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Trade: ARB/USDT/240/SSF/HWMA/1133

Strategy
ARB/USDT/240/SSF/HWMA/1133
Pair
ARB_USDT
Interval
4h
Score
316392
Daily Profit
0.317804
Profit Factor
1.617892
Profitability
37.327189
Streak
12.714738
Best Strategy
Training Data Length
923.500000
Evaluation Time
2025-10-02 00:09
Expiration Time
2025-10-31 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293492.2487 148847.648 144644.6007 589162.6042 249956.3071 339206.2971
Total P&L (%) 293.4922 148.8476 144.6446 589.1626 249.9563 339.2063
Avg Daily Profit (%) 0.3178 0.1612 0.1566 0.2092 0.1357 0.1604
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47312 -53737 -37317 -296687 -293827 -142564
Profit Factor 1.6179 1.592 1.647 1.3803 1.3067 1.4621
Total Trades 217 108 109 217 108 109
Winning Trades 81 34 47 81 34 47
Losing Trades 136 74 62 136 74 62
Profitability (%) 37.3272 31.4815 43.1193 37.3272 31.4815 43.1193
Ratio Avg Win / Avg Loss 2.7165 3.465 2.1726 2.3176 2.8439 1.9287
Largest Winning Trade 101507 101507 33032 268114 268114 145986
Largest Losing Trade -15752 -15752 -12104 -83954 -83954 -61992
Avg Bars in Trades 25 22 27 25 22 27
Avg Bars in Winners 49 50 49 49 50 49
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 5460 2419 3041 5460 2419 3041
Profit Streak 12.7147 0 14.0481 12.7147 0 14.0481
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316392 110812 298916 248415 -17785 266461
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5541,
    "evaluation_days": 923.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679572800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759352953367,
    "expiration_time": 1761940800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.58776,
            "nb": 0.08926,
            "nc": 0.83189
        }
    }
}
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": [
        [
            293492.2487465067,
            148847.648004776,
            144644.6007417306,
            589162.6042098072,
            249956.3071063852,
            339206.2971034218
        ],
        [
            293.492249,
            148.847648,
            144.644601,
            589.162604,
            249.956307,
            339.206297
        ],
        [
            0.317804,
            0.161178,
            0.156627,
            0.209239,
            0.135732,
            0.160367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47312,
            -53737,
            -37317,
            -296687,
            -293827,
            -142564
        ],
        [
            1.617892,
            1.592006,
            1.647004,
            1.380324,
            1.306679,
            1.462093
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            81,
            34,
            47,
            81,
            34,
            47
        ],
        [
            136,
            74,
            62,
            136,
            74,
            62
        ],
        [
            37.327189,
            31.481481,
            43.119266,
            37.327189,
            31.481481,
            43.119266
        ],
        [
            2.71646,
            3.464954,
            2.172643,
            2.317581,
            2.843948,
            1.928719
        ],
        [
            101507,
            101507,
            33032,
            268114,
            268114,
            145986
        ],
        [
            -15752,
            -15752,
            -12104,
            -83954,
            -83954,
            -61992
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            49,
            50,
            49,
            49,
            50,
            49
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            5460,
            2419,
            3041,
            5460,
            2419,
            3041
        ],
        [
            12.714738,
            0,
            14.048071,
            12.714738,
            0,
            14.048071
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316392,
            110812,
            298916,
            248415,
            -17785,
            266461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5541,
    "evaluation_days": 923.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1679572800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759352953367,
    "expiration_time": 1761940800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.58776,
            "nb": 0.08926,
            "nc": 0.83189
        }
    }
}

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)