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Trade: ARB/USDT/15/SINWMA/KCB/9540

Strategy
ARB/USDT/15/SINWMA/KCB/9540
Pair
ARB_USDT
Interval
15m
Score
314220
Daily Profit
0.364508
Profit Factor
1.284935
Profitability
52.258065
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 20:00
Expiration Time
2025-12-19 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94925.1566 44423.2139 50501.9427 75607.6418 37177.3313 38430.3105
Total P&L (%) 94.9252 44.4232 50.5019 75.6076 37.1773 38.4303
Avg Daily Profit (%) 0.3645 0.1706 0.1939 0.2165 0.1215 0.125
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63071 -53958 -43828 -58704 -52245 -36380
Profit Factor 1.2849 1.2718 1.2976 1.2344 1.2327 1.2361
Total Trades 155 77 78 155 77 78
Winning Trades 81 41 40 81 41 40
Losing Trades 74 36 38 74 36 38
Profitability (%) 52.2581 53.2468 51.2821 52.2581 53.2468 51.2821
Ratio Avg Win / Avg Loss 1.1739 1.1167 1.2327 1.1277 1.0823 1.1743
Largest Winning Trade 20816 16804 20816 17058 16483 17058
Largest Losing Trade -30122 -27295 -30122 -28710 -28710 -27644
Avg Bars in Trades 158 171 145 158 171 145
Avg Bars in Winners 180 193 167 180 193 167
Avg Bars in Losers 133 146 121 133 146 121
Bars Traded 24517 13201 11316 24517 13201 11316
Profit Streak 0 5.9899 0 0 5.9899 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314220 -36783 -29348 257545 -75900 -64559
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737183600000,
    "first_datapoint_time": 1737403200000,
    "last_datapoint_time": 1759682700000,
    "evaluation_time": 1759683624799,
    "expiration_time": 1766162700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            94925.1565564378,
            44423.2138903061,
            50501.9426661317,
            75607.6417795982,
            37177.331259967,
            38430.3105196312
        ],
        [
            94.925157,
            44.423214,
            50.501943,
            75.607642,
            37.177331,
            38.430311
        ],
        [
            0.364508,
            0.170583,
            0.193925,
            0.216455,
            0.121456,
            0.124952
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63071,
            -53958,
            -43828,
            -58704,
            -52245,
            -36380
        ],
        [
            1.284935,
            1.271766,
            1.297621,
            1.234388,
            1.232665,
            1.23608
        ],
        [
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            77,
            78,
            155,
            77,
            78
        ],
        [
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            41,
            40,
            81,
            41,
            40
        ],
        [
            74,
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            38,
            74,
            36,
            38
        ],
        [
            52.258065,
            53.246753,
            51.282051,
            52.258065,
            53.246753,
            51.282051
        ],
        [
            1.173892,
            1.116673,
            1.23274,
            1.127713,
            1.08234,
            1.174276
        ],
        [
            20816,
            16804,
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            17058,
            16483,
            17058
        ],
        [
            -30122,
            -27295,
            -30122,
            -28710,
            -28710,
            -27644
        ],
        [
            158,
            171,
            145,
            158,
            171,
            145
        ],
        [
            180,
            193,
            167,
            180,
            193,
            167
        ],
        [
            133,
            146,
            121,
            133,
            146,
            121
        ],
        [
            24517,
            13201,
            11316,
            24517,
            13201,
            11316
        ],
        [
            0,
            5.98987,
            0,
            0,
            5.98987,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314220,
            -36783,
            -29348,
            257545,
            -75900,
            -64559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737183600000,
    "first_datapoint_time": 1737403200000,
    "last_datapoint_time": 1759682700000,
    "evaluation_time": 1759683624799,
    "expiration_time": 1766162700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)