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Trade: ARB/USDT/15/WMA/EMA/2826

Strategy
ARB/USDT/15/WMA/EMA/2826
Pair
ARB_USDT
Interval
15m
Score
439521
Daily Profit
0.665136
Profit Factor
1.449486
Profitability
45.814978
Streak
4.597976
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 08:51
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 173214.7194 79005.6397 94209.0797 294237.9698 148768.8877 145469.0821
Total P&L (%) 173.2147 79.0056 94.2091 294.238 148.7689 145.4691
Avg Daily Profit (%) 0.6651 0.3034 0.3618 0.5281 0.3506 0.3454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58666 -58288 -31350 -47961 -40875 -33645
Profit Factor 1.4495 1.4195 1.4782 1.7282 1.7665 1.6928
Total Trades 227 113 114 227 113 114
Winning Trades 104 51 53 104 51 53
Losing Trades 123 62 61 123 62 61
Profitability (%) 45.815 45.1327 46.4912 45.815 45.1327 46.4912
Ratio Avg Win / Avg Loss 1.7143 1.7257 1.7013 2.0439 2.1476 1.9483
Largest Winning Trade 26903 21105 26903 42065 35487 42065
Largest Losing Trade -12509 -12509 -10120 -31420 -19193 -31420
Avg Bars in Trades 107 111 103 107 111 103
Avg Bars in Winners 153 156 149 153 156 149
Avg Bars in Losers 69 74 63 69 74 63
Bars Traded 24456 12645 11811 24456 12645 11811
Profit Streak 4.598 0 8.4105 4.598 0 8.4105
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439521 247963 338435 439392 313765 366661

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": 1736368200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758865865106,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 105,
            "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": [
        [
            173214.7194020568,
            79005.6397177324,
            94209.0796843244,
            294237.9698371146,
            148768.8877134329,
            145469.0821236819
        ],
        [
            173.214719,
            79.00564,
            94.20908,
            294.23797,
            148.768888,
            145.469082
        ],
        [
            0.665136,
            0.303378,
            0.361758,
            0.528148,
            0.350569,
            0.345423
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58666,
            -58288,
            -31350,
            -47961,
            -40875,
            -33645
        ],
        [
            1.449486,
            1.419497,
            1.478153,
            1.728215,
            1.766545,
            1.692787
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            45.814978,
            45.132743,
            46.491228,
            45.814978,
            45.132743,
            46.491228
        ],
        [
            1.714296,
            1.725663,
            1.70127,
            2.043946,
            2.147564,
            1.948302
        ],
        [
            26903,
            21105,
            26903,
            42065,
            35487,
            42065
        ],
        [
            -12509,
            -12509,
            -10120,
            -31420,
            -19193,
            -31420
        ],
        [
            107,
            111,
            103,
            107,
            111,
            103
        ],
        [
            153,
            156,
            149,
            153,
            156,
            149
        ],
        [
            69,
            74,
            63,
            69,
            74,
            63
        ],
        [
            24456,
            12645,
            11811,
            24456,
            12645,
            11811
        ],
        [
            4.597976,
            0,
            8.410476,
            4.597976,
            0,
            8.410476
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439521,
            247963,
            338435,
            439392,
            313765,
            366661
        ]
    ]
}
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": 1736368200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758865865106,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 105,
            "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)