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Trade: ARB/USDT/120/RMA/WMA/9484

Strategy
ARB/USDT/120/RMA/WMA/9484
Pair
ARB_USDT
Interval
2h
Score
433107
Daily Profit
0.212347
Profit Factor
1.557953
Profitability
56.204380
Streak
17.578613
Best Strategy
Training Data Length
930.080000
Evaluation Time
2025-10-08 18:53
Expiration Time
2025-11-11 03:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 197499.7508 70051.0314 127448.7194 220190.8788 109619.0787 110571.8001
Total P&L (%) 197.4998 70.051 127.4487 220.1909 109.6191 110.5718
Avg Daily Profit (%) 0.2123 0.0753 0.137 0.1252 0.0796 0.0801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72706 -68824 -66596 -100213 -53496 -89133
Profit Factor 1.558 1.3974 1.7172 1.4897 1.5431 1.4462
Total Trades 137 68 69 137 68 69
Winning Trades 77 38 39 77 38 39
Losing Trades 60 30 30 60 30 30
Profitability (%) 56.2044 55.8824 56.5217 56.2044 55.8824 56.5217
Ratio Avg Win / Avg Loss 1.214 1.1032 1.3209 1.1608 1.2183 1.1125
Largest Winning Trade 35307 35307 23457 63685 63685 37090
Largest Losing Trade -50481 -29576 -50481 -69516 -27533 -69516
Avg Bars in Trades 78 79 77 78 79 77
Avg Bars in Winners 65 65 66 65 65 66
Avg Bars in Losers 94 96 92 94 96 92
Bars Traded 10739 5401 5338 10739 5401 5338
Profit Streak 17.5786 17.5786 27.3286 17.5786 17.5786 27.3286
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433107 -199555 -107289 -21983 -192943 -184367
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11161,
    "evaluation_days": 930.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681365600000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759938792138,
    "expiration_time": 1762824931200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "offset": 241
        }
    }
}
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": [
        [
            197499.7507828633,
            70051.0313906408,
            127448.7193922226,
            220190.8787660602,
            109619.0786598474,
            110571.8001062129
        ],
        [
            197.499751,
            70.051031,
            127.448719,
            220.190879,
            109.619079,
            110.5718
        ],
        [
            0.212347,
            0.075317,
            0.13703,
            0.125202,
            0.079608,
            0.080096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72706,
            -68824,
            -66596,
            -100213,
            -53496,
            -89133
        ],
        [
            1.557953,
            1.397391,
            1.717233,
            1.489699,
            1.543127,
            1.446185
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            56.20438,
            55.882353,
            56.521739,
            56.20438,
            55.882353,
            56.521739
        ],
        [
            1.213989,
            1.103204,
            1.320948,
            1.160804,
            1.218258,
            1.11245
        ],
        [
            35307,
            35307,
            23457,
            63685,
            63685,
            37090
        ],
        [
            -50481,
            -29576,
            -50481,
            -69516,
            -27533,
            -69516
        ],
        [
            78,
            79,
            77,
            78,
            79,
            77
        ],
        [
            65,
            65,
            66,
            65,
            65,
            66
        ],
        [
            94,
            96,
            92,
            94,
            96,
            92
        ],
        [
            10739,
            5401,
            5338,
            10739,
            5401,
            5338
        ],
        [
            17.578613,
            17.578613,
            27.328613,
            17.578613,
            17.578613,
            27.328613
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433107,
            -199555,
            -107289,
            -21983,
            -192943,
            -184367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11161,
    "evaluation_days": 930.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681365600000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759938792138,
    "expiration_time": 1762824931200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "offset": 241
        }
    }
}

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)