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Trade: ARB/USDT/120/SSF/PWMA/4648

Strategy
ARB/USDT/120/SSF/PWMA/4648
Pair
ARB_USDT
Interval
2h
Score
318303
Daily Profit
0.150184
Profit Factor
1.205117
Profitability
52.314815
Streak
5.246371
Best Strategy
Training Data Length
916.080000
Evaluation Time
2025-09-25 16:54
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 137580.2373 65552.7265 72027.5107 56520.9132 50852.8112 5668.1019
Total P&L (%) 137.5802 65.5527 72.0275 56.5209 50.8528 5.6681
Avg Daily Profit (%) 0.1502 0.0716 0.0786 0.0489 0.0449 0.006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150536 -76821 -97652 -95885 -51065 -64030
Profit Factor 1.2051 1.2088 1.2019 1.1191 1.2503 1.0209
Total Trades 216 108 108 216 108 108
Winning Trades 113 53 60 113 53 60
Losing Trades 103 55 48 103 55 48
Profitability (%) 52.3148 49.0741 55.5556 52.3148 49.0741 55.5556
Ratio Avg Win / Avg Loss 1.0985 1.2544 0.9615 1.02 1.2975 0.8167
Largest Winning Trade 28687 28687 23102 28197 25023 28197
Largest Losing Trade -28394 -16182 -28394 -39998 -18084 -39998
Avg Bars in Trades 49 49 49 49 49 49
Avg Bars in Winners 47 46 48 47 46 48
Avg Bars in Losers 52 53 51 52 53 51
Bars Traded 10783 5390 5393 10783 5390 5393
Profit Streak 5.2464 0 12.0797 5.2464 0 12.0797
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318303 -98792 -89078 -215875 -135076 -548710

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": 1680530400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758808486495,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "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": [
        [
            137580.2372561201,
            65552.7265448908,
            72027.5107112292,
            56520.9131567382,
            50852.8112358147,
            5668.1019209236
        ],
        [
            137.580237,
            65.552727,
            72.027511,
            56.520913,
            50.852811,
            5.668102
        ],
        [
            0.150184,
            0.071558,
            0.078626,
            0.048918,
            0.04489,
            0.006019
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150536,
            -76821,
            -97652,
            -95885,
            -51065,
            -64030
        ],
        [
            1.205117,
            1.208796,
            1.20188,
            1.119082,
            1.250301,
            1.020879
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            113,
            53,
            60,
            113,
            53,
            60
        ],
        [
            103,
            55,
            48,
            103,
            55,
            48
        ],
        [
            52.314815,
            49.074074,
            55.555556,
            52.314815,
            49.074074,
            55.555556
        ],
        [
            1.09847,
            1.254411,
            0.961504,
            1.020048,
            1.297482,
            0.816703
        ],
        [
            28687,
            28687,
            23102,
            28197,
            25023,
            28197
        ],
        [
            -28394,
            -16182,
            -28394,
            -39998,
            -18084,
            -39998
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            10783,
            5390,
            5393,
            10783,
            5390,
            5393
        ],
        [
            5.246371,
            0,
            12.079705,
            5.246371,
            0,
            12.079705
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318303,
            -98792,
            -89078,
            -215875,
            -135076,
            -548710
        ]
    ]
}
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": 1680530400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758808486495,
    "expiration_time": 1761571785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "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)