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Trade: ARB/USDT/15/VWMA/KCU/9090

Strategy
ARB/USDT/15/VWMA/KCU/9090
Pair
ARB_USDT
Interval
15m
Score
349305
Daily Profit
0.466831
Profit Factor
1.382289
Profitability
46.327684
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 08:00
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 121572.1485 57517.4066 64054.7419 131923.676 99083.3624 32840.3136
Total P&L (%) 121.5721 57.5174 64.0547 131.9237 99.0834 32.8403
Avg Daily Profit (%) 0.4668 0.2209 0.246 0.3236 0.2648 0.1091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54160 -65888 -31854 -85281 -56012 -90719
Profit Factor 1.3823 1.3078 1.4885 1.2535 1.3657 1.1317
Total Trades 177 88 89 177 88 89
Winning Trades 82 34 48 82 34 48
Losing Trades 95 54 41 95 54 41
Profitability (%) 46.3277 38.6364 53.9326 46.3277 38.6364 53.9326
Ratio Avg Win / Avg Loss 1.6014 2.077 1.2714 1.4522 2.169 0.9666
Largest Winning Trade 53726 53726 18930 45351 45351 22365
Largest Losing Trade -14395 -14395 -10325 -31635 -21268 -31635
Avg Bars in Trades 138 208 69 138 208 69
Avg Bars in Winners 165 290 77 165 290 77
Avg Bars in Losers 114 156 59 114 156 59
Bars Traded 24471 18317 6154 24471 18317 6154
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349305 74738 275448 236889 130940 -128756

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": 1736397000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758862858315,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            121572.1484522934,
            57517.4065905209,
            64054.7418617725,
            131923.6759835765,
            99083.3624014066,
            32840.3135821698
        ],
        [
            121.572148,
            57.517407,
            64.054742,
            131.923676,
            99.083362,
            32.840314
        ],
        [
            0.466831,
            0.220864,
            0.245967,
            0.323554,
            0.264751,
            0.109105
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54160,
            -65888,
            -31854,
            -85281,
            -56012,
            -90719
        ],
        [
            1.382289,
            1.30777,
            1.488496,
            1.253513,
            1.365678,
            1.131665
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            82,
            34,
            48,
            82,
            34,
            48
        ],
        [
            95,
            54,
            41,
            95,
            54,
            41
        ],
        [
            46.327684,
            38.636364,
            53.932584,
            46.327684,
            38.636364,
            53.932584
        ],
        [
            1.601433,
            2.077046,
            1.271423,
            1.452241,
            2.169018,
            0.96663
        ],
        [
            53726,
            53726,
            18930,
            45351,
            45351,
            22365
        ],
        [
            -14395,
            -14395,
            -10325,
            -31635,
            -21268,
            -31635
        ],
        [
            138,
            208,
            69,
            138,
            208,
            69
        ],
        [
            165,
            290,
            77,
            165,
            290,
            77
        ],
        [
            114,
            156,
            59,
            114,
            156,
            59
        ],
        [
            24471,
            18317,
            6154,
            24471,
            18317,
            6154
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349305,
            74738,
            275448,
            236889,
            130940,
            -128756
        ]
    ]
}
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": 1736397000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758862858315,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 147,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)