← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/360/VWMA/SINWMA/1526

Strategy
ARB/USDT/360/VWMA/SINWMA/1526
Pair
ARB_USDT
Interval
6h
Score
401294
Daily Profit
0.263486
Profit Factor
1.586415
Profitability
56.730769
Streak
0.000000
Best Strategy
Training Data Length
916.250000
Evaluation Time
2025-09-26 14:58
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 241419.5053 117060.1937 124359.3116 370549.3289 269149.1031 101400.2258
Total P&L (%) 241.4195 117.0602 124.3593 370.5493 269.1491 101.4002
Avg Daily Profit (%) 0.2635 0.1278 0.1357 0.1692 0.1426 0.0764
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89504 -43035 -74336 -207081 -73455 -208343
Profit Factor 1.5864 1.6982 1.5096 1.4791 1.8666 1.2191
Total Trades 104 52 52 104 52 52
Winning Trades 59 31 28 59 31 28
Losing Trades 45 21 24 45 21 24
Profitability (%) 56.7308 59.6154 53.8462 56.7308 59.6154 53.8462
Ratio Avg Win / Avg Loss 1.21 1.1504 1.294 1.1281 1.2645 1.0449
Largest Winning Trade 36063 33320 36063 99942 99942 92227
Largest Losing Trade -31533 -21828 -31533 -111860 -73455 -111860
Avg Bars in Trades 33 28 38 33 28 38
Avg Bars in Winners 29 23 36 29 23 36
Avg Bars in Losers 38 36 41 38 36 41
Bars Traded 3511 1491 2020 3511 1491 2020
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 401294 -198884 -190030 348660 -178716 -270852

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": 1681063200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887912421,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "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": [
        [
            241419.5053136601,
            117060.1937247755,
            124359.3115888848,
            370549.3288767025,
            269149.1030968626,
            101400.22577984
        ],
        [
            241.419505,
            117.060194,
            124.359312,
            370.549329,
            269.149103,
            101.400226
        ],
        [
            0.263486,
            0.12776,
            0.135726,
            0.169172,
            0.142642,
            0.076441
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89504,
            -43035,
            -74336,
            -207081,
            -73455,
            -208343
        ],
        [
            1.586415,
            1.698171,
            1.509628,
            1.479078,
            1.866572,
            1.219067
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            56.730769,
            59.615385,
            53.846154,
            56.730769,
            59.615385,
            53.846154
        ],
        [
            1.209978,
            1.150374,
            1.293967,
            1.12811,
            1.264452,
            1.044914
        ],
        [
            36063,
            33320,
            36063,
            99942,
            99942,
            92227
        ],
        [
            -31533,
            -21828,
            -31533,
            -111860,
            -73455,
            -111860
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            29,
            23,
            36,
            29,
            23,
            36
        ],
        [
            38,
            36,
            41,
            38,
            36,
            41
        ],
        [
            3511,
            1491,
            2020,
            3511,
            1491,
            2020
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401294,
            -198884,
            -190030,
            348660,
            -178716,
            -270852
        ]
    ]
}
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": 1681063200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887912421,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "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)