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Trade: ARB/USDT/360/SUPERTREND/SINWMA/5076

Strategy
ARB/USDT/360/SUPERTREND/SINWMA/5076
Pair
ARB_USDT
Interval
6h
Score
313684
Daily Profit
0.173664
Profit Factor
1.334209
Profitability
55.769231
Streak
0.000000
Best Strategy
Training Data Length
928.750000
Evaluation Time
2025-10-07 08:24
Expiration Time
2025-11-06 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161290.7767 80912.147 80378.6297 82779.4698 78757.7192 4021.7506
Total P&L (%) 161.2908 80.9121 80.3786 82.7795 78.7577 4.0218
Avg Daily Profit (%) 0.1737 0.0871 0.0865 0.065 0.0626 0.0042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110043 -75687 -68001 -140024 -74747 -88103
Profit Factor 1.3342 1.3453 1.3238 1.1438 1.287 1.0133
Total Trades 104 52 52 104 52 52
Winning Trades 58 27 31 58 27 31
Losing Trades 46 25 21 46 25 21
Profitability (%) 55.7692 51.9231 59.6154 55.7692 51.9231 59.6154
Ratio Avg Win / Avg Loss 1.0582 1.2456 0.8968 0.9071 1.1917 0.6865
Largest Winning Trade 43167 42148 43167 53750 53750 33862
Largest Losing Trade -35591 -21915 -35591 -60750 -30999 -60750
Avg Bars in Trades 33 27 38 33 27 38
Avg Bars in Winners 30 20 39 30 20 39
Avg Bars in Losers 36 35 38 36 35 38
Bars Traded 3467 1446 2021 3467 1446 2021
Profit Streak 0 0 59.2254 0 0 59.2254
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313684 -255815 -256681 -169213 -288914 -738267
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 928.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680955200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759814673410,
    "expiration_time": 1762387200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 64,
            "offset": 0,
            "multiplier": 4.14255
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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": [
        [
            161290.7767296767,
            80912.1469797386,
            80378.6297499381,
            82779.4697799804,
            78757.7191911389,
            4021.7505888414
        ],
        [
            161.290777,
            80.912147,
            80.37863,
            82.77947,
            78.757719,
            4.021751
        ],
        [
            0.173664,
            0.087119,
            0.086545,
            0.064959,
            0.062562,
            0.004246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110043,
            -75687,
            -68001,
            -140024,
            -74747,
            -88103
        ],
        [
            1.334209,
            1.34525,
            1.323785,
            1.143773,
            1.287005,
            1.013346
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            55.769231,
            51.923077,
            59.615385,
            55.769231,
            51.923077,
            59.615385
        ],
        [
            1.058165,
            1.245601,
            0.896758,
            0.90713,
            1.191671,
            0.68646
        ],
        [
            43167,
            42148,
            43167,
            53750,
            53750,
            33862
        ],
        [
            -35591,
            -21915,
            -35591,
            -60750,
            -30999,
            -60750
        ],
        [
            33,
            27,
            38,
            33,
            27,
            38
        ],
        [
            30,
            20,
            39,
            30,
            20,
            39
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            3467,
            1446,
            2021,
            3467,
            1446,
            2021
        ],
        [
            0,
            0,
            59.225387,
            0,
            0,
            59.225387
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313684,
            -255815,
            -256681,
            -169213,
            -288914,
            -738267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 928.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680955200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759814673410,
    "expiration_time": 1762387200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 64,
            "offset": 0,
            "multiplier": 4.14255
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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)