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Trade: ARB/USDT/15/VWMA/WMA/3324

Strategy
ARB/USDT/15/VWMA/WMA/3324
Pair
ARB_USDT
Interval
15m
Score
435596
Daily Profit
0.693587
Profit Factor
1.719368
Profitability
42.105263
Streak
8.598165
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 05:06
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 180623.9148 83749.6999 96874.2149 342078.5916 220172.0691 121906.5225
Total P&L (%) 180.6239 83.7497 96.8742 342.0786 220.1721 121.9065
Avg Daily Profit (%) 0.6936 0.3216 0.372 0.5724 0.4479 0.3065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41858 -40897 -21221 -129439 -69281 -92522
Profit Factor 1.7194 1.6768 1.7607 1.6214 1.8872 1.4032
Total Trades 152 76 76 152 76 76
Winning Trades 64 32 32 64 32 32
Losing Trades 88 44 44 88 44 44
Profitability (%) 42.1053 42.1053 42.1053 42.1053 42.1053 42.1053
Ratio Avg Win / Avg Loss 2.3641 2.3056 2.421 2.2294 2.5949 1.9294
Largest Winning Trade 41306 41306 22440 68972 68972 46591
Largest Losing Trade -13546 -10854 -13546 -57597 -29265 -57597
Avg Bars in Trades 159 151 167 159 151 167
Avg Bars in Winners 258 247 269 258 247 269
Avg Bars in Losers 87 82 93 87 82 93
Bars Traded 24301 11549 12752 24301 11549 12752
Profit Streak 8.5982 0 16.869 8.5982 0 16.869
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435596 -42086 -40426 391489 -40601 -42498
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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759025181481,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "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": [
        [
            180623.9148157923,
            83749.6999285931,
            96874.2148871991,
            342078.5915956493,
            220172.0690670097,
            121906.5225286397
        ],
        [
            180.623915,
            83.7497,
            96.874215,
            342.078592,
            220.172069,
            121.906523
        ],
        [
            0.693587,
            0.321595,
            0.371992,
            0.57237,
            0.44785,
            0.306546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41858,
            -40897,
            -21221,
            -129439,
            -69281,
            -92522
        ],
        [
            1.719368,
            1.676798,
            1.760735,
            1.621362,
            1.887171,
            1.403187
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            42.105263,
            42.105263,
            42.105263,
            42.105263,
            42.105263,
            42.105263
        ],
        [
            2.364131,
            2.305597,
            2.42101,
            2.229372,
            2.594861,
            1.929382
        ],
        [
            41306,
            41306,
            22440,
            68972,
            68972,
            46591
        ],
        [
            -13546,
            -10854,
            -13546,
            -57597,
            -29265,
            -57597
        ],
        [
            159,
            151,
            167,
            159,
            151,
            167
        ],
        [
            258,
            247,
            269,
            258,
            247,
            269
        ],
        [
            87,
            82,
            93,
            87,
            82,
            93
        ],
        [
            24301,
            11549,
            12752,
            24301,
            11549,
            12752
        ],
        [
            8.598165,
            0,
            16.868999,
            8.598165,
            0,
            16.868999
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435596,
            -42086,
            -40426,
            391489,
            -40601,
            -42498
        ]
    ]
}
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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759025181481,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "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)