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Trade: ARB/USDT/30/JMA/SWMA/5940

Strategy
ARB/USDT/30/JMA/SWMA/5940
Pair
ARB_USDT
Interval
30m
Score
304632
Daily Profit
0.188992
Profit Factor
1.255807
Profitability
61.146497
Streak
11.610578
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 09:39
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98432.6504 29805.9452 68626.7051 63570.0777 -1453.4956 65023.5734
Total P&L (%) 98.4327 29.8059 68.6267 63.5701 -1.4535 65.0236
Avg Daily Profit (%) 0.189 0.0572 0.1318 0.0945 -0.0028 0.0962
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50187 -57878 -44286 -82714 -86712 -60168
Profit Factor 1.2558 1.1432 1.3886 1.1316 0.9946 1.304
Total Trades 157 78 79 157 78 79
Winning Trades 96 44 52 96 44 52
Losing Trades 61 34 27 61 34 27
Profitability (%) 61.1465 56.4103 65.8228 61.1465 56.4103 65.8228
Ratio Avg Win / Avg Loss 0.798 0.8834 0.721 0.719 0.7686 0.6771
Largest Winning Trade 21086 21086 15921 21154 21154 17668
Largest Losing Trade -27799 -24624 -27799 -40610 -40610 -38053
Avg Bars in Trades 155 168 143 155 168 143
Avg Bars in Winners 88 87 89 88 87 89
Avg Bars in Losers 261 273 245 261 273 245
Bars Traded 24464 13150 11314 24464 13150 11314
Profit Streak 11.6106 18.6939 11.6106 11.6106 18.6939 11.6106
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304632 -217693 -42822 -141863 -614134 -90967

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714118400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758868753927,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "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": [
        [
            98432.6503510684,
            29805.9452175733,
            68626.705133495,
            63570.0777254219,
            -1453.4956407757,
            65023.5733661976
        ],
        [
            98.43265,
            29.805945,
            68.626705,
            63.570078,
            -1.453496,
            65.023573
        ],
        [
            0.188992,
            0.057228,
            0.131764,
            0.094523,
            -0.002811,
            0.096223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50187,
            -57878,
            -44286,
            -82714,
            -86712,
            -60168
        ],
        [
            1.255807,
            1.143171,
            1.388582,
            1.131588,
            0.9946,
            1.303955
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            96,
            44,
            52,
            96,
            44,
            52
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            61.146497,
            56.410256,
            65.822785,
            61.146497,
            56.410256,
            65.822785
        ],
        [
            0.79796,
            0.883359,
            0.720994,
            0.71903,
            0.768555,
            0.677054
        ],
        [
            21086,
            21086,
            15921,
            21154,
            21154,
            17668
        ],
        [
            -27799,
            -24624,
            -27799,
            -40610,
            -40610,
            -38053
        ],
        [
            155,
            168,
            143,
            155,
            168,
            143
        ],
        [
            88,
            87,
            89,
            88,
            87,
            89
        ],
        [
            261,
            273,
            245,
            261,
            273,
            245
        ],
        [
            24464,
            13150,
            11314,
            24464,
            13150,
            11314
        ],
        [
            11.610578,
            18.693911,
            11.610578,
            11.610578,
            18.693911,
            11.610578
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304632,
            -217693,
            -42822,
            -141863,
            -614134,
            -90967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714118400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758868753927,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "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)