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Trade: ARB/USDT/15/T3/PWMA/2218

Strategy
ARB/USDT/15/T3/PWMA/2218
Pair
ARB_USDT
Interval
15m
Score
313915
Daily Profit
0.442509
Profit Factor
1.239762
Profitability
47.042254
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 11:14
Expiration Time
2025-12-21 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115238.2406 56886.7386 58351.5021 121184.5261 64997.1119 56187.4142
Total P&L (%) 115.2382 56.8867 58.3515 121.1845 64.9971 56.1874
Avg Daily Profit (%) 0.4425 0.2184 0.2241 0.3053 0.1925 0.1714
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44906 -48177 -43063 -81767 -57942 -45522
Profit Factor 1.2398 1.2247 1.2565 1.2109 1.2083 1.2141
Total Trades 355 177 178 355 177 178
Winning Trades 167 77 90 167 77 90
Losing Trades 188 100 88 188 100 88
Profitability (%) 47.0423 43.5028 50.5618 47.0423 43.5028 50.5618
Ratio Avg Win / Avg Loss 1.3957 1.5906 1.2286 1.3632 1.5692 1.1871
Largest Winning Trade 23657 23657 18808 48565 48565 24981
Largest Losing Trade -13381 -13381 -9846 -15752 -15752 -15536
Avg Bars in Trades 69 71 68 69 71 68
Avg Bars in Winners 87 93 82 87 93 82
Avg Bars in Losers 54 54 53 54 54 53
Bars Traded 24819 12648 12169 24819 12648 12169
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313915 147196 213196 265354 155057 182459
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737324900000,
    "first_datapoint_time": 1737416700000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759824884843,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 103,
            "offset": 0,
            "a": 0.60299
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "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": [
        [
            115238.240614552,
            56886.7385565653,
            58351.5020579867,
            121184.5260977535,
            64997.1118741272,
            56187.4142236265
        ],
        [
            115.238241,
            56.886739,
            58.351502,
            121.184526,
            64.997112,
            56.187414
        ],
        [
            0.442509,
            0.218442,
            0.224067,
            0.305291,
            0.192474,
            0.171365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44906,
            -48177,
            -43063,
            -81767,
            -57942,
            -45522
        ],
        [
            1.239762,
            1.224738,
            1.256478,
            1.210947,
            1.208311,
            1.214081
        ],
        [
            355,
            177,
            178,
            355,
            177,
            178
        ],
        [
            167,
            77,
            90,
            167,
            77,
            90
        ],
        [
            188,
            100,
            88,
            188,
            100,
            88
        ],
        [
            47.042254,
            43.502825,
            50.561798,
            47.042254,
            43.502825,
            50.561798
        ],
        [
            1.39566,
            1.590569,
            1.228556,
            1.363222,
            1.569235,
            1.187102
        ],
        [
            23657,
            23657,
            18808,
            48565,
            48565,
            24981
        ],
        [
            -13381,
            -13381,
            -9846,
            -15752,
            -15752,
            -15536
        ],
        [
            69,
            71,
            68,
            69,
            71,
            68
        ],
        [
            87,
            93,
            82,
            87,
            93,
            82
        ],
        [
            54,
            54,
            53,
            54,
            54,
            53
        ],
        [
            24819,
            12648,
            12169,
            24819,
            12648,
            12169
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313915,
            147196,
            213196,
            265354,
            155057,
            182459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737324900000,
    "first_datapoint_time": 1737416700000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759824884843,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 103,
            "offset": 0,
            "a": 0.60299
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "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)