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Trade: ARB/USDT/15/WMA/EMA/4910

Strategy
ARB/USDT/15/WMA/EMA/4910
Pair
ARB_USDT
Interval
15m
Score
300592
Daily Profit
0.496244
Profit Factor
1.330618
Profitability
45.771144
Streak
2.947421
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 22:29
Expiration Time
2025-12-17 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 129231.7375 55522.8101 73708.9274 152875.2848 69520.5501 83354.7347
Total P&L (%) 129.2317 55.5228 73.7089 152.8753 69.5206 83.3547
Avg Daily Profit (%) 0.4962 0.2132 0.283 0.3569 0.2029 0.2331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67013 -51393 -43686 -49464 -39882 -28102
Profit Factor 1.3306 1.2775 1.3863 1.4378 1.3879 1.4904
Total Trades 201 101 100 201 101 100
Winning Trades 92 47 45 92 47 45
Losing Trades 109 54 55 109 54 55
Profitability (%) 45.7711 46.5347 45 45.7711 46.5347 45
Ratio Avg Win / Avg Loss 1.5765 1.4678 1.6943 1.7035 1.5946 1.8216
Largest Winning Trade 26028 25246 26028 25321 25321 23827
Largest Losing Trade -12705 -12460 -12705 -14334 -12460 -14334
Avg Bars in Trades 122 128 116 122 128 116
Avg Bars in Winners 167 166 167 167 166 167
Avg Bars in Losers 84 94 73 84 94 73
Bars Traded 24552 12938 11613 24552 12938 11613
Profit Streak 2.9474 4.2703 0 2.9474 4.2703 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300592 133891 231313 281285 228579 238851
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737019800000,
    "first_datapoint_time": 1737177300000,
    "last_datapoint_time": 1759518900000,
    "evaluation_time": 1759519757209,
    "expiration_time": 1765998900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 120,
            "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": [
        [
            129231.7374509707,
            55522.8100622797,
            73708.927388691,
            152875.2848046161,
            69520.550078403,
            83354.734726213
        ],
        [
            129.231737,
            55.52281,
            73.708927,
            152.875285,
            69.52055,
            83.354735
        ],
        [
            0.496244,
            0.213205,
            0.283039,
            0.356878,
            0.20288,
            0.233069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67013,
            -51393,
            -43686,
            -49464,
            -39882,
            -28102
        ],
        [
            1.330618,
            1.277541,
            1.38626,
            1.437776,
            1.387865,
            1.490409
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            45.771144,
            46.534653,
            45,
            45.771144,
            46.534653,
            45
        ],
        [
            1.576492,
            1.467813,
            1.694318,
            1.703452,
            1.594569,
            1.821611
        ],
        [
            26028,
            25246,
            26028,
            25321,
            25321,
            23827
        ],
        [
            -12705,
            -12460,
            -12705,
            -14334,
            -12460,
            -14334
        ],
        [
            122,
            128,
            116,
            122,
            128,
            116
        ],
        [
            167,
            166,
            167,
            167,
            166,
            167
        ],
        [
            84,
            94,
            73,
            84,
            94,
            73
        ],
        [
            24552,
            12938,
            11613,
            24552,
            12938,
            11613
        ],
        [
            2.947421,
            4.270338,
            0,
            2.947421,
            4.270338,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300592,
            133891,
            231313,
            281285,
            228579,
            238851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737019800000,
    "first_datapoint_time": 1737177300000,
    "last_datapoint_time": 1759518900000,
    "evaluation_time": 1759519757209,
    "expiration_time": 1765998900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 120,
            "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)