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Trade: ARB/USDT/240/HWMA/RMA/2442

Strategy
ARB/USDT/240/HWMA/RMA/2442
Pair
ARB_USDT
Interval
4h
Score
344314
Daily Profit
0.205726
Profit Factor
1.391320
Profitability
57.264957
Streak
0.000000
Best Strategy
Training Data Length
927.830000
Evaluation Time
2025-10-06 11:37
Expiration Time
2025-11-05 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190878.7307 91242.6797 99636.051 146398.8435 67744.1205 78654.7231
Total P&L (%) 190.8787 91.2427 99.6361 146.3988 67.7441 78.6547
Avg Daily Profit (%) 0.2057 0.0983 0.1074 0.0972 0.0558 0.0626
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101630 -50756 -75758 -471339 -280417 -323596
Profit Factor 1.3913 1.4556 1.3465 1.0716 1.0792 1.0662
Total Trades 117 58 59 117 58 59
Winning Trades 67 32 35 67 32 35
Losing Trades 50 26 24 50 26 24
Profitability (%) 57.265 55.1724 59.322 57.265 55.1724 59.322
Ratio Avg Win / Avg Loss 1.0383 1.1827 0.9233 0.7997 0.8768 0.7311
Largest Winning Trade 32135 32135 27662 116400 88625 116400
Largest Losing Trade -36539 -26082 -36539 -204969 -144916 -204969
Avg Bars in Trades 46 46 46 46 46 46
Avg Bars in Winners 46 46 46 46 46 46
Avg Bars in Losers 46 46 46 46 46 46
Bars Traded 5473 2711 2762 5473 2711 2762
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 344314 -240036 -226395 -205303 -433078 -434249
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5567,
    "evaluation_days": 927.83,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680537600000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759739819736,
    "expiration_time": 1762315200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.028,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 55,
            "offset": 13
        }
    }
}
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": [
        [
            190878.7307433431,
            91242.6797414125,
            99636.0510019306,
            146398.8435465086,
            67744.1204726061,
            78654.7230739027
        ],
        [
            190.878731,
            91.24268,
            99.636051,
            146.398844,
            67.74412,
            78.654723
        ],
        [
            0.205726,
            0.09834,
            0.107386,
            0.09724,
            0.055766,
            0.062562
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101630,
            -50756,
            -75758,
            -471339,
            -280417,
            -323596
        ],
        [
            1.39132,
            1.455615,
            1.346537,
            1.071628,
            1.079184,
            1.066188
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            57.264957,
            55.172414,
            59.322034,
            57.264957,
            55.172414,
            59.322034
        ],
        [
            1.038298,
            1.182687,
            0.92334,
            0.799722,
            0.876837,
            0.7311
        ],
        [
            32135,
            32135,
            27662,
            116400,
            88625,
            116400
        ],
        [
            -36539,
            -26082,
            -36539,
            -204969,
            -144916,
            -204969
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            5473,
            2711,
            2762,
            5473,
            2711,
            2762
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344314,
            -240036,
            -226395,
            -205303,
            -433078,
            -434249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5567,
    "evaluation_days": 927.83,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680537600000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759739819736,
    "expiration_time": 1762315200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.028,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 55,
            "offset": 13
        }
    }
}

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)