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Trade: ARB/USDT/480/FWMA/HWMA/4361

Strategy
ARB/USDT/480/FWMA/HWMA/4361
Pair
ARB_USDT
Interval
8h
Score
308748
Daily Profit
0.183064
Profit Factor
1.310570
Profitability
56.756757
Streak
14.845034
Best Strategy
Training Data Length
928.330000
Evaluation Time
2025-10-06 15:16
Expiration Time
2025-11-05 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169943.5543 80521.1491 89422.4052 126735.9812 2235.7457 124500.2354
Total P&L (%) 169.9436 80.5211 89.4224 126.736 2.2357 124.5002
Avg Daily Profit (%) 0.1831 0.0867 0.0963 0.0882 0.0024 0.0872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84720 -51116 -79558 -244042 -193450 -206899
Profit Factor 1.3106 1.3085 1.3125 1.0939 1.0034 1.1787
Total Trades 148 74 74 148 74 74
Winning Trades 84 39 45 84 39 45
Losing Trades 64 35 29 64 35 29
Profitability (%) 56.7568 52.7027 60.8108 56.7568 52.7027 60.8108
Ratio Avg Win / Avg Loss 0.9985 1.1743 0.8458 0.8335 0.9005 0.7596
Largest Winning Trade 33271 30607 33271 90064 39465 90064
Largest Losing Trade -23917 -20086 -23917 -73210 -56565 -73210
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 2736 1371 1365 2736 1371 1365
Profit Streak 14.845 14.845 45.5117 14.845 14.845 45.5117
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308748 -140261 -126960 -191452 -637076 -163329
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2785,
    "evaluation_days": 928.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680336000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759753010941,
    "expiration_time": 1762329600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32452
        }
    }
}
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": [
        [
            169943.5542505977,
            80521.149098757,
            89422.4051518407,
            126735.9811581923,
            2235.7457308022,
            124500.2354273901
        ],
        [
            169.943554,
            80.521149,
            89.422405,
            126.735981,
            2.235746,
            124.500235
        ],
        [
            0.183064,
            0.086738,
            0.096326,
            0.08822,
            0.002382,
            0.087152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84720,
            -51116,
            -79558,
            -244042,
            -193450,
            -206899
        ],
        [
            1.31057,
            1.308508,
            1.31245,
            1.093912,
            1.003425,
            1.178682
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            64,
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            29,
            64,
            35,
            29
        ],
        [
            56.756757,
            52.702703,
            60.810811,
            56.756757,
            52.702703,
            60.810811
        ],
        [
            0.998529,
            1.174302,
            0.845801,
            0.833457,
            0.90051,
            0.759595
        ],
        [
            33271,
            30607,
            33271,
            90064,
            39465,
            90064
        ],
        [
            -23917,
            -20086,
            -23917,
            -73210,
            -56565,
            -73210
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            2736,
            1371,
            1365,
            2736,
            1371,
            1365
        ],
        [
            14.845034,
            14.845034,
            45.511701,
            14.845034,
            14.845034,
            45.511701
        ],
        [
            2,
            1,
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            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308748,
            -140261,
            -126960,
            -191452,
            -637076,
            -163329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2785,
    "evaluation_days": 928.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680336000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759753010941,
    "expiration_time": 1762329600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32452
        }
    }
}

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)