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Trade: ARB/USDT/15/JMA/HMA/8047

Strategy
ARB/USDT/15/JMA/HMA/8047
Pair
ARB_USDT
Interval
15m
Score
436759
Daily Profit
0.879223
Profit Factor
1.725674
Profitability
45.945946
Streak
1.441641
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 10:20
Expiration Time
2025-12-26 09:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272008.5313 124774.9115 147233.6198 877339.8495 329765.4228 547574.4267
Total P&L (%) 272.0085 124.7749 147.2336 877.3399 329.7654 547.5744
Avg Daily Profit (%) 1.0445 0.4791 0.5654 0.8792 0.5615 0.7199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27744 -29487 -16305 -300794 -309836 -111799
Profit Factor 1.8328 1.7086 1.9782 1.7257 1.4781 2.0547
Total Trades 222 111 111 222 111 111
Winning Trades 102 50 52 102 50 52
Losing Trades 120 61 59 120 61 59
Profitability (%) 45.9459 45.045 46.8468 45.9459 45.045 46.8468
Ratio Avg Win / Avg Loss 2.1563 2.0845 2.2445 2.0302 1.8032 2.3313
Largest Winning Trade 46301 46301 32194 128916 128916 110484
Largest Losing Trade -14275 -14275 -6608 -144354 -144354 -71429
Avg Bars in Trades 110 112 109 110 112 109
Avg Bars in Winners 163 167 159 163 167 159
Avg Bars in Losers 66 66 66 66 66 66
Bars Traded 24626 12444 12182 24626 12444 12182
Profit Streak 1.4416 0 2.1083 1.4416 0 2.1083
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434369 347880 347241 436759 338842 415101
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737754200000,
    "first_datapoint_time": 1737967500000,
    "last_datapoint_time": 1760253300000,
    "evaluation_time": 1760253657763,
    "expiration_time": 1766733300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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": [
        [
            272008.5312904218,
            124774.911533469,
            147233.6197569527,
            877339.8495293312,
            329765.4227960662,
            547574.4267332654
        ],
        [
            272.008531,
            124.774912,
            147.23362,
            877.33985,
            329.765423,
            547.574427
        ],
        [
            1.044499,
            0.47913,
            0.56537,
            0.879223,
            0.561462,
            0.719906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27744,
            -29487,
            -16305,
            -300794,
            -309836,
            -111799
        ],
        [
            1.832843,
            1.708575,
            1.978235,
            1.725674,
            1.478056,
            2.054662
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            102,
            50,
            52,
            102,
            50,
            52
        ],
        [
            120,
            61,
            59,
            120,
            61,
            59
        ],
        [
            45.945946,
            45.045045,
            46.846847,
            45.945946,
            45.045045,
            46.846847
        ],
        [
            2.156286,
            2.084461,
            2.244536,
            2.030205,
            1.803228,
            2.331252
        ],
        [
            46301,
            46301,
            32194,
            128916,
            128916,
            110484
        ],
        [
            -14275,
            -14275,
            -6608,
            -144354,
            -144354,
            -71429
        ],
        [
            110,
            112,
            109,
            110,
            112,
            109
        ],
        [
            163,
            167,
            159,
            163,
            167,
            159
        ],
        [
            66,
            66,
            66,
            66,
            66,
            66
        ],
        [
            24626,
            12444,
            12182,
            24626,
            12444,
            12182
        ],
        [
            1.441641,
            0,
            2.108307,
            1.441641,
            0,
            2.108307
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434369,
            347880,
            347241,
            436759,
            338842,
            415101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737754200000,
    "first_datapoint_time": 1737967500000,
    "last_datapoint_time": 1760253300000,
    "evaluation_time": 1760253657763,
    "expiration_time": 1766733300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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)