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Trade: ARB/USDT/60/SINWMA/WMA/9246

Strategy
ARB/USDT/60/SINWMA/WMA/9246
Pair
ARB_USDT
Interval
1h
Score
375155
Daily Profit
0.162170
Profit Factor
1.344241
Profitability
57.000000
Streak
82.003293
Best Strategy
Training Data Length
924.250000
Evaluation Time
2025-10-03 01:04
Expiration Time
2025-12-08 12:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 149885.2923 68315.1936 81570.0987 84711.3395 10284.8499 74426.4897
Total P&L (%) 149.8853 68.3152 81.5701 84.7113 10.2849 74.4265
Avg Daily Profit (%) 0.1622 0.0739 0.0883 0.0664 0.0106 0.0602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140858 -115374 -66136 -216845 -166801 -129894
Profit Factor 1.3442 1.2931 1.4031 1.1172 1.0263 1.2248
Total Trades 100 50 50 100 50 50
Winning Trades 57 27 30 57 27 30
Losing Trades 43 23 20 43 23 20
Profitability (%) 57 54 60 57 54 60
Ratio Avg Win / Avg Loss 1.0141 1.1016 0.9354 0.8428 0.8742 0.8165
Largest Winning Trade 42412 42412 22491 42412 42412 39158
Largest Losing Trade -30979 -30979 -30833 -81186 -81186 -68192
Avg Bars in Trades 215 237 192 215 237 192
Avg Bars in Winners 186 190 183 186 190 183
Avg Bars in Losers 252 292 206 252 292 206
Bars Traded 21514 11876 9638 21514 11876 9638
Profit Streak 82.0033 108.545 82.0033 82.0033 108.545 82.0033
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375155 -272432 -253432 -194720 -707000 -291914
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22182,
    "evaluation_days": 924.25,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680994800000,
    "last_datapoint_time": 1759438800000,
    "evaluation_time": 1759442684494,
    "expiration_time": 1765188374400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "offset": 109
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 155,
            "offset": 237
        }
    }
}
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": [
        [
            149885.2923370376,
            68315.1936083815,
            81570.0987286561,
            84711.3395190895,
            10284.849856138,
            74426.4896629516
        ],
        [
            149.885292,
            68.315194,
            81.570099,
            84.71134,
            10.28485,
            74.42649
        ],
        [
            0.16217,
            0.073914,
            0.088255,
            0.066414,
            0.010593,
            0.060211
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140858,
            -115374,
            -66136,
            -216845,
            -166801,
            -129894
        ],
        [
            1.344241,
            1.293131,
            1.403107,
            1.117235,
            1.026272,
            1.224782
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            1.014077,
            1.101556,
            0.935405,
            0.842826,
            0.874232,
            0.816521
        ],
        [
            42412,
            42412,
            22491,
            42412,
            42412,
            39158
        ],
        [
            -30979,
            -30979,
            -30833,
            -81186,
            -81186,
            -68192
        ],
        [
            215,
            237,
            192,
            215,
            237,
            192
        ],
        [
            186,
            190,
            183,
            186,
            190,
            183
        ],
        [
            252,
            292,
            206,
            252,
            292,
            206
        ],
        [
            21514,
            11876,
            9638,
            21514,
            11876,
            9638
        ],
        [
            82.003293,
            108.544959,
            82.003293,
            82.003293,
            108.544959,
            82.003293
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375155,
            -272432,
            -253432,
            -194720,
            -707000,
            -291914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22182,
    "evaluation_days": 924.25,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680994800000,
    "last_datapoint_time": 1759438800000,
    "evaluation_time": 1759442684494,
    "expiration_time": 1765188374400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "offset": 109
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 155,
            "offset": 237
        }
    }
}

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)