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Trade: ARB/USDT/360/LINREG/HMA/9003

Strategy
ARB/USDT/360/LINREG/HMA/9003
Pair
ARB_USDT
Interval
6h
Score
301056
Daily Profit
0.170312
Profit Factor
1.352194
Profitability
52.577320
Streak
0.000000
Best Strategy
Training Data Length
931.500000
Evaluation Time
2025-10-10 02:13
Expiration Time
2025-11-08 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 158645.9619 67019.7504 91626.2114 95512.0245 -27465.9532 122977.9777
Total P&L (%) 158.646 67.0198 91.6262 95.512 -27.466 122.978
Avg Daily Profit (%) 0.1703 0.0719 0.0984 0.072 -0.0345 0.0861
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72035 -76245 -55148 -170623 -182188 -76674
Profit Factor 1.3522 1.2678 1.4577 1.1357 0.935 1.4372
Total Trades 97 48 49 97 48 49
Winning Trades 51 21 30 51 21 30
Losing Trades 46 27 19 46 27 19
Profitability (%) 52.5773 43.75 61.2245 52.5773 43.75 61.2245
Ratio Avg Win / Avg Loss 1.2196 1.63 0.9232 1.0244 1.2021 0.9102
Largest Winning Trade 39261 39261 29364 56778 56778 55720
Largest Losing Trade -32487 -20069 -32487 -63143 -54710 -63143
Avg Bars in Trades 36 38 34 36 38 34
Avg Bars in Winners 33 32 33 33 32 33
Avg Bars in Losers 40 43 36 40 43 36
Bars Traded 3567 1865 1702 3567 1865 1702
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301056 -98417 -60722 -167464 -581453 -77167
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 931.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682553600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760051610859,
    "expiration_time": 1762624800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 129,
            "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": [
        [
            158645.9618583021,
            67019.7504449871,
            91626.2114133151,
            95512.0245226309,
            -27465.9531977921,
            122977.977720423
        ],
        [
            158.645962,
            67.01975,
            91.626211,
            95.512025,
            -27.465953,
            122.977978
        ],
        [
            0.170312,
            0.071948,
            0.098364,
            0.072001,
            -0.034467,
            0.086124
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72035,
            -76245,
            -55148,
            -170623,
            -182188,
            -76674
        ],
        [
            1.352194,
            1.267815,
            1.457664,
            1.135705,
            0.934997,
            1.437198
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            52.57732,
            43.75,
            61.22449,
            52.57732,
            43.75,
            61.22449
        ],
        [
            1.219626,
            1.630048,
            0.923187,
            1.024361,
            1.20214,
            0.910225
        ],
        [
            39261,
            39261,
            29364,
            56778,
            56778,
            55720
        ],
        [
            -32487,
            -20069,
            -32487,
            -63143,
            -54710,
            -63143
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            33,
            32,
            33,
            33,
            32,
            33
        ],
        [
            40,
            43,
            36,
            40,
            43,
            36
        ],
        [
            3567,
            1865,
            1702,
            3567,
            1865,
            1702
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301056,
            -98417,
            -60722,
            -167464,
            -581453,
            -77167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 931.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682553600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760051610859,
    "expiration_time": 1762624800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 129,
            "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)