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Trade: ARB/USDT/15/SINWMA/RMA/3214

Strategy
ARB/USDT/15/SINWMA/RMA/3214
Pair
ARB_USDT
Interval
15m
Score
407214
Daily Profit
0.391441
Profit Factor
1.432622
Profitability
55.681818
Streak
24.918191
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:17
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 101939.0075 45773.6313 56165.3762 102268.0329 56655.6572 45612.3758
Total P&L (%) 101.939 45.7736 56.1654 102.268 56.6557 45.6124
Avg Daily Profit (%) 0.3914 0.1758 0.2157 0.2709 0.1725 0.1444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34072 -51669 -33697 -48617 -53788 -61184
Profit Factor 1.4326 1.3866 1.4791 1.3411 1.4068 1.284
Total Trades 88 44 44 88 44 44
Winning Trades 49 28 21 49 28 21
Losing Trades 39 16 23 39 16 23
Profitability (%) 55.6818 63.6364 47.7273 55.6818 63.6364 47.7273
Ratio Avg Win / Avg Loss 1.1403 0.7923 1.62 1.0674 0.8039 1.4063
Largest Winning Trade 20270 20270 18375 23838 22291 23838
Largest Losing Trade -22416 -21260 -22416 -41774 -24211 -41774
Avg Bars in Trades 277 307 246 277 307 246
Avg Bars in Winners 270 283 252 270 283 252
Avg Bars in Losers 285 349 241 285 349 241
Bars Traded 24393 13531 10862 24393 13531 10862
Profit Streak 24.9182 25.1474 24.9182 24.9182 25.1474 24.9182
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407214 235667 301176 349971 268618 -2764
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": 1736426700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758935831670,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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": [
        [
            101939.0075353259,
            45773.6313005459,
            56165.37623478,
            102268.0329398534,
            56655.6571837546,
            45612.3757560988
        ],
        [
            101.939008,
            45.773631,
            56.165376,
            102.268033,
            56.655657,
            45.612376
        ],
        [
            0.391441,
            0.175768,
            0.215672,
            0.270861,
            0.172516,
            0.144401
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34072,
            -51669,
            -33697,
            -48617,
            -53788,
            -61184
        ],
        [
            1.432622,
            1.386575,
            1.479134,
            1.341071,
            1.406821,
            1.284049
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            55.681818,
            63.636364,
            47.727273,
            55.681818,
            63.636364,
            47.727273
        ],
        [
            1.14025,
            0.792329,
            1.620004,
            1.067383,
            0.803898,
            1.40634
        ],
        [
            20270,
            20270,
            18375,
            23838,
            22291,
            23838
        ],
        [
            -22416,
            -21260,
            -22416,
            -41774,
            -24211,
            -41774
        ],
        [
            277,
            307,
            246,
            277,
            307,
            246
        ],
        [
            270,
            283,
            252,
            270,
            283,
            252
        ],
        [
            285,
            349,
            241,
            285,
            349,
            241
        ],
        [
            24393,
            13531,
            10862,
            24393,
            13531,
            10862
        ],
        [
            24.918191,
            25.147357,
            24.918191,
            24.918191,
            25.147357,
            24.918191
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407214,
            235667,
            301176,
            349971,
            268618,
            -2764
        ]
    ]
}
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": 1736426700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758935831670,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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)