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Trade: ARB/USDT/30/KCB/HMA/6137

Strategy
ARB/USDT/30/KCB/HMA/6137
Pair
ARB_USDT
Interval
30m
Score
355153
Daily Profit
0.222178
Profit Factor
1.308199
Profitability
66.935484
Streak
23.301747
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 13:14
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 115717.0553 46004.5735 69712.4819 64281.3621 58747.9199 5533.4422
Total P&L (%) 115.7171 46.0046 69.7125 64.2814 58.7479 5.5334
Avg Daily Profit (%) 0.2222 0.0883 0.1338 0.0954 0.0888 0.0103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74040 -58410 -49979 -84932 -58520 -86565
Profit Factor 1.3082 1.2549 1.3575 1.152 1.3444 1.0219
Total Trades 124 62 62 124 62 62
Winning Trades 83 38 45 83 38 45
Losing Trades 41 24 17 41 24 17
Profitability (%) 66.9355 61.2903 72.5806 66.9355 61.2903 72.5806
Ratio Avg Win / Avg Loss 0.6462 0.7926 0.5128 0.5691 0.8491 0.3861
Largest Winning Trade 26434 18369 26434 26809 26809 17559
Largest Losing Trade -45389 -22424 -45389 -66884 -19666 -66884
Avg Bars in Trades 196 199 194 196 199 194
Avg Bars in Winners 142 134 148 142 134 148
Avg Bars in Losers 306 301 314 306 301 314
Bars Traded 24394 12348 12046 24394 12348 12046
Profit Streak 23.3017 23.3017 39.3642 23.3017 23.3017 39.3642
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355153 -230401 -165846 -117442 -228325 -693119

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": 1714501800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758881670982,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 195
        }
    }
}
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": [
        [
            115717.0553222213,
            46004.5734564516,
            69712.4818657697,
            64281.3621168664,
            58747.9198845958,
            5533.4422322706
        ],
        [
            115.717055,
            46.004573,
            69.712482,
            64.281362,
            58.74792,
            5.533442
        ],
        [
            0.222178,
            0.088329,
            0.133849,
            0.095357,
            0.088772,
            0.010341
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74040,
            -58410,
            -49979,
            -84932,
            -58520,
            -86565
        ],
        [
            1.308199,
            1.254936,
            1.357489,
            1.152008,
            1.344403,
            1.021932
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            66.935484,
            61.290323,
            72.580645,
            66.935484,
            61.290323,
            72.580645
        ],
        [
            0.646219,
            0.792591,
            0.512829,
            0.569064,
            0.849096,
            0.386063
        ],
        [
            26434,
            18369,
            26434,
            26809,
            26809,
            17559
        ],
        [
            -45389,
            -22424,
            -45389,
            -66884,
            -19666,
            -66884
        ],
        [
            196,
            199,
            194,
            196,
            199,
            194
        ],
        [
            142,
            134,
            148,
            142,
            134,
            148
        ],
        [
            306,
            301,
            314,
            306,
            301,
            314
        ],
        [
            24394,
            12348,
            12046,
            24394,
            12348,
            12046
        ],
        [
            23.301747,
            23.301747,
            39.364247,
            23.301747,
            23.301747,
            39.364247
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355153,
            -230401,
            -165846,
            -117442,
            -228325,
            -693119
        ]
    ]
}
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": 1714501800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758881670982,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 195
        }
    }
}

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)