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Trade: ARB/USDT/480/SUPERTREND/SINWMA/1034

Strategy
ARB/USDT/480/SUPERTREND/SINWMA/1034
Pair
ARB_USDT
Interval
8h
Score
401903
Daily Profit
0.238229
Profit Factor
1.545709
Profitability
58.181818
Streak
0.000000
Best Strategy
Training Data Length
919.000000
Evaluation Time
2025-09-27 09:34
Expiration Time
2025-10-27 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 218932.3754 118734.6361 100197.7393 300927.0359 207009.3007 93917.7353
Total P&L (%) 218.9324 118.7346 100.1977 300.927 207.0093 93.9177
Avg Daily Profit (%) 0.2382 0.1292 0.109 0.1512 0.1221 0.0721
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89755 -50257 -70675 -232211 -123492 -170712
Profit Factor 1.5457 1.6857 1.4394 1.2814 1.4342 1.1585
Total Trades 110 55 55 110 55 55
Winning Trades 64 34 30 64 34 30
Losing Trades 46 21 25 46 21 25
Profitability (%) 58.1818 61.8182 54.5455 58.1818 61.8182 54.5455
Ratio Avg Win / Avg Loss 1.111 1.0412 1.1995 0.921 0.8858 0.9654
Largest Winning Trade 43891 33323 43891 111225 111225 89523
Largest Losing Trade -24262 -15909 -24262 -125046 -93290 -125046
Avg Bars in Trades 22 16 29 22 16 29
Avg Bars in Winners 19 12 27 19 12 27
Avg Bars in Losers 27 21 32 27 21 32
Bars Traded 2520 883 1637 2520 883 1637
Profit Streak 0 0 35.6074 0 0 35.6074
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401903 -196702 -225144 256986 -208971 -323179
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2757,
    "evaluation_days": 919,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682841600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758954878763,
    "expiration_time": 1761523200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 114,
            "offset": 0,
            "multiplier": 3.38961
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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": [
        [
            218932.3753982723,
            118734.6360653137,
            100197.7393329585,
            300927.0359291844,
            207009.3006631341,
            93917.7352660504
        ],
        [
            218.932375,
            118.734636,
            100.197739,
            300.927036,
            207.009301,
            93.917735
        ],
        [
            0.238229,
            0.1292,
            0.109029,
            0.151214,
            0.122132,
            0.07209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89755,
            -50257,
            -70675,
            -232211,
            -123492,
            -170712
        ],
        [
            1.545709,
            1.685688,
            1.439411,
            1.281418,
            1.434191,
            1.158497
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            58.181818,
            61.818182,
            54.545455,
            58.181818,
            61.818182,
            54.545455
        ],
        [
            1.110978,
            1.04116,
            1.199509,
            0.921019,
            0.885824,
            0.965414
        ],
        [
            43891,
            33323,
            43891,
            111225,
            111225,
            89523
        ],
        [
            -24262,
            -15909,
            -24262,
            -125046,
            -93290,
            -125046
        ],
        [
            22,
            16,
            29,
            22,
            16,
            29
        ],
        [
            19,
            12,
            27,
            19,
            12,
            27
        ],
        [
            27,
            21,
            32,
            27,
            21,
            32
        ],
        [
            2520,
            883,
            1637,
            2520,
            883,
            1637
        ],
        [
            0,
            0,
            35.607393,
            0,
            0,
            35.607393
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401903,
            -196702,
            -225144,
            256986,
            -208971,
            -323179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2757,
    "evaluation_days": 919,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682841600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758954878763,
    "expiration_time": 1761523200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 114,
            "offset": 0,
            "multiplier": 3.38961
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 22,
            "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)