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Trade: ARB/USDT/15/VWMA/SWMA/4812

Strategy
ARB/USDT/15/VWMA/SWMA/4812
Pair
ARB_USDT
Interval
15m
Score
383791
Daily Profit
0.563457
Profit Factor
1.490713
Profitability
46.296296
Streak
3.762312
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 11:17
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 146735.3455 66701.8395 80033.506 203077.5913 129810.9189 73266.6724
Total P&L (%) 146.7353 66.7018 80.0335 203.0776 129.8109 73.2667
Avg Daily Profit (%) 0.5635 0.2561 0.3073 0.4267 0.32 0.2113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36423 -49267 -21339 -73308 -46927 -69475
Profit Factor 1.4907 1.4676 1.5118 1.3875 1.5457 1.2561
Total Trades 162 81 81 162 81 81
Winning Trades 75 32 43 75 32 43
Losing Trades 87 49 38 87 49 38
Profitability (%) 46.2963 39.5062 53.0864 46.2963 39.5062 53.0864
Ratio Avg Win / Avg Loss 1.7292 2.2473 1.336 1.6096 2.3668 1.11
Largest Winning Trade 45501 45501 21806 53401 53401 30474
Largest Losing Trade -17319 -8046 -17319 -57234 -20553 -57234
Avg Bars in Trades 149 145 153 149 145 153
Avg Bars in Winners 225 227 222 225 227 222
Avg Bars in Losers 84 92 75 84 92 75
Bars Traded 24256 11817 12439 24256 11817 12439
Profit Streak 3.7623 0 7.4081 3.7623 0 7.4081
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383791 -7334 -1893 319011 -6091 -4276

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": 1736385300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758788263789,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 63
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 44,
            "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": [
        [
            146735.345455015,
            66701.8395032812,
            80033.5059517337,
            203077.5912788846,
            129810.9189071481,
            73266.6723717364
        ],
        [
            146.735345,
            66.70184,
            80.033506,
            203.077591,
            129.810919,
            73.266672
        ],
        [
            0.563457,
            0.256132,
            0.307325,
            0.426689,
            0.320028,
            0.21129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36423,
            -49267,
            -21339,
            -73308,
            -46927,
            -69475
        ],
        [
            1.490713,
            1.467628,
            1.511768,
            1.387545,
            1.545683,
            1.256067
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            75,
            32,
            43,
            75,
            32,
            43
        ],
        [
            87,
            49,
            38,
            87,
            49,
            38
        ],
        [
            46.296296,
            39.506173,
            53.08642,
            46.296296,
            39.506173,
            53.08642
        ],
        [
            1.729227,
            2.247306,
            1.335981,
            1.609552,
            2.366826,
            1.110012
        ],
        [
            45501,
            45501,
            21806,
            53401,
            53401,
            30474
        ],
        [
            -17319,
            -8046,
            -17319,
            -57234,
            -20553,
            -57234
        ],
        [
            149,
            145,
            153,
            149,
            145,
            153
        ],
        [
            225,
            227,
            222,
            225,
            227,
            222
        ],
        [
            84,
            92,
            75,
            84,
            92,
            75
        ],
        [
            24256,
            11817,
            12439,
            24256,
            11817,
            12439
        ],
        [
            3.762312,
            0,
            7.408146,
            3.762312,
            0,
            7.408146
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383791,
            -7334,
            -1893,
            319011,
            -6091,
            -4276
        ]
    ]
}
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": 1736385300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758788263789,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 63
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 44,
            "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)