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Trade: ARB/USDT/240/HWMA/ZLMA/5340

Strategy
ARB/USDT/240/HWMA/ZLMA/5340
Pair
ARB_USDT
Interval
4h
Score
368124
Daily Profit
0.214695
Profit Factor
1.557046
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
916.170000
Evaluation Time
2025-09-28 03:26
Expiration Time
2025-10-24 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 196697.2025 93339.9399 103357.2627 237562.103 124301.8981 113260.2049
Total P&L (%) 196.6972 93.3399 103.3573 237.5621 124.3019 113.2602
Avg Daily Profit (%) 0.2147 0.1019 0.1128 0.1329 0.0882 0.0827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53323 -63276 -38849 -179633 -141563 -101280
Profit Factor 1.557 1.561 1.5535 1.317 1.3362 1.2983
Total Trades 145 72 73 145 72 73
Winning Trades 70 32 38 70 32 38
Losing Trades 75 40 35 75 40 35
Profitability (%) 48.2759 44.4444 52.0548 48.2759 44.4444 52.0548
Ratio Avg Win / Avg Loss 1.6683 1.9513 1.4309 1.4111 1.6702 1.1958
Largest Winning Trade 56010 56010 44485 98513 98513 85378
Largest Losing Trade -23892 -19817 -23892 -96286 -96286 -68591
Avg Bars in Trades 35 30 40 35 30 40
Avg Bars in Winners 50 40 59 50 40 59
Avg Bars in Losers 21 22 20 21 22 20
Bars Traded 5167 2177 2991 5167 2177 2991
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368124 -135793 -112445 -15734 -155391 -154160
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5497,
    "evaluation_days": 916.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683043200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019176170,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 202,
            "na": 0.2,
            "nb": 0.90657,
            "nc": 0.33912
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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": [
        [
            196697.2025471402,
            93339.9398576689,
            103357.2626894714,
            237562.1030292073,
            124301.8981190946,
            113260.2049101127
        ],
        [
            196.697203,
            93.33994,
            103.357263,
            237.562103,
            124.301898,
            113.260205
        ],
        [
            0.214695,
            0.101881,
            0.112815,
            0.132878,
            0.088213,
            0.082698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53323,
            -63276,
            -38849,
            -179633,
            -141563,
            -101280
        ],
        [
            1.557046,
            1.561025,
            1.553502,
            1.317,
            1.336168,
            1.29833
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            48.275862,
            44.444444,
            52.054795,
            48.275862,
            44.444444,
            52.054795
        ],
        [
            1.668264,
            1.951281,
            1.430857,
            1.411071,
            1.67021,
            1.195831
        ],
        [
            56010,
            56010,
            44485,
            98513,
            98513,
            85378
        ],
        [
            -23892,
            -19817,
            -23892,
            -96286,
            -96286,
            -68591
        ],
        [
            35,
            30,
            40,
            35,
            30,
            40
        ],
        [
            50,
            40,
            59,
            50,
            40,
            59
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            5167,
            2177,
            2991,
            5167,
            2177,
            2991
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368124,
            -135793,
            -112445,
            -15734,
            -155391,
            -154160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5497,
    "evaluation_days": 916.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683043200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019176170,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 202,
            "na": 0.2,
            "nb": 0.90657,
            "nc": 0.33912
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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)