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Trade: ARB/USDT/15/SINWMA/KCB/1804

Strategy
ARB/USDT/15/SINWMA/KCB/1804
Pair
ARB_USDT
Interval
15m
Score
439880
Daily Profit
0.529034
Profit Factor
1.812721
Profitability
44.351464
Streak
6.646316
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 09:15
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171996.8815 77248.3351 94748.5464 295143.6052 141746.4343 153397.1709
Total P&L (%) 171.9969 77.2483 94.7485 295.1436 141.7464 153.3972
Avg Daily Profit (%) 0.6605 0.2966 0.3638 0.529 0.3395 0.3577
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65679 -67846 -31817 -59640 -45620 -34252
Profit Factor 1.4616 1.404 1.5222 1.8127 1.7603 1.868
Total Trades 239 119 120 239 119 120
Winning Trades 106 56 50 106 56 50
Losing Trades 133 63 70 133 63 70
Profitability (%) 44.3515 47.0588 41.6667 44.3515 47.0588 41.6667
Ratio Avg Win / Avg Loss 1.8338 1.5795 2.1311 2.2745 1.9804 2.6152
Largest Winning Trade 26648 21674 26648 47055 47055 41511
Largest Losing Trade -11733 -11733 -9052 -18263 -18263 -14767
Avg Bars in Trades 102 106 98 102 106 98
Avg Bars in Winners 146 143 150 146 143 150
Avg Bars in Losers 66 72 61 66 72 61
Bars Traded 24465 12630 11835 24465 12630 11835
Profit Streak 6.6463 0 10.4276 6.6463 0 10.4276
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435081 270008 280854 439880 337466 314696
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736350200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759040141686,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            171996.8815101967,
            77248.3350832315,
            94748.5464269652,
            295143.6052287496,
            141746.4342858332,
            153397.1709429165
        ],
        [
            171.996882,
            77.248335,
            94.748546,
            295.143605,
            141.746434,
            153.397171
        ],
        [
            0.66046,
            0.29663,
            0.36383,
            0.529034,
            0.339535,
            0.357672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65679,
            -67846,
            -31817,
            -59640,
            -45620,
            -34252
        ],
        [
            1.46155,
            1.404004,
            1.522193,
            1.812721,
            1.760314,
            1.868006
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            133,
            63,
            70,
            133,
            63,
            70
        ],
        [
            44.351464,
            47.058824,
            41.666667,
            44.351464,
            47.058824,
            41.666667
        ],
        [
            1.833832,
            1.579505,
            2.131071,
            2.274451,
            1.980353,
            2.615209
        ],
        [
            26648,
            21674,
            26648,
            47055,
            47055,
            41511
        ],
        [
            -11733,
            -11733,
            -9052,
            -18263,
            -18263,
            -14767
        ],
        [
            102,
            106,
            98,
            102,
            106,
            98
        ],
        [
            146,
            143,
            150,
            146,
            143,
            150
        ],
        [
            66,
            72,
            61,
            66,
            72,
            61
        ],
        [
            24465,
            12630,
            11835,
            24465,
            12630,
            11835
        ],
        [
            6.646316,
            0,
            10.427566,
            6.646316,
            0,
            10.427566
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435081,
            270008,
            280854,
            439880,
            337466,
            314696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736350200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759040141686,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 133,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)