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Trade: ARB/USDT/360/HILO/SINWMA/1216

Strategy
ARB/USDT/360/HILO/SINWMA/1216
Pair
ARB_USDT
Interval
6h
Score
313418
Daily Profit
0.217323
Profit Factor
1.327741
Profitability
42.272727
Streak
7.221997
Best Strategy
Training Data Length
916.250000
Evaluation Time
2025-09-26 20:19
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 199121.8563 93025.0103 106096.846 220873.2901 140736.7443 80136.5458
Total P&L (%) 199.1219 93.025 106.0968 220.8733 140.7367 80.1365
Avg Daily Profit (%) 0.2173 0.1015 0.1158 0.1273 0.0959 0.0643
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71738 -46160 -67053 -247195 -128728 -147970
Profit Factor 1.3277 1.3048 1.3509 1.1867 1.2353 1.137
Total Trades 220 110 110 220 110 110
Winning Trades 93 44 49 93 44 49
Losing Trades 127 66 61 127 66 61
Profitability (%) 42.2727 40 44.5455 42.2727 40 44.5455
Ratio Avg Win / Avg Loss 1.8132 1.9572 1.6817 1.6205 1.8529 1.4155
Largest Winning Trade 46148 46148 24774 113482 113482 57377
Largest Losing Trade -16201 -14866 -16201 -66368 -43048 -66368
Avg Bars in Trades 16 15 17 16 15 17
Avg Bars in Winners 26 28 24 26 28 24
Avg Bars in Losers 9 7 11 9 7 11
Bars Traded 3619 1740 1879 3619 1740 1879
Profit Streak 7.222 7.222 7.722 7.222 7.222 7.722
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313418 -59402 -38335 -37513 -67291 -178358

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3665,
    "evaluation_days": 916.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680134400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907180586,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 16,
            "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": [
        [
            199121.8563354915,
            93025.0103459788,
            106096.8459895126,
            220873.2901270541,
            140736.7442902461,
            80136.545836808
        ],
        [
            199.121856,
            93.02501,
            106.096846,
            220.87329,
            140.736744,
            80.136546
        ],
        [
            0.217323,
            0.101528,
            0.115795,
            0.127325,
            0.09593,
            0.064255
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71738,
            -46160,
            -67053,
            -247195,
            -128728,
            -147970
        ],
        [
            1.327741,
            1.304821,
            1.350874,
            1.1867,
            1.23526,
            1.137027
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            127,
            66,
            61,
            127,
            66,
            61
        ],
        [
            42.272727,
            40,
            44.545455,
            42.272727,
            40,
            44.545455
        ],
        [
            1.813152,
            1.957231,
            1.681701,
            1.620547,
            1.85289,
            1.415483
        ],
        [
            46148,
            46148,
            24774,
            113482,
            113482,
            57377
        ],
        [
            -16201,
            -14866,
            -16201,
            -66368,
            -43048,
            -66368
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            9,
            7,
            11,
            9,
            7,
            11
        ],
        [
            3619,
            1740,
            1879,
            3619,
            1740,
            1879
        ],
        [
            7.221997,
            7.221997,
            7.721997,
            7.221997,
            7.221998,
            7.721998
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313418,
            -59402,
            -38335,
            -37513,
            -67291,
            -178358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3665,
    "evaluation_days": 916.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680134400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907180586,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 16,
            "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)