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Trade: ARB/USDT/480/HILO/WMA/5255

Strategy
ARB/USDT/480/HILO/WMA/5255
Pair
ARB_USDT
Interval
8h
Score
355425
Daily Profit
0.205615
Profit Factor
1.307540
Profitability
50.777202
Streak
6.928439
Best Strategy
Training Data Length
918.000000
Evaluation Time
2025-09-26 09:16
Expiration Time
2025-10-26 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188754.3501 97719.837 91034.5131 125793.2995 34547.918 91245.3815
Total P&L (%) 188.7544 97.7198 91.0345 125.7933 34.5479 91.2454
Avg Daily Profit (%) 0.2056 0.1064 0.0992 0.0888 0.0323 0.0707
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78969 -100496 -57411 -197983 -239317 -82843
Profit Factor 1.3075 1.2566 1.3908 1.1103 1.0483 1.2149
Total Trades 193 96 97 193 96 97
Winning Trades 98 39 59 98 39 59
Losing Trades 95 57 38 95 57 38
Profitability (%) 50.7772 40.625 60.8247 50.7772 40.625 60.8247
Ratio Avg Win / Avg Loss 1.2675 1.8366 0.8958 1.0763 1.5321 0.7825
Largest Winning Trade 51630 51630 20657 76150 76150 32077
Largest Losing Trade -33580 -33580 -24257 -86680 -86680 -64249
Avg Bars in Trades 13 20 7 13 20 7
Avg Bars in Winners 13 21 7 13 21 7
Avg Bars in Losers 14 19 7 14 19 7
Bars Traded 2694 1942 752 2694 1942 752
Profit Streak 6.9284 0 8.5951 6.9284 0 8.5951
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355425 -53610 -59556 -171594 -322405 -98646

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2754,
    "evaluation_days": 918,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680883200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758867417097,
    "expiration_time": 1761436800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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": [
        [
            188754.3501134302,
            97719.8370119331,
            91034.5131014971,
            125793.2995000324,
            34547.9180356217,
            91245.3814644106
        ],
        [
            188.75435,
            97.719837,
            91.034513,
            125.7933,
            34.547918,
            91.245381
        ],
        [
            0.205615,
            0.106449,
            0.099166,
            0.088759,
            0.032331,
            0.070655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78969,
            -100496,
            -57411,
            -197983,
            -239317,
            -82843
        ],
        [
            1.30754,
            1.256598,
            1.390828,
            1.110291,
            1.048256,
            1.21488
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            98,
            39,
            59,
            98,
            39,
            59
        ],
        [
            95,
            57,
            38,
            95,
            57,
            38
        ],
        [
            50.777202,
            40.625,
            60.824742,
            50.777202,
            40.625,
            60.824742
        ],
        [
            1.267513,
            1.836566,
            0.895788,
            1.076302,
            1.532067,
            0.782465
        ],
        [
            51630,
            51630,
            20657,
            76150,
            76150,
            32077
        ],
        [
            -33580,
            -33580,
            -24257,
            -86680,
            -86680,
            -64249
        ],
        [
            13,
            20,
            7,
            13,
            20,
            7
        ],
        [
            13,
            21,
            7,
            13,
            21,
            7
        ],
        [
            14,
            19,
            7,
            14,
            19,
            7
        ],
        [
            2694,
            1942,
            752,
            2694,
            1942,
            752
        ],
        [
            6.928439,
            0,
            8.595105,
            6.928439,
            0,
            8.595105
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355425,
            -53610,
            -59556,
            -171594,
            -322405,
            -98646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2754,
    "evaluation_days": 918,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680883200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758867417097,
    "expiration_time": 1761436800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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)