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Trade: ARB/USDT/120/SMA/HWMA/4106

Strategy
ARB/USDT/120/SMA/HWMA/4106
Pair
ARB_USDT
Interval
2h
Score
319875
Daily Profit
0.352827
Profit Factor
1.769931
Profitability
37.133550
Streak
0.000000
Best Strategy
Training Data Length
916.080000
Evaluation Time
2025-09-28 07:50
Expiration Time
2025-10-27 15:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323217.8508 165477.0235 157740.8273 936872.3183 398484.7857 538387.5326
Total P&L (%) 323.2179 165.477 157.7408 936.8723 398.4848 538.3875
Avg Daily Profit (%) 0.3528 0.1806 0.1722 0.2556 0.1755 0.2026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43960 -54538 -39679 -320094 -413985 -182260
Profit Factor 1.7699 1.7658 1.7743 1.5052 1.3902 1.6462
Total Trades 307 154 153 307 154 153
Winning Trades 114 57 57 114 57 57
Losing Trades 193 97 96 193 97 96
Profitability (%) 37.1336 37.013 37.2549 37.1336 37.013 37.2549
Ratio Avg Win / Avg Loss 2.9965 3.005 2.9883 2.5483 2.3658 2.7725
Largest Winning Trade 102652 102652 29750 294228 294228 209437
Largest Losing Trade -9328 -8797 -9328 -64978 -64978 -57011
Avg Bars in Trades 34 29 39 34 29 39
Avg Bars in Winners 74 61 87 74 61 87
Avg Bars in Losers 11 10 11 11 10 11
Bars Traded 10710 4598 6112 10710 4598 6112
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319875 226173 217361 272311 166924 232805
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680746400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035051806,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.78312,
            "nc": 0.1
        }
    }
}
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": [
        [
            323217.8507593532,
            165477.0234538846,
            157740.8273054685,
            936872.3183252312,
            398484.7856996257,
            538387.5326256055
        ],
        [
            323.217851,
            165.477023,
            157.740827,
            936.872318,
            398.484786,
            538.387533
        ],
        [
            0.352827,
            0.180636,
            0.172191,
            0.255631,
            0.17551,
            0.202564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43960,
            -54538,
            -39679,
            -320094,
            -413985,
            -182260
        ],
        [
            1.769931,
            1.765826,
            1.774284,
            1.505218,
            1.390222,
            1.646153
        ],
        [
            307,
            154,
            153,
            307,
            154,
            153
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            37.13355,
            37.012987,
            37.254902,
            37.13355,
            37.012987,
            37.254902
        ],
        [
            2.996462,
            3.005003,
            2.988268,
            2.548307,
            2.365817,
            2.772469
        ],
        [
            102652,
            102652,
            29750,
            294228,
            294228,
            209437
        ],
        [
            -9328,
            -8797,
            -9328,
            -64978,
            -64978,
            -57011
        ],
        [
            34,
            29,
            39,
            34,
            29,
            39
        ],
        [
            74,
            61,
            87,
            74,
            61,
            87
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            10710,
            4598,
            6112,
            10710,
            4598,
            6112
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319875,
            226173,
            217361,
            272311,
            166924,
            232805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10993,
    "evaluation_days": 916.08,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680746400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035051806,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.78312,
            "nc": 0.1
        }
    }
}

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)