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Trade: ARB/USDT/15/SWMA/SWMA/4791

Strategy
ARB/USDT/15/SWMA/SWMA/4791
Pair
ARB_USDT
Interval
15m
Score
344571
Daily Profit
0.399412
Profit Factor
1.354181
Profitability
45.270270
Streak
7.507095
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:55
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104014.9135 42483.7711 61531.1424 110891.6705 72461.7205 38429.95
Total P&L (%) 104.0149 42.4838 61.5311 110.8917 72.4617 38.43
Avg Daily Profit (%) 0.3994 0.1631 0.2363 0.2869 0.2095 0.125
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50989 -56091 -20794 -83542 -53606 -50997
Profit Factor 1.3542 1.3202 1.3822 1.2606 1.3983 1.1577
Total Trades 148 74 74 148 74 74
Winning Trades 67 32 35 67 32 35
Losing Trades 81 42 39 81 42 39
Profitability (%) 45.2703 43.2432 47.2973 45.2703 43.2432 47.2973
Ratio Avg Win / Avg Loss 1.6371 1.7328 1.5401 1.524 1.8353 1.29
Largest Winning Trade 31832 31832 19005 40185 40185 20644
Largest Losing Trade -16629 -8506 -16629 -43035 -11654 -43035
Avg Bars in Trades 164 160 167 164 160 167
Avg Bars in Winners 241 227 254 241 227 254
Avg Bars in Losers 100 109 89 100 109 89
Bars Traded 24283 11890 12393 24283 11890 12393
Profit Streak 7.5071 7.5071 9.1113 7.5071 7.5071 9.1113
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344571 -61179 -56726 289366 -58304 -141413
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736433900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758938113042,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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": [
        [
            104014.9134698147,
            42483.7710998863,
            61531.1423699283,
            110891.6704743564,
            72461.7204775647,
            38429.9499967918
        ],
        [
            104.014913,
            42.483771,
            61.531142,
            110.89167,
            72.46172,
            38.42995
        ],
        [
            0.399412,
            0.163136,
            0.236277,
            0.286938,
            0.209498,
            0.124951
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50989,
            -56091,
            -20794,
            -83542,
            -53606,
            -50997
        ],
        [
            1.354181,
            1.320231,
            1.382154,
            1.260556,
            1.398346,
            1.157701
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            45.27027,
            43.243243,
            47.297297,
            45.27027,
            43.243243,
            47.297297
        ],
        [
            1.637144,
            1.732803,
            1.540114,
            1.523956,
            1.835329,
            1.290009
        ],
        [
            31832,
            31832,
            19005,
            40185,
            40185,
            20644
        ],
        [
            -16629,
            -8506,
            -16629,
            -43035,
            -11654,
            -43035
        ],
        [
            164,
            160,
            167,
            164,
            160,
            167
        ],
        [
            241,
            227,
            254,
            241,
            227,
            254
        ],
        [
            100,
            109,
            89,
            100,
            109,
            89
        ],
        [
            24283,
            11890,
            12393,
            24283,
            11890,
            12393
        ],
        [
            7.507095,
            7.507095,
            9.111262,
            7.507095,
            7.507095,
            9.111262
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344571,
            -61179,
            -56726,
            289366,
            -58304,
            -141413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736433900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758938113042,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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)