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Trade: ARB/USDT/240/HMA/FWMA/3798

Strategy
ARB/USDT/240/HMA/FWMA/3798
Pair
ARB_USDT
Interval
4h
Score
357072
Daily Profit
0.322115
Profit Factor
1.779603
Profitability
42.187500
Streak
16.013533
Best Strategy
Training Data Length
927.000000
Evaluation Time
2025-10-05 15:19
Expiration Time
2025-11-04 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298600.3979 144476.9485 154123.4494 759816.6883 426153.9179 333662.7703
Total P&L (%) 298.6004 144.4769 154.1234 759.8167 426.1539 333.6628
Avg Daily Profit (%) 0.3221 0.1559 0.1663 0.2324 0.1793 0.1584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76704 -69181 -25224 -570149 -476746 -249373
Profit Factor 1.7796 1.7262 1.8373 1.382 1.4458 1.323
Total Trades 128 64 64 128 64 64
Winning Trades 54 25 29 54 25 29
Losing Trades 74 39 35 74 39 35
Profitability (%) 42.1875 39.0625 45.3125 42.1875 39.0625 45.3125
Ratio Avg Win / Avg Loss 2.4387 2.6928 2.2175 1.8939 2.2554 1.5967
Largest Winning Trade 53100 53100 30989 283031 283031 236207
Largest Losing Trade -21979 -15752 -21979 -249373 -107536 -249373
Avg Bars in Trades 40 43 38 40 43 38
Avg Bars in Winners 70 75 66 70 75 66
Avg Bars in Losers 18 22 14 18 22 14
Bars Traded 5232 2780 2452 5232 2780 2452
Profit Streak 16.0135 0 17.5135 16.0135 0 17.5135
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357072 -133196 -129894 284022 -134181 -132112
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682827200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666769236,
    "expiration_time": 1762243200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "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": [
        [
            298600.3978507923,
            144476.9484726525,
            154123.4493781394,
            759816.6882531665,
            426153.9179294289,
            333662.7703237378
        ],
        [
            298.600398,
            144.476948,
            154.123449,
            759.816688,
            426.153918,
            333.66277
        ],
        [
            0.322115,
            0.155854,
            0.16626,
            0.232368,
            0.179278,
            0.158388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76704,
            -69181,
            -25224,
            -570149,
            -476746,
            -249373
        ],
        [
            1.779603,
            1.726181,
            1.837349,
            1.38201,
            1.445787,
            1.322992
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            42.1875,
            39.0625,
            45.3125,
            42.1875,
            39.0625,
            45.3125
        ],
        [
            2.438716,
            2.692842,
            2.21749,
            1.893866,
            2.255428,
            1.596715
        ],
        [
            53100,
            53100,
            30989,
            283031,
            283031,
            236207
        ],
        [
            -21979,
            -15752,
            -21979,
            -249373,
            -107536,
            -249373
        ],
        [
            40,
            43,
            38,
            40,
            43,
            38
        ],
        [
            70,
            75,
            66,
            70,
            75,
            66
        ],
        [
            18,
            22,
            14,
            18,
            22,
            14
        ],
        [
            5232,
            2780,
            2452,
            5232,
            2780,
            2452
        ],
        [
            16.013533,
            0,
            17.513533,
            16.013533,
            0,
            17.513533
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357072,
            -133196,
            -129894,
            284022,
            -134181,
            -132112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682827200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666769236,
    "expiration_time": 1762243200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "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)