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Trade: ARB/USDT/240/HWMA/KCU/7877

Strategy
ARB/USDT/240/HWMA/KCU/7877
Pair
ARB_USDT
Interval
4h
Score
535470
Daily Profit
0.232829
Profit Factor
1.745508
Profitability
83.720930
Streak
56.513534
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 215832.5309 115482.0603 100350.4706 182149.249 33882.4148 148266.8342
Total P&L (%) 215.8325 115.4821 100.3505 182.1492 33.8824 148.2668
Avg Daily Profit (%) 0.2328 0.1246 0.1083 0.112 0.0315 0.0981
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93679 -92559 -24309 -327842 -335771 -44033
Profit Factor 1.7455 1.48 3.0513 1.2355 1.0517 2.261
Total Trades 129 64 65 129 64 65
Winning Trades 108 53 55 108 53 55
Losing Trades 21 11 10 21 11 10
Profitability (%) 83.7209 82.8125 84.6154 83.7209 82.8125 84.6154
Ratio Avg Win / Avg Loss 0.3394 0.3072 0.5548 0.2402 0.2183 0.4111
Largest Winning Trade 16458 16458 8809 38262 38262 22400
Largest Losing Trade -68906 -68906 -17928 -251423 -251423 -28242
Avg Bars in Trades 40 75 4 40 75 4
Avg Bars in Winners 8 13 3 8 13 3
Avg Bars in Losers 204 379 12 204 379 12
Bars Traded 5179 4863 316 5179 4863 316
Profit Streak 56.5135 56.8469 56.5135 56.5135 56.8469 56.5135
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 535470 -160806 -171082 -39064 -452578 -186088
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681171200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666769328,
    "expiration_time": 1762243200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.91353,
            "nb": 0.1,
            "nc": 0.30233
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 112,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            215832.5308649169,
            115482.0602527778,
            100350.4706121391,
            182149.2490410037,
            33882.4148468605,
            148266.834194143
        ],
        [
            215.832531,
            115.48206,
            100.350471,
            182.149249,
            33.882415,
            148.266834
        ],
        [
            0.232829,
            0.124576,
            0.108253,
            0.111958,
            0.031482,
            0.098142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93679,
            -92559,
            -24309,
            -327842,
            -335771,
            -44033
        ],
        [
            1.745508,
            1.479993,
            3.051331,
            1.235518,
            1.051664,
            2.26104
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            83.72093,
            82.8125,
            84.615385,
            83.72093,
            82.8125,
            84.615385
        ],
        [
            0.339404,
            0.307168,
            0.554787,
            0.24024,
            0.21827,
            0.411098
        ],
        [
            16458,
            16458,
            8809,
            38262,
            38262,
            22400
        ],
        [
            -68906,
            -68906,
            -17928,
            -251423,
            -251423,
            -28242
        ],
        [
            40,
            75,
            4,
            40,
            75,
            4
        ],
        [
            8,
            13,
            3,
            8,
            13,
            3
        ],
        [
            204,
            379,
            12,
            204,
            379,
            12
        ],
        [
            5179,
            4863,
            316,
            5179,
            4863,
            316
        ],
        [
            56.513534,
            56.846867,
            56.513534,
            56.513534,
            56.846867,
            56.513534
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            535470,
            -160806,
            -171082,
            -39064,
            -452578,
            -186088
        ]
    ]
}
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": 1681171200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666769328,
    "expiration_time": 1762243200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.91353,
            "nb": 0.1,
            "nc": 0.30233
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 112,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)