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Trade: ARB/USDT/240/MIDPOINT/SWMA/3479

Strategy
ARB/USDT/240/MIDPOINT/SWMA/3479
Pair
ARB_USDT
Interval
4h
Score
449387
Daily Profit
0.326460
Profit Factor
1.730187
Profitability
59.842520
Streak
0.000000
Best Strategy
Training Data Length
921.170000
Evaluation Time
2025-09-29 16:17
Expiration Time
2025-10-29 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300725.2154 134040.7912 166684.4242 720811.0155 398045.2742 322765.7414
Total P&L (%) 300.7252 134.0408 166.6844 720.811 398.0453 322.7657
Avg Daily Profit (%) 0.3265 0.1455 0.1809 0.2288 0.1744 0.1566
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52400 -37783 -41536 -325802 -225974 -338235
Profit Factor 1.7302 1.7647 1.7046 1.5088 1.8171 1.3472
Total Trades 127 64 63 127 64 63
Winning Trades 76 36 40 76 36 40
Losing Trades 51 28 23 51 28 23
Profitability (%) 59.8425 56.25 63.4921 59.8425 56.25 63.4921
Ratio Avg Win / Avg Loss 1.161 1.3725 0.9802 1.0125 1.4133 0.7747
Largest Winning Trade 45347 45347 33073 186147 133576 186147
Largest Losing Trade -33358 -16252 -33358 -325802 -116083 -325802
Avg Bars in Trades 42 34 49 42 34 49
Avg Bars in Winners 34 28 38 34 28 38
Avg Bars in Losers 53 43 66 53 43 66
Bars Traded 5334 2239 3095 5334 2239 3095
Profit Streak 0 0 43.8873 0 0 43.8873
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449387 -134926 -136033 405227 -128631 -137987
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5527,
    "evaluation_days": 921.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681099200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759151859032,
    "expiration_time": 1761739200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 62,
            "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": [
        [
            300725.2154386164,
            134040.7912398386,
            166684.4241987779,
            720811.0155420096,
            398045.2741725789,
            322765.7413694306
        ],
        [
            300.725215,
            134.040791,
            166.684424,
            720.811016,
            398.045274,
            322.765741
        ],
        [
            0.32646,
            0.145511,
            0.180949,
            0.228788,
            0.174443,
            0.156624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52400,
            -37783,
            -41536,
            -325802,
            -225974,
            -338235
        ],
        [
            1.730187,
            1.764684,
            1.704624,
            1.508811,
            1.817115,
            1.347238
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            59.84252,
            56.25,
            63.492063,
            59.84252,
            56.25,
            63.492063
        ],
        [
            1.161046,
            1.372532,
            0.980159,
            1.012492,
            1.413312,
            0.774662
        ],
        [
            45347,
            45347,
            33073,
            186147,
            133576,
            186147
        ],
        [
            -33358,
            -16252,
            -33358,
            -325802,
            -116083,
            -325802
        ],
        [
            42,
            34,
            49,
            42,
            34,
            49
        ],
        [
            34,
            28,
            38,
            34,
            28,
            38
        ],
        [
            53,
            43,
            66,
            53,
            43,
            66
        ],
        [
            5334,
            2239,
            3095,
            5334,
            2239,
            3095
        ],
        [
            0,
            0,
            43.887257,
            0,
            0,
            43.887257
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449387,
            -134926,
            -136033,
            405227,
            -128631,
            -137987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5527,
    "evaluation_days": 921.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681099200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759151859032,
    "expiration_time": 1761739200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 62,
            "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)