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Trade: ARB/USDT/240/MIDPOINT/JMA/6618

Strategy
ARB/USDT/240/MIDPOINT/JMA/6618
Pair
ARB_USDT
Interval
4h
Score
305548
Daily Profit
0.182318
Profit Factor
1.320882
Profitability
53.781513
Streak
0.000000
Best Strategy
Training Data Length
916.170000
Evaluation Time
2025-09-26 15:50
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 167034.3485 79330.2337 87704.1148 62431.8087 39033.4767 23398.3321
Total P&L (%) 167.0343 79.3302 87.7041 62.4318 39.0335 23.3983
Avg Daily Profit (%) 0.1823 0.0866 0.0957 0.053 0.036 0.023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76926 -52589 -65872 -133153 -39031 -110613
Profit Factor 1.3209 1.3666 1.2883 1.1178 1.1923 1.0715
Total Trades 119 60 59 119 60 59
Winning Trades 64 27 37 64 27 37
Losing Trades 55 33 22 55 33 22
Profitability (%) 53.7815 45 62.7119 53.7815 45 62.7119
Ratio Avg Win / Avg Loss 1.1351 1.6703 0.766 0.9606 1.4573 0.6371
Largest Winning Trade 80670 80670 36527 34982 34982 34457
Largest Losing Trade -37419 -20768 -37419 -72302 -22438 -72302
Avg Bars in Trades 44 33 56 44 33 56
Avg Bars in Winners 45 36 51 45 36 51
Avg Bars in Losers 44 30 66 44 30 66
Bars Traded 5346 1987 3359 5346 1987 3359
Profit Streak 0 0 46.8686 0 0 46.8686
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305548 -246876 -240307 -214540 -327271 -483832

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": 1681084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891048291,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 106,
            "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": [
        [
            167034.3485463354,
            79330.2337147687,
            87704.1148315667,
            62431.8087199146,
            39033.4766516704,
            23398.3320682442
        ],
        [
            167.034349,
            79.330234,
            87.704115,
            62.431809,
            39.033477,
            23.398332
        ],
        [
            0.182318,
            0.086589,
            0.095729,
            0.052961,
            0.035976,
            0.022951
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76926,
            -52589,
            -65872,
            -133153,
            -39031,
            -110613
        ],
        [
            1.320882,
            1.366623,
            1.288342,
            1.117767,
            1.192297,
            1.071523
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            64,
            27,
            37,
            64,
            27,
            37
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            53.781513,
            45,
            62.711864,
            53.781513,
            45,
            62.711864
        ],
        [
            1.135133,
            1.670317,
            0.766041,
            0.960581,
            1.457252,
            0.637122
        ],
        [
            80670,
            80670,
            36527,
            34982,
            34982,
            34457
        ],
        [
            -37419,
            -20768,
            -37419,
            -72302,
            -22438,
            -72302
        ],
        [
            44,
            33,
            56,
            44,
            33,
            56
        ],
        [
            45,
            36,
            51,
            45,
            36,
            51
        ],
        [
            44,
            30,
            66,
            44,
            30,
            66
        ],
        [
            5346,
            1987,
            3359,
            5346,
            1987,
            3359
        ],
        [
            0,
            0,
            46.868614,
            0,
            0,
            46.868614
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305548,
            -246876,
            -240307,
            -214540,
            -327271,
            -483832
        ]
    ]
}
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": 1681084800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891048291,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 106,
            "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)