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Trade: ARB/USDT/480/WMA/MIDPRICE/1129

Strategy
ARB/USDT/480/WMA/MIDPRICE/1129
Pair
ARB_USDT
Interval
8h
Score
455421
Daily Profit
0.250043
Profit Factor
1.796221
Profitability
56.122449
Streak
63.345251
Best Strategy
Training Data Length
921.330000
Evaluation Time
2025-09-29 19:17
Expiration Time
2025-10-29 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 230372.5174 105236.119 125136.3984 353004.5037 70823.2051 282181.2986
Total P&L (%) 230.3725 105.2361 125.1364 353.0045 70.8232 282.1813
Avg Daily Profit (%) 0.25 0.1142 0.1358 0.1641 0.0581 0.1456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47130 -53230 -40827 -230047 -253778 -205582
Profit Factor 1.7962 1.5551 2.2544 1.3854 1.1206 1.8584
Total Trades 98 49 49 98 49 49
Winning Trades 55 25 30 55 25 30
Losing Trades 43 24 19 43 24 19
Profitability (%) 56.1224 51.0204 61.2245 56.1224 51.0204 61.2245
Ratio Avg Win / Avg Loss 1.4043 1.4929 1.4278 1.0831 1.0758 1.177
Largest Winning Trade 78639 78639 30984 162214 162214 79458
Largest Losing Trade -25498 -23174 -25498 -144712 -126084 -144712
Avg Bars in Trades 26 34 17 26 34 17
Avg Bars in Winners 36 51 23 36 51 23
Avg Bars in Losers 13 17 9 13 17 9
Bars Traded 2583 1704 878 2583 1704 878
Profit Streak 63.3453 63.3453 73.6786 63.3453 63.3453 73.6786
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455421 -38079 -6144 368134 -202363 221970
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2764,
    "evaluation_days": 921.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682841600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759162629670,
    "expiration_time": 1761724800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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": [
        [
            230372.5173512822,
            105236.1189541009,
            125136.3983971814,
            353004.5036572214,
            70823.20508351,
            282181.2985737114
        ],
        [
            230.372517,
            105.236119,
            125.136398,
            353.004504,
            70.823205,
            282.181299
        ],
        [
            0.250043,
            0.114222,
            0.135821,
            0.164107,
            0.058135,
            0.145627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47130,
            -53230,
            -40827,
            -230047,
            -253778,
            -205582
        ],
        [
            1.796221,
            1.555114,
            2.254418,
            1.385393,
            1.120608,
            1.858375
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            56.122449,
            51.020408,
            61.22449,
            56.122449,
            51.020408,
            61.22449
        ],
        [
            1.404318,
            1.492909,
            1.427798,
            1.083126,
            1.075783,
            1.176971
        ],
        [
            78639,
            78639,
            30984,
            162214,
            162214,
            79458
        ],
        [
            -25498,
            -23174,
            -25498,
            -144712,
            -126084,
            -144712
        ],
        [
            26,
            34,
            17,
            26,
            34,
            17
        ],
        [
            36,
            51,
            23,
            36,
            51,
            23
        ],
        [
            13,
            17,
            9,
            13,
            17,
            9
        ],
        [
            2583,
            1704,
            878,
            2583,
            1704,
            878
        ],
        [
            63.345251,
            63.345251,
            73.678584,
            63.345251,
            63.345251,
            73.678584
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455421,
            -38079,
            -6144,
            368134,
            -202363,
            221970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2764,
    "evaluation_days": 921.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682841600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759162629670,
    "expiration_time": 1761724800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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)