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Trade: ARB/USDT/120/PWMA/T3/8083

Strategy
ARB/USDT/120/PWMA/T3/8083
Pair
ARB_USDT
Interval
2h
Score
306435
Daily Profit
0.151237
Profit Factor
1.251073
Profitability
54.395604
Streak
0.000000
Best Strategy
Training Data Length
929.580000
Evaluation Time
2025-10-08 06:08
Expiration Time
2025-11-10 15:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140586.4948 56015.1188 84571.376 76517.1993 16810.8925 59706.3068
Total P&L (%) 140.5865 56.0151 84.5714 76.5172 16.8109 59.7063
Avg Daily Profit (%) 0.1512 0.0603 0.091 0.0611 0.0167 0.0504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57440 -61894 -47497 -101952 -107013 -99110
Profit Factor 1.2511 1.1864 1.326 1.1006 1.0415 1.1676
Total Trades 182 91 91 182 91 91
Winning Trades 99 47 52 99 47 52
Losing Trades 83 44 39 83 44 39
Profitability (%) 54.3956 51.6484 57.1429 54.3956 51.6484 57.1429
Ratio Avg Win / Avg Loss 1.0489 1.1107 0.9945 0.9227 0.9751 0.8757
Largest Winning Trade 37986 33172 37986 45450 45450 31144
Largest Losing Trade -29269 -25802 -29269 -44549 -34893 -44549
Avg Bars in Trades 60 59 60 60 59 60
Avg Bars in Winners 47 39 55 47 39 55
Avg Bars in Losers 74 81 67 74 81 67
Bars Traded 10964 5438 5526 10964 5438 5526
Profit Streak 0 0 48.2145 0 0 48.2145
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306435 -128985 -70824 -221340 -356134 -162056
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11155,
    "evaluation_days": 929.58,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680220800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759892929175,
    "expiration_time": 1762780176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.72148
        }
    }
}
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": [
        [
            140586.494771708,
            56015.1187653869,
            84571.3760063211,
            76517.1993235954,
            16810.8925028376,
            59706.306820758
        ],
        [
            140.586495,
            56.015119,
            84.571376,
            76.517199,
            16.810893,
            59.706307
        ],
        [
            0.151237,
            0.060259,
            0.090978,
            0.061148,
            0.016717,
            0.050376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57440,
            -61894,
            -47497,
            -101952,
            -107013,
            -99110
        ],
        [
            1.251073,
            1.186393,
            1.326001,
            1.100551,
            1.041535,
            1.1676
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            54.395604,
            51.648352,
            57.142857,
            54.395604,
            51.648352,
            57.142857
        ],
        [
            1.048879,
            1.110665,
            0.994501,
            0.922684,
            0.975054,
            0.8757
        ],
        [
            37986,
            33172,
            37986,
            45450,
            45450,
            31144
        ],
        [
            -29269,
            -25802,
            -29269,
            -44549,
            -34893,
            -44549
        ],
        [
            60,
            59,
            60,
            60,
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            60
        ],
        [
            47,
            39,
            55,
            47,
            39,
            55
        ],
        [
            74,
            81,
            67,
            74,
            81,
            67
        ],
        [
            10964,
            5438,
            5526,
            10964,
            5438,
            5526
        ],
        [
            0,
            0,
            48.214458,
            0,
            0,
            48.214458
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306435,
            -128985,
            -70824,
            -221340,
            -356134,
            -162056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11155,
    "evaluation_days": 929.58,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680220800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759892929175,
    "expiration_time": 1762780176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.72148
        }
    }
}

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)