← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/15/SWMA/RMA/1863

Strategy
ARB/USDT/15/SWMA/RMA/1863
Pair
ARB_USDT
Interval
15m
Score
421375
Daily Profit
0.437666
Profit Factor
1.529922
Profitability
51.764706
Streak
25.881759
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 11:39
Expiration Time
2025-12-15 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113977.1021 50997.4755 62979.6267 129832.7655 70103.7898 59728.9758
Total P&L (%) 113.9771 50.9975 62.9796 129.8328 70.1038 59.729
Avg Daily Profit (%) 0.4377 0.1958 0.2418 0.3201 0.2042 0.18
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44682 -47034 -36576 -53098 -40742 -61932
Profit Factor 1.5299 1.483 1.5751 1.5183 1.6312 1.4284
Total Trades 85 42 43 85 42 43
Winning Trades 44 21 23 44 21 23
Losing Trades 41 21 20 41 21 20
Profitability (%) 51.7647 50 53.4884 51.7647 50 53.4884
Ratio Avg Win / Avg Loss 1.4256 1.483 1.3697 1.4148 1.6312 1.2421
Largest Winning Trade 22721 22721 19482 25951 25951 21849
Largest Losing Trade -27045 -17498 -27045 -45878 -15622 -45878
Avg Bars in Trades 279 308 250 279 308 250
Avg Bars in Winners 247 264 231 247 264 231
Avg Bars in Losers 313 352 272 313 352 272
Bars Traded 23726 12960 10766 23726 12960 10766
Profit Streak 25.8818 27.0484 25.8818 25.8818 27.0484 25.8818
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421375 258585 338518 382634 374668 279402
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736808300000,
    "first_datapoint_time": 1736996400000,
    "last_datapoint_time": 1759307400000,
    "evaluation_time": 1759307984017,
    "expiration_time": 1765787400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 210,
            "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": [
        [
            113977.102142493,
            50997.4754914648,
            62979.6266510283,
            129832.7655269857,
            70103.7897694628,
            59728.9757575229
        ],
        [
            113.977102,
            50.997475,
            62.979627,
            129.832766,
            70.10379,
            59.728976
        ],
        [
            0.437666,
            0.195828,
            0.241839,
            0.320065,
            0.204201,
            0.17999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44682,
            -47034,
            -36576,
            -53098,
            -40742,
            -61932
        ],
        [
            1.529922,
            1.483026,
            1.575137,
            1.518305,
            1.631185,
            1.428386
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            51.764706,
            50,
            53.488372,
            51.764706,
            50,
            53.488372
        ],
        [
            1.425609,
            1.483026,
            1.369684,
            1.414785,
            1.631185,
            1.242075
        ],
        [
            22721,
            22721,
            19482,
            25951,
            25951,
            21849
        ],
        [
            -27045,
            -17498,
            -27045,
            -45878,
            -15622,
            -45878
        ],
        [
            279,
            308,
            250,
            279,
            308,
            250
        ],
        [
            247,
            264,
            231,
            247,
            264,
            231
        ],
        [
            313,
            352,
            272,
            313,
            352,
            272
        ],
        [
            23726,
            12960,
            10766,
            23726,
            12960,
            10766
        ],
        [
            25.881759,
            27.048426,
            25.881759,
            25.881759,
            27.048426,
            25.881759
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421375,
            258585,
            338518,
            382634,
            374668,
            279402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736808300000,
    "first_datapoint_time": 1736996400000,
    "last_datapoint_time": 1759307400000,
    "evaluation_time": 1759307984017,
    "expiration_time": 1765787400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 210,
            "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)