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Trade: ARB/USDT/240/MIDPOINT/PWMA/5803

Strategy
ARB/USDT/240/MIDPOINT/PWMA/5803
Pair
ARB_USDT
Interval
4h
Score
308230
Daily Profit
0.170348
Profit Factor
1.284237
Profitability
58.088235
Streak
27.851533
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 156067.7303 68204.0373 87863.693 67270.5228 44341.0351 22929.4878
Total P&L (%) 156.0677 68.204 87.8637 67.2705 44.341 22.9295
Avg Daily Profit (%) 0.1703 0.0744 0.0959 0.0562 0.0401 0.0225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89516 -58714 -74237 -86711 -42958 -77241
Profit Factor 1.2842 1.2824 1.2857 1.1268 1.2065 1.0726
Total Trades 136 68 68 136 68 68
Winning Trades 79 39 40 79 39 40
Losing Trades 57 29 28 57 29 28
Profitability (%) 58.0882 57.3529 58.8235 58.0882 57.3529 58.8235
Ratio Avg Win / Avg Loss 0.9266 0.9536 0.9 0.813 0.8971 0.7508
Largest Winning Trade 37114 29933 37114 35108 35108 33014
Largest Losing Trade -36982 -24796 -36982 -62739 -27132 -62739
Avg Bars in Trades 39 32 45 39 32 45
Avg Bars in Winners 32 30 34 32 30 34
Avg Bars in Losers 48 35 62 48 35 62
Bars Traded 5321 2205 3116 5321 2205 3116
Profit Streak 27.8515 27.8515 41.0182 27.8515 27.8515 41.0182
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308230 -203043 -173216 -197973 -251060 -416660
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": 1681185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019172439,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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": [
        [
            156067.7302926987,
            68204.0373340908,
            87863.692958608,
            67270.5228448713,
            44341.0350645109,
            22929.4877803603
        ],
        [
            156.06773,
            68.204037,
            87.863693,
            67.270523,
            44.341035,
            22.929488
        ],
        [
            0.170348,
            0.074445,
            0.095903,
            0.056167,
            0.040067,
            0.022536
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89516,
            -58714,
            -74237,
            -86711,
            -42958,
            -77241
        ],
        [
            1.284237,
            1.282368,
            1.285706,
            1.126769,
            1.206487,
            1.072581
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            58.088235,
            57.352941,
            58.823529,
            58.088235,
            57.352941,
            58.823529
        ],
        [
            0.926602,
            0.953555,
            0.899994,
            0.812985,
            0.897131,
            0.750807
        ],
        [
            37114,
            29933,
            37114,
            35108,
            35108,
            33014
        ],
        [
            -36982,
            -24796,
            -36982,
            -62739,
            -27132,
            -62739
        ],
        [
            39,
            32,
            45,
            39,
            32,
            45
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            48,
            35,
            62,
            48,
            35,
            62
        ],
        [
            5321,
            2205,
            3116,
            5321,
            2205,
            3116
        ],
        [
            27.851533,
            27.851533,
            41.018199,
            27.851533,
            27.851533,
            41.0182
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308230,
            -203043,
            -173216,
            -197973,
            -251060,
            -416660
        ]
    ]
}
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": 1681185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019172439,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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)