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Trade: ARB/USDT/360/HWMA/ALMA/9787

Strategy
ARB/USDT/360/HWMA/ALMA/9787
Pair
ARB_USDT
Interval
6h
Score
461281
Daily Profit
0.348821
Profit Factor
1.586388
Profitability
52.597403
Streak
9.682453
Best Strategy
Training Data Length
916.250000
Evaluation Time
2025-09-27 01:22
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 319607.1353 151690.1427 167916.9927 748499.1799 333768.7498 414730.4301
Total P&L (%) 319.6071 151.6901 167.917 748.4992 333.7688 414.7304
Avg Daily Profit (%) 0.3488 0.1656 0.1833 0.2336 0.1603 0.179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55171 -80037 -43276 -447357 -187746 -369255
Profit Factor 1.5864 1.4593 1.7818 1.3874 1.3285 1.4527
Total Trades 154 77 77 154 77 77
Winning Trades 81 35 46 81 35 46
Losing Trades 73 42 31 73 42 31
Profitability (%) 52.5974 45.4545 59.7403 52.5974 45.4545 59.7403
Ratio Avg Win / Avg Loss 1.4297 1.7512 1.2008 1.2504 1.5942 0.979
Largest Winning Trade 42814 42814 28796 199674 199674 116220
Largest Losing Trade -27353 -24287 -27353 -244845 -157935 -244845
Avg Bars in Trades 23 23 23 23 23 23
Avg Bars in Winners 23 23 23 23 23 23
Avg Bars in Losers 23 23 23 23 23 23
Bars Traded 3549 1774 1775 3549 1774 1775
Profit Streak 9.6825 0 15.4325 9.6825 0 15.4325
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461281 -33952 -29811 397071 -34797 -32765

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": 1681387200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925363985,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06311,
            "nb": 0.1,
            "nc": 0.48766
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 85,
            "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": [
        [
            319607.1353443646,
            151690.1426661935,
            167916.992678171,
            748499.179877957,
            333768.7497559625,
            414730.4301219945
        ],
        [
            319.607135,
            151.690143,
            167.916993,
            748.49918,
            333.76875,
            414.73043
        ],
        [
            0.348821,
            0.165555,
            0.183265,
            0.233648,
            0.160275,
            0.178984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55171,
            -80037,
            -43276,
            -447357,
            -187746,
            -369255
        ],
        [
            1.586388,
            1.459299,
            1.781811,
            1.387422,
            1.328529,
            1.452736
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            73,
            42,
            31,
            73,
            42,
            31
        ],
        [
            52.597403,
            45.454545,
            59.74026,
            52.597403,
            45.454545,
            59.74026
        ],
        [
            1.429708,
            1.751159,
            1.200786,
            1.250392,
            1.594235,
            0.979018
        ],
        [
            42814,
            42814,
            28796,
            199674,
            199674,
            116220
        ],
        [
            -27353,
            -24287,
            -27353,
            -244845,
            -157935,
            -244845
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            3549,
            1774,
            1775,
            3549,
            1774,
            1775
        ],
        [
            9.682453,
            0,
            15.432453,
            9.682454,
            0,
            15.432454
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461281,
            -33952,
            -29811,
            397071,
            -34797,
            -32765
        ]
    ]
}
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": 1681387200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925363985,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06311,
            "nb": 0.1,
            "nc": 0.48766
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 85,
            "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)