← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ARB/USDT/360/MIDPOINT/WMA/6671

Strategy
ARB/USDT/360/MIDPOINT/WMA/6671
Pair
ARB_USDT
Interval
6h
Score
328538
Daily Profit
0.159079
Profit Factor
1.213756
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
916.250000
Evaluation Time
2025-09-28 05:31
Expiration Time
2025-10-24 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 145756.5421 50969.4536 94787.0885 97689.8807 47505.9562 50183.9245
Total P&L (%) 145.7565 50.9695 94.7871 97.6899 47.506 50.1839
Avg Daily Profit (%) 0.1591 0.0556 0.1035 0.0744 0.0424 0.0444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85460 -76185 -58456 -184154 -126770 -151596
Profit Factor 1.2138 1.1596 1.2615 1.0922 1.1019 1.0846
Total Trades 280 140 140 280 140 140
Winning Trades 152 72 80 152 72 80
Losing Trades 128 68 60 128 68 60
Profitability (%) 54.2857 51.4286 57.1429 54.2857 51.4286 57.1429
Ratio Avg Win / Avg Loss 1.0221 1.0951 0.9462 0.9198 1.0407 0.8135
Largest Winning Trade 25828 25828 22799 35031 34256 35031
Largest Losing Trade -28872 -22728 -28872 -81791 -40806 -81791
Avg Bars in Trades 12 9 15 12 9 15
Avg Bars in Winners 11 8 13 11 8 13
Avg Bars in Losers 14 11 18 14 11 18
Bars Traded 3552 1370 2182 3552 1370 2182
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 328538 -164646 -55669 -212027 -245892 -263035
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3665,
    "evaluation_days": 916.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680933600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759026714118,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "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": [
        [
            145756.5421436915,
            50969.4536015148,
            94787.0885421767,
            97689.8807112371,
            47505.9561766802,
            50183.924534557
        ],
        [
            145.756542,
            50.969454,
            94.787089,
            97.689881,
            47.505956,
            50.183925
        ],
        [
            0.159079,
            0.055628,
            0.103451,
            0.07441,
            0.042432,
            0.044396
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85460,
            -76185,
            -58456,
            -184154,
            -126770,
            -151596
        ],
        [
            1.213756,
            1.15955,
            1.261536,
            1.092238,
            1.101946,
            1.08461
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            152,
            72,
            80,
            152,
            72,
            80
        ],
        [
            128,
            68,
            60,
            128,
            68,
            60
        ],
        [
            54.285714,
            51.428571,
            57.142857,
            54.285714,
            51.428571,
            57.142857
        ],
        [
            1.022111,
            1.09513,
            0.946152,
            0.919779,
            1.040727,
            0.813458
        ],
        [
            25828,
            25828,
            22799,
            35031,
            34256,
            35031
        ],
        [
            -28872,
            -22728,
            -28872,
            -81791,
            -40806,
            -81791
        ],
        [
            12,
            9,
            15,
            12,
            9,
            15
        ],
        [
            11,
            8,
            13,
            11,
            8,
            13
        ],
        [
            14,
            11,
            18,
            14,
            11,
            18
        ],
        [
            3552,
            1370,
            2182,
            3552,
            1370,
            2182
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328538,
            -164646,
            -55669,
            -212027,
            -245892,
            -263035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3665,
    "evaluation_days": 916.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680933600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759026714118,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "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)