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Trade: ARB/USDT/60/MIDPOINT/WMA/6607

Strategy
ARB/USDT/60/MIDPOINT/WMA/6607
Pair
ARB_USDT
Interval
1h
Score
352003
Daily Profit
0.151702
Profit Factor
1.213598
Profitability
52.608696
Streak
19.153340
Best Strategy
Training Data Length
926.670000
Evaluation Time
2025-10-05 10:40
Expiration Time
2025-12-11 02:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140577.956 59852.3012 80725.6548 44755.0158 21982.6375 22772.3782
Total P&L (%) 140.578 59.8523 80.7257 44.755 21.9826 22.7724
Avg Daily Profit (%) 0.1517 0.0646 0.0871 0.0399 0.0214 0.0221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74504 -60310 -66536 -203289 -121366 -153864
Profit Factor 1.2136 1.1971 1.2277 1.0449 1.0491 1.0415
Total Trades 230 115 115 230 115 115
Winning Trades 121 61 60 121 61 60
Losing Trades 109 54 55 109 54 55
Profitability (%) 52.6087 53.0435 52.1739 52.6087 53.0435 52.1739
Ratio Avg Win / Avg Loss 1.0932 1.0598 1.1254 0.9413 0.9287 0.9547
Largest Winning Trade 50379 50379 31403 67714 67714 54288
Largest Losing Trade -32170 -18666 -32170 -69711 -44618 -69711
Avg Bars in Trades 93 76 111 93 76 111
Avg Bars in Winners 87 57 117 87 57 117
Avg Bars in Losers 101 98 104 101 98 104
Bars Traded 21619 8832 12787 21619 8832 12787
Profit Streak 19.1533 19.1533 41.4033 19.1533 19.1533 41.4033
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352003 -110344 -75475 -311194 -337299 -343375
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22240,
    "evaluation_days": 926.67,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680454800000,
    "last_datapoint_time": 1759647600000,
    "evaluation_time": 1759650048620,
    "expiration_time": 1765412208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "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": [
        [
            140577.9560081909,
            59852.3012460429,
            80725.6547621481,
            44755.0157684172,
            21982.6375424509,
            22772.3782259662
        ],
        [
            140.577956,
            59.852301,
            80.725655,
            44.755016,
            21.982638,
            22.772378
        ],
        [
            0.151702,
            0.064589,
            0.087114,
            0.039922,
            0.021446,
            0.022142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74504,
            -60310,
            -66536,
            -203289,
            -121366,
            -153864
        ],
        [
            1.213598,
            1.197129,
            1.227703,
            1.044875,
            1.049062,
            1.04146
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            52.608696,
            53.043478,
            52.173913,
            52.608696,
            53.043478,
            52.173913
        ],
        [
            1.093241,
            1.059753,
            1.125395,
            0.941251,
            0.928678,
            0.954672
        ],
        [
            50379,
            50379,
            31403,
            67714,
            67714,
            54288
        ],
        [
            -32170,
            -18666,
            -32170,
            -69711,
            -44618,
            -69711
        ],
        [
            93,
            76,
            111,
            93,
            76,
            111
        ],
        [
            87,
            57,
            117,
            87,
            57,
            117
        ],
        [
            101,
            98,
            104,
            101,
            98,
            104
        ],
        [
            21619,
            8832,
            12787,
            21619,
            8832,
            12787
        ],
        [
            19.15334,
            19.15334,
            41.40334,
            19.15334,
            19.15334,
            41.40334
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352003,
            -110344,
            -75475,
            -311194,
            -337299,
            -343375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22240,
    "evaluation_days": 926.67,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680454800000,
    "last_datapoint_time": 1759647600000,
    "evaluation_time": 1759650048620,
    "expiration_time": 1765412208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "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)