) 0.5286 0.2417 0.2869 0.3617 0.18 0.2595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97876 -46827 -73493 -130716 -66841 -99810
Profit Factor 1.3004 1.2912 1.3086 1.2376 1.1934 1.2768
Total Trades 310 155 155 310 155 155
Winning Trades 149 76 73 149 76 73
Losing Trades 161 79 82 161 79 82
Profitability (%) 48.0645 49.0323 47.0968 48.0645 49.0323 47.0968
Ratio Avg Win / Avg Loss 1.4051 1.3422 1.4699 1.3373 1.2405 1.4342
Largest Winning Trade 28177 28177 19586 32334 32334 24627
Largest Losing Trade -30003 -13450 -30003 -41759 -14292 -41759
Avg Bars in Trades 79 82 76 79 82 76
Avg Bars in Winners 84 77 90 84 77 90
Avg Bars in Losers 74 85 63 74 85 63
Bars Traded 24535 12710 11825 24535 12710 11825
Profit Streak 4.611 0 14.3818 4.611 0 14.3818
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372243 216830 282853 307079 -2541 267423

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": 1736427600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758899388086,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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": [
        [
            137663.9992145817,
            62953.4819107737,
            74710.5173038082,
            156084.3764118852,
            59714.4789669884,
            96369.8974448968
        ],
        [
            137.663999,
            62.953482,
            74.710517,
            156.084376,
            59.714479,
            96.369897
        ],
        [
            0.528623,
            0.241738,
            0.286885,
            0.361737,
            0.179955,
            0.259467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97876,
            -46827,
            -73493,
            -130716,
            -66841,
            -99810
        ],
        [
            1.300387,
            1.291222,
            1.308571,
            1.237591,
            1.193397,
            1.276781
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            149,
            76,
            73,
            149,
            76,
            73
        ],
        [
            161,
            79,
            82,
            161,
            79,
            82
        ],
        [
            48.064516,
            49.032258,
            47.096774,
            48.064516,
            49.032258,
            47.096774
        ],
        [
            1.405117,
            1.342191,
            1.469902,
            1.337262,
            1.240505,
            1.434193
        ],
        [
            28177,
            28177,
            19586,
            32334,
            32334,
            24627
        ],
        [
            -30003,
            -13450,
            -30003,
            -41759,
            -14292,
            -41759
        ],
        [
            79,
            82,
            76,
            79,
            82,
            76
        ],
        [
            84,
            77,
            90,
            84,
            77,
            90
        ],
        [
            74,
            85,
            63,
            74,
            85,
            63
        ],
        [
            24535,
            12710,
            11825,
            24535,
            12710,
            11825
        ],
        [
            4.610973,
            0,
            14.381806,
            4.610973,
            0,
            14.381807
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372243,
            216830,
            282853,
            307079,
            -2541,
            267423
        ]
    ]
}
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": 1736427600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758899388086,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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)