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Trade: ARB/USDT/360/HMA/HL2/6971

Strategy
ARB/USDT/360/HMA/HL2/6971
Pair
ARB_USDT
Interval
6h
Score
332913
Daily Profit
0.317550
Profit Factor
1.682077
Profitability
38.541667
Streak
13.048906
Best Strategy
Training Data Length
923.750000
Evaluation Time
2025-10-02 10:10
Expiration Time
2025-11-01 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293336.7309 129966.4173 163370.3137 778925.978 359594.8055 419331.1724
Total P&L (%) 293.3367 129.9664 163.3703 778.926 359.5948 419.3312
Avg Daily Profit (%) 0.3176 0.1407 0.1769 0.2356 0.1652 0.1785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47433 -58916 -45021 -233942 -274293 -118849
Profit Factor 1.6821 1.5717 1.8059 1.6066 1.5399 1.6784
Total Trades 192 96 96 192 96 96
Winning Trades 74 34 40 74 34 40
Losing Trades 118 62 56 118 62 56
Profitability (%) 38.5417 35.4167 41.6667 38.5417 35.4167 41.6667
Ratio Avg Win / Avg Loss 2.6822 2.866 2.5282 2.5618 2.808 2.3498
Largest Winning Trade 53986 53986 28412 174785 174785 124416
Largest Losing Trade -14866 -14866 -13094 -118849 -71405 -118849
Avg Bars in Trades 18 19 17 18 19 17
Avg Bars in Winners 34 36 32 34 36 32
Avg Bars in Losers 8 9 6 8 9 6
Bars Traded 3516 1842 1674 3516 1842 1674
Profit Streak 13.0489 0 14.2989 13.0489 0 14.2989
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332913 -8050 294524 317443 154563 286170
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3695,
    "evaluation_days": 923.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682532000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759389025458,
    "expiration_time": 1761955200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            293336.7309332397,
            129966.4172824572,
            163370.3136507823,
            778925.9779814532,
            359594.8055360848,
            419331.1724453683
        ],
        [
            293.336731,
            129.966417,
            163.370314,
            778.925978,
            359.594806,
            419.331172
        ],
        [
            0.31755,
            0.140694,
            0.176856,
            0.235571,
            0.165243,
            0.178494
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47433,
            -58916,
            -45021,
            -233942,
            -274293,
            -118849
        ],
        [
            1.682077,
            1.571678,
            1.805884,
            1.606558,
            1.539891,
            1.678394
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            38.541667,
            35.416667,
            41.666667,
            38.541667,
            35.416667,
            41.666667
        ],
        [
            2.682231,
            2.866001,
            2.528238,
            2.561809,
            2.808037,
            2.349751
        ],
        [
            53986,
            53986,
            28412,
            174785,
            174785,
            124416
        ],
        [
            -14866,
            -14866,
            -13094,
            -118849,
            -71405,
            -118849
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            34,
            36,
            32,
            34,
            36,
            32
        ],
        [
            8,
            9,
            6,
            8,
            9,
            6
        ],
        [
            3516,
            1842,
            1674,
            3516,
            1842,
            1674
        ],
        [
            13.048906,
            0,
            14.298906,
            13.048906,
            0,
            14.298906
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332913,
            -8050,
            294524,
            317443,
            154563,
            286170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3695,
    "evaluation_days": 923.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682532000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759389025458,
    "expiration_time": 1761955200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)