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Trade: ARB/USDT/5/TEMA/SINWMA/3018

Strategy
ARB/USDT/5/TEMA/SINWMA/3018
Pair
ARB_USDT
Interval
5m
Score
334797
Daily Profit
0.890440
Profit Factor
1.508619
Profitability
38.297872
Streak
3.334140
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 02:11
Expiration Time
2025-12-27 01:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87204.0951 77299.079 9905.0161 26501.5542 57814.6227 -31313.0685
Total P&L (%) 87.2041 77.2991 9.905 26.5016 57.8146 -31.3131
Avg Daily Profit (%) 1.0045 0.8904 0.1141 0.2712 0.527 -0.4317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94817 -48463 -51508 -65520 -34356 -34316
Profit Factor 1.2604 1.5086 1.0541 1.1121 1.6021 0.7771
Total Trades 375 188 187 375 188 187
Winning Trades 146 72 74 146 72 74
Losing Trades 229 116 113 229 116 113
Profitability (%) 38.9333 38.2979 39.5722 38.9333 38.2979 39.5722
Ratio Avg Win / Avg Loss 1.9769 2.4306 1.6097 1.7443 2.5812 1.1866
Largest Winning Trade 112349 112349 69654 82628 82628 30195
Largest Losing Trade -12182 -6101 -12182 -19026 -3796 -19026
Avg Bars in Trades 65 65 66 65 65 66
Avg Bars in Winners 84 87 81 84 87 81
Avg Bars in Losers 53 51 56 53 51 56
Bars Traded 24676 12280 12395 24676 12280 12395
Profit Streak 0.3064 3.3341 0 0.3064 3.3341 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 214288 334797 -371884 -99265 248965 -584689
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752810600000,
    "first_datapoint_time": 1752872100000,
    "last_datapoint_time": 1760310300000,
    "evaluation_time": 1760310669750,
    "expiration_time": 1766790300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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": [
        [
            87204.0951027823,
            77299.0790123515,
            9905.0160904308,
            26501.5542074068,
            57814.6227069964,
            -31313.0684995895
        ],
        [
            87.204095,
            77.299079,
            9.905016,
            26.501554,
            57.814623,
            -31.313068
        ],
        [
            1.00454,
            0.89044,
            0.1141,
            0.27117,
            0.526958,
            -0.431747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94817,
            -48463,
            -51508,
            -65520,
            -34356,
            -34316
        ],
        [
            1.260381,
            1.508619,
            1.054146,
            1.112064,
            1.602131,
            0.777082
        ],
        [
            375,
            188,
            187,
            375,
            188,
            187
        ],
        [
            146,
            72,
            74,
            146,
            72,
            74
        ],
        [
            229,
            116,
            113,
            229,
            116,
            113
        ],
        [
            38.933333,
            38.297872,
            39.572193,
            38.933333,
            38.297872,
            39.572193
        ],
        [
            1.976899,
            2.430553,
            1.60971,
            1.744265,
            2.581211,
            1.186626
        ],
        [
            112349,
            112349,
            69654,
            82628,
            82628,
            30195
        ],
        [
            -12182,
            -6101,
            -12182,
            -19026,
            -3796,
            -19026
        ],
        [
            65,
            65,
            66,
            65,
            65,
            66
        ],
        [
            84,
            87,
            81,
            84,
            87,
            81
        ],
        [
            53,
            51,
            56,
            53,
            51,
            56
        ],
        [
            24676,
            12280,
            12395,
            24676,
            12280,
            12395
        ],
        [
            0.306363,
            3.33414,
            0,
            0.306363,
            3.334141,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            214288,
            334797,
            -371884,
            -99265,
            248965,
            -584689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752810600000,
    "first_datapoint_time": 1752872100000,
    "last_datapoint_time": 1760310300000,
    "evaluation_time": 1760310669750,
    "expiration_time": 1766790300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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)