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Trade: ARB/USDT/60/T3/WMA/9308

Strategy
ARB/USDT/60/T3/WMA/9308
Pair
ARB_USDT
Interval
1h
Score
346799
Daily Profit
0.237504
Profit Factor
1.488056
Profitability
46.031746
Streak
19.732358
Best Strategy
Training Data Length
926.790000
Evaluation Time
2025-10-05 13:34
Expiration Time
2025-12-11 05:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220115.8704 96532.9257 123582.9446 287122.2419 78373.5387 208748.7032
Total P&L (%) 220.1159 96.5329 123.5829 287.1222 78.3735 208.7487
Avg Daily Profit (%) 0.2375 0.1042 0.1333 0.1462 0.0625 0.1217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72396 -63623 -46019 -254865 -217808 -146381
Profit Factor 1.4881 1.4157 1.5649 1.2422 1.1312 1.355
Total Trades 126 63 63 126 63 63
Winning Trades 58 25 33 58 25 33
Losing Trades 68 38 30 68 38 30
Profitability (%) 46.0317 39.6825 52.381 46.0317 39.6825 52.381
Ratio Avg Win / Avg Loss 1.7446 2.1519 1.4226 1.4564 1.7194 1.2318
Largest Winning Trade 56030 56030 27444 98760 98760 78885
Largest Losing Trade -28956 -19207 -28956 -77751 -77751 -69171
Avg Bars in Trades 174 174 173 174 174 173
Avg Bars in Winners 253 256 251 253 256 251
Avg Bars in Losers 106 121 87 106 121 87
Bars Traded 21925 11021 10904 21925 11021 10904
Profit Streak 19.7324 0 43.2324 19.7324 0 43.2324
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346799 -202997 -158694 41282 -335585 -175483
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22243,
    "evaluation_days": 926.79,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680145200000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759660475710,
    "expiration_time": 1765423785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.76935
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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": [
        [
            220115.870381467,
            96532.9257361407,
            123582.9446453262,
            287122.24193358,
            78373.5386932747,
            208748.7032403055
        ],
        [
            220.11587,
            96.532926,
            123.582945,
            287.122242,
            78.373539,
            208.748703
        ],
        [
            0.237504,
            0.104158,
            0.133345,
            0.146156,
            0.062462,
            0.121715
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72396,
            -63623,
            -46019,
            -254865,
            -217808,
            -146381
        ],
        [
            1.488056,
            1.415696,
            1.56486,
            1.24223,
            1.131204,
            1.355023
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            46.031746,
            39.68254,
            52.380952,
            46.031746,
            39.68254,
            52.380952
        ],
        [
            1.744617,
            2.151857,
            1.4226,
            1.456408,
            1.71943,
            1.231839
        ],
        [
            56030,
            56030,
            27444,
            98760,
            98760,
            78885
        ],
        [
            -28956,
            -19207,
            -28956,
            -77751,
            -77751,
            -69171
        ],
        [
            174,
            174,
            173,
            174,
            174,
            173
        ],
        [
            253,
            256,
            251,
            253,
            256,
            251
        ],
        [
            106,
            121,
            87,
            106,
            121,
            87
        ],
        [
            21925,
            11021,
            10904,
            21925,
            11021,
            10904
        ],
        [
            19.732358,
            0,
            43.232358,
            19.732358,
            0,
            43.232358
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346799,
            -202997,
            -158694,
            41282,
            -335585,
            -175483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22243,
    "evaluation_days": 926.79,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680145200000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759660475710,
    "expiration_time": 1765423785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.76935
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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)