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Trade: ARB/USDT/360/MIDPOINT/JMA/4801

Strategy
ARB/USDT/360/MIDPOINT/JMA/4801
Pair
ARB_USDT
Interval
6h
Score
330185
Daily Profit
0.163212
Profit Factor
1.309758
Profitability
62.857143
Streak
14.773668
Best Strategy
Training Data Length
929.750000
Evaluation Time
2025-10-08 09:34
Expiration Time
2025-11-07 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 151746.4059 66761.9057 84984.5001 80346.4543 26148.0051 54198.4492
Total P&L (%) 151.7464 66.7619 84.9845 80.3465 26.148 54.1984
Avg Daily Profit (%) 0.1632 0.0718 0.0914 0.0634 0.025 0.0466
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74193 -72751 -52224 -124588 -116642 -79668
Profit Factor 1.3098 1.247 1.387 1.127 1.0748 1.1915
Total Trades 140 70 70 140 70 70
Winning Trades 88 43 45 88 43 45
Losing Trades 52 27 25 52 27 25
Profitability (%) 62.8571 61.4286 64.2857 62.8571 61.4286 64.2857
Ratio Avg Win / Avg Loss 0.7739 0.783 0.7706 0.6659 0.6748 0.6619
Largest Winning Trade 44804 25114 44804 40883 39640 40883
Largest Losing Trade -35839 -30561 -35839 -67987 -63522 -67987
Avg Bars in Trades 25 22 27 25 22 27
Avg Bars in Winners 22 16 28 22 16 28
Avg Bars in Losers 29 32 26 29 32 26
Bars Traded 3528 1598 1930 3528 1598 1930
Profit Streak 14.7737 14.7737 56.7737 14.7737 14.7737 56.7737
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330185 -191020 -162572 -187349 -394734 -233888
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 929.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682208000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759905244913,
    "expiration_time": 1762473600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 123,
            "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": [
        [
            151746.4058634698,
            66761.9057342872,
            84984.5001291825,
            80346.4543030023,
            26148.0050889864,
            54198.4492140158
        ],
        [
            151.746406,
            66.761906,
            84.9845,
            80.346454,
            26.148005,
            54.198449
        ],
        [
            0.163212,
            0.071806,
            0.091406,
            0.063447,
            0.024987,
            0.04659
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74193,
            -72751,
            -52224,
            -124588,
            -116642,
            -79668
        ],
        [
            1.309758,
            1.246994,
            1.387015,
            1.126969,
            1.07476,
            1.191486
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            62.857143,
            61.428571,
            64.285714,
            62.857143,
            61.428571,
            64.285714
        ],
        [
            0.773948,
            0.782996,
            0.770564,
            0.665936,
            0.674849,
            0.661937
        ],
        [
            44804,
            25114,
            44804,
            40883,
            39640,
            40883
        ],
        [
            -35839,
            -30561,
            -35839,
            -67987,
            -63522,
            -67987
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            22,
            16,
            28,
            22,
            16,
            28
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            3528,
            1598,
            1930,
            3528,
            1598,
            1930
        ],
        [
            14.773668,
            14.773668,
            56.773668,
            14.773668,
            14.773668,
            56.773668
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330185,
            -191020,
            -162572,
            -187349,
            -394734,
            -233888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 929.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682208000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759905244913,
    "expiration_time": 1762473600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 123,
            "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)