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Trade: ARB/USDT/360/HL2/FWMA/1326

Strategy
ARB/USDT/360/HL2/FWMA/1326
Pair
ARB_USDT
Interval
6h
Score
301612
Daily Profit
0.171858
Profit Factor
1.610960
Profitability
44.086022
Streak
0.000000
Best Strategy
Training Data Length
932.500000
Evaluation Time
2025-10-10 23:41
Expiration Time
2025-11-09 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160257.4322 85954.1526 74303.2796 153829.1597 105192.4382 48636.7215
Total P&L (%) 160.2574 85.9542 74.3033 153.8292 105.1924 48.6367
Avg Daily Profit (%) 0.1719 0.0922 0.0797 0.0999 0.0771 0.0425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51461 -30248 -46925 -77941 -31308 -75944
Profit Factor 1.611 1.6853 1.5428 1.4271 1.6666 1.2403
Total Trades 93 47 46 93 47 46
Winning Trades 41 20 21 41 20 21
Losing Trades 52 27 25 52 27 25
Profitability (%) 44.086 42.5532 45.6522 44.086 42.5532 45.6522
Ratio Avg Win / Avg Loss 2.0432 2.2752 1.8367 1.81 2.2499 1.4766
Largest Winning Trade 59526 59526 57811 81191 48102 81191
Largest Losing Trade -16968 -13649 -16968 -52468 -25472 -52468
Avg Bars in Trades 35 31 40 35 31 40
Avg Bars in Winners 65 56 73 65 56 73
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3340 1499 1841 3340 1499 1841
Profit Streak 0 0 49.3621 0 0 49.3621
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301612 -69526 -84511 -59630 -89651 -138487
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 932.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683482400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760128886699,
    "expiration_time": 1762711200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 182,
            "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": [
        [
            160257.4322490273,
            85954.1526413591,
            74303.2796076682,
            153829.159685817,
            105192.4382063693,
            48636.7214794478
        ],
        [
            160.257432,
            85.954153,
            74.30328,
            153.82916,
            105.192438,
            48.636721
        ],
        [
            0.171858,
            0.092176,
            0.079682,
            0.099942,
            0.07711,
            0.042511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51461,
            -30248,
            -46925,
            -77941,
            -31308,
            -75944
        ],
        [
            1.61096,
            1.685324,
            1.542823,
            1.427085,
            1.66659,
            1.240327
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            44.086022,
            42.553191,
            45.652174,
            44.086022,
            42.553191,
            45.652174
        ],
        [
            2.043169,
            2.275187,
            1.836694,
            1.809961,
            2.249896,
            1.47658
        ],
        [
            59526,
            59526,
            57811,
            81191,
            48102,
            81191
        ],
        [
            -16968,
            -13649,
            -16968,
            -52468,
            -25472,
            -52468
        ],
        [
            35,
            31,
            40,
            35,
            31,
            40
        ],
        [
            65,
            56,
            73,
            65,
            56,
            73
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3340,
            1499,
            1841,
            3340,
            1499,
            1841
        ],
        [
            0,
            0,
            49.362114,
            0,
            0,
            49.362115
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301612,
            -69526,
            -84511,
            -59630,
            -89651,
            -138487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3730,
    "evaluation_days": 932.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683482400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760128886699,
    "expiration_time": 1762711200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 182,
            "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)