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Trade: ARB/USDT/480/WMA/DCM/9076

Strategy
ARB/USDT/480/WMA/DCM/9076
Pair
ARB_USDT
Interval
8h
Score
487683
Daily Profit
0.264704
Profit Factor
1.761553
Profitability
50.476190
Streak
80.766645
Best Strategy
Training Data Length
927.000000
Evaluation Time
2025-10-05 05:23
Expiration Time
2025-11-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245380.7404 120675.9149 124704.8255 349915.4468 -3487.9794 353403.4262
Total P&L (%) 245.3807 120.6759 124.7048 349.9154 -3.488 353.4034
Avg Daily Profit (%) 0.2647 0.1302 0.1345 0.1624 -0.0038 0.1632
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76504 -67542 -59915 -403683 -314912 -316894
Profit Factor 1.7616 1.5831 2.082 1.3 0.9952 1.7903
Total Trades 105 52 53 105 52 53
Winning Trades 53 24 29 53 24 29
Losing Trades 52 28 24 52 28 24
Profitability (%) 50.4762 46.1538 54.717 50.4762 46.1538 54.717
Ratio Avg Win / Avg Loss 1.7283 1.847 1.723 1.2755 1.161 1.4817
Largest Winning Trade 86813 86813 30721 232782 232782 137999
Largest Losing Trade -25728 -21934 -25728 -140814 -140814 -121897
Avg Bars in Trades 24 32 16 24 32 16
Avg Bars in Winners 32 45 22 32 45 22
Avg Bars in Losers 16 22 10 16 22 10
Bars Traded 2608 1714 894 2608 1714 894
Profit Streak 80.7666 82.4333 80.7666 80.7666 82.4333 80.7666
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487683 -196898 -187684 338968 -759700 -168612
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2781,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682496000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631038118,
    "expiration_time": 1762214400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "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": [
        [
            245380.7403685427,
            120675.9149154126,
            124704.8254531299,
            349915.4468332844,
            -3487.9794100515,
            353403.4262433359
        ],
        [
            245.38074,
            120.675915,
            124.704825,
            349.915447,
            -3.487979,
            353.403426
        ],
        [
            0.264704,
            0.130179,
            0.134525,
            0.162364,
            -0.00383,
            0.163198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76504,
            -67542,
            -59915,
            -403683,
            -314912,
            -316894
        ],
        [
            1.761553,
            1.583106,
            2.081968,
            1.299996,
            0.99515,
            1.790335
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            50.47619,
            46.153846,
            54.716981,
            50.47619,
            46.153846,
            54.716981
        ],
        [
            1.728316,
            1.846957,
            1.723008,
            1.275467,
            1.161009,
            1.481656
        ],
        [
            86813,
            86813,
            30721,
            232782,
            232782,
            137999
        ],
        [
            -25728,
            -21934,
            -25728,
            -140814,
            -140814,
            -121897
        ],
        [
            24,
            32,
            16,
            24,
            32,
            16
        ],
        [
            32,
            45,
            22,
            32,
            45,
            22
        ],
        [
            16,
            22,
            10,
            16,
            22,
            10
        ],
        [
            2608,
            1714,
            894,
            2608,
            1714,
            894
        ],
        [
            80.766645,
            82.433311,
            80.766645,
            80.766645,
            82.433312,
            80.766645
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487683,
            -196898,
            -187684,
            338968,
            -759700,
            -168612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2781,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682496000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631038118,
    "expiration_time": 1762214400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "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)