← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/240/HMA/VWAP/1938

Strategy
ARB/USDT/240/HMA/VWAP/1938
Pair
ARB_USDT
Interval
4h
Score
311162
Daily Profit
0.248689
Profit Factor
1.532521
Profitability
41.333333
Streak
16.458298
Best Strategy
Training Data Length
927.500000
Evaluation Time
2025-10-06 01:59
Expiration Time
2025-11-04 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 230658.7043 99763.2036 130895.5007 367441.5424 181675.1612 185766.3812
Total P&L (%) 230.6587 99.7632 130.8955 367.4415 181.6752 185.7664
Avg Daily Profit (%) 0.2487 0.1076 0.1411 0.1664 0.1117 0.1133
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71898 -69313 -39171 -327278 -306453 -160986
Profit Factor 1.5325 1.4641 1.5999 1.271 1.2786 1.264
Total Trades 150 75 75 150 75 75
Winning Trades 62 27 35 62 27 35
Losing Trades 88 48 40 88 48 40
Profitability (%) 41.3333 36 46.6667 41.3333 36 46.6667
Ratio Avg Win / Avg Loss 2.1752 2.6029 1.8284 1.804 2.273 1.4446
Largest Winning Trade 52848 52848 31471 138704 121506 138704
Largest Losing Trade -21979 -15752 -21979 -131893 -64979 -131893
Avg Bars in Trades 35 36 33 35 36 33
Avg Bars in Winners 59 63 56 59 63 56
Avg Bars in Losers 18 21 13 18 21 13
Bars Traded 5273 2765 2509 5273 2765 2509
Profit Streak 16.4583 0 17.9583 16.4583 0 17.9583
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311162 -109596 -59298 228313 -105190 -99602
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5565,
    "evaluation_days": 927.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682625600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759705196928,
    "expiration_time": 1762286400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            230658.7042626544,
            99763.2035685159,
            130895.5006941384,
            367441.5424315387,
            181675.1612285334,
            185766.3812030051
        ],
        [
            230.658704,
            99.763204,
            130.895501,
            367.441542,
            181.675161,
            185.766381
        ],
        [
            0.248689,
            0.107561,
            0.141127,
            0.166403,
            0.111716,
            0.113272
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71898,
            -69313,
            -39171,
            -327278,
            -306453,
            -160986
        ],
        [
            1.532521,
            1.464146,
            1.599873,
            1.271023,
            1.278578,
            1.26402
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            41.333333,
            36,
            46.666667,
            41.333333,
            36,
            46.666667
        ],
        [
            2.175191,
            2.602926,
            1.828426,
            1.804032,
            2.273028,
            1.444594
        ],
        [
            52848,
            52848,
            31471,
            138704,
            121506,
            138704
        ],
        [
            -21979,
            -15752,
            -21979,
            -131893,
            -64979,
            -131893
        ],
        [
            35,
            36,
            33,
            35,
            36,
            33
        ],
        [
            59,
            63,
            56,
            59,
            63,
            56
        ],
        [
            18,
            21,
            13,
            18,
            21,
            13
        ],
        [
            5273,
            2765,
            2509,
            5273,
            2765,
            2509
        ],
        [
            16.458298,
            0,
            17.958298,
            16.458298,
            0,
            17.958298
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311162,
            -109596,
            -59298,
            228313,
            -105190,
            -99602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5565,
    "evaluation_days": 927.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682625600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759705196928,
    "expiration_time": 1762286400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)