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Trade: ARB/USDT/240/SSF/HMA/8912

Strategy
ARB/USDT/240/SSF/HMA/8912
Pair
ARB_USDT
Interval
4h
Score
346130
Daily Profit
0.154682
Profit Factor
1.554321
Profitability
51.162791
Streak
26.767650
Best Strategy
Training Data Length
927.670000
Evaluation Time
2025-10-06 05:25
Expiration Time
2025-11-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211150.3631 89296.7508 121853.6122 299348.9768 -20124.3731 319473.3499
Total P&L (%) 211.1504 89.2968 121.8536 299.349 -20.1244 319.4734
Avg Daily Profit (%) 0.2276 0.0963 0.1314 0.1494 -0.0242 0.1547
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82168 -68330 -61411 -474355 -418970 -375364
Profit Factor 1.6634 1.5441 1.7903 1.2271 0.9729 1.5543
Total Trades 86 43 43 86 43 43
Winning Trades 38 16 22 38 16 22
Losing Trades 48 27 21 48 27 21
Profitability (%) 44.186 37.2093 51.1628 44.186 37.2093 51.1628
Ratio Avg Win / Avg Loss 2.1011 2.6057 1.7089 1.55 1.6417 1.4837
Largest Winning Trade 61247 61247 32298 232905 232905 190000
Largest Losing Trade -21469 -18762 -21469 -89225 -82506 -89225
Avg Bars in Trades 63 56 69 63 56 69
Avg Bars in Winners 96 93 98 96 93 98
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 5419 2431 2988 5419 2431 2988
Profit Streak 19.2677 0 26.7677 19.2677 0 26.7677
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343259 -66697 -13529 202884 -582923 346130
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 927.67,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680480000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759717524935,
    "expiration_time": 1762300800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "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": [
        [
            211150.3630560238,
            89296.7508276689,
            121853.612228355,
            299348.9767822601,
            -20124.3731074357,
            319473.349889696
        ],
        [
            211.150363,
            89.296751,
            121.853612,
            299.348977,
            -20.124373,
            319.47335
        ],
        [
            0.227614,
            0.096259,
            0.131354,
            0.149374,
            -0.024219,
            0.154682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82168,
            -68330,
            -61411,
            -474355,
            -418970,
            -375364
        ],
        [
            1.663366,
            1.544137,
            1.79026,
            1.227072,
            0.972877,
            1.554321
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            44.186047,
            37.209302,
            51.162791,
            44.186047,
            37.209302,
            51.162791
        ],
        [
            2.101094,
            2.605731,
            1.708885,
            1.549985,
            1.64173,
            1.48367
        ],
        [
            61247,
            61247,
            32298,
            232905,
            232905,
            190000
        ],
        [
            -21469,
            -18762,
            -21469,
            -89225,
            -82506,
            -89225
        ],
        [
            63,
            56,
            69,
            63,
            56,
            69
        ],
        [
            96,
            93,
            98,
            96,
            93,
            98
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            5419,
            2431,
            2988,
            5419,
            2431,
            2988
        ],
        [
            19.26765,
            0,
            26.76765,
            19.26765,
            0,
            26.76765
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343259,
            -66697,
            -13529,
            202884,
            -582923,
            346130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 927.67,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680480000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759717524935,
    "expiration_time": 1762300800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "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)