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Trade: ARB/USDT/360/VWMA/WMA/9488

Strategy
ARB/USDT/360/VWMA/WMA/9488
Pair
ARB_USDT
Interval
6h
Score
328677
Daily Profit
0.173699
Profit Factor
1.389440
Profitability
47.872340
Streak
17.299630
Best Strategy
Training Data Length
925.750000
Evaluation Time
2025-10-04 10:11
Expiration Time
2025-11-03 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160801.6861 76560.61 84241.0761 91850.3676 34601.2024 57249.1652
Total P&L (%) 160.8017 76.5606 84.2411 91.8504 34.6012 57.2492
Avg Daily Profit (%) 0.1737 0.0827 0.091 0.0704 0.0321 0.0489
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77782 -36439 -65127 -256903 -138719 -210974
Profit Factor 1.3894 1.3964 1.3833 1.0948 1.0743 1.1138
Total Trades 94 47 47 94 47 47
Winning Trades 45 20 25 45 20 25
Losing Trades 49 27 22 49 27 22
Profitability (%) 47.8723 42.5532 53.1915 47.8723 42.5532 53.1915
Ratio Avg Win / Avg Loss 1.5129 1.8851 1.2173 1.1921 1.4503 0.9801
Largest Winning Trade 73747 73747 42039 103332 103332 90499
Largest Losing Trade -32952 -19261 -32952 -83633 -83633 -81562
Avg Bars in Trades 38 33 43 38 33 43
Avg Bars in Winners 53 48 58 53 48 58
Avg Bars in Losers 24 21 27 24 21 27
Bars Traded 3612 1554 2058 3612 1554 2058
Profit Streak 17.2996 0 25.0496 17.2996 0 25.0496
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328677 -83569 -69844 -215220 -294358 -224465
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3703,
    "evaluation_days": 925.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680566400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561888048,
    "expiration_time": 1762128000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "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": [
        [
            160801.6861181806,
            76560.6099937904,
            84241.0761243903,
            91850.3675740999,
            34601.2024057235,
            57249.1651683765
        ],
        [
            160.801686,
            76.56061,
            84.241076,
            91.850368,
            34.601202,
            57.249165
        ],
        [
            0.173699,
            0.082701,
            0.090998,
            0.070405,
            0.032103,
            0.048909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77782,
            -36439,
            -65127,
            -256903,
            -138719,
            -210974
        ],
        [
            1.38944,
            1.396386,
            1.383336,
            1.094771,
            1.074262,
            1.113759
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            47.87234,
            42.553191,
            53.191489,
            47.87234,
            42.553191,
            53.191489
        ],
        [
            1.512946,
            1.885121,
            1.217335,
            1.192084,
            1.450254,
            0.980108
        ],
        [
            73747,
            73747,
            42039,
            103332,
            103332,
            90499
        ],
        [
            -32952,
            -19261,
            -32952,
            -83633,
            -83633,
            -81562
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            3612,
            1554,
            2058,
            3612,
            1554,
            2058
        ],
        [
            17.29963,
            0,
            25.04963,
            17.29963,
            0,
            25.04963
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328677,
            -83569,
            -69844,
            -215220,
            -294358,
            -224465
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3703,
    "evaluation_days": 925.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680566400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561888048,
    "expiration_time": 1762128000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "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)