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Trade: ARB/USDT/480/DEMA/FWMA/3892

Strategy
ARB/USDT/480/DEMA/FWMA/3892
Pair
ARB_USDT
Interval
8h
Score
328079
Daily Profit
0.278922
Profit Factor
1.731870
Profitability
42.201835
Streak
0.000000
Best Strategy
Training Data Length
920.670000
Evaluation Time
2025-09-28 20:58
Expiration Time
2025-10-28 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256795.3167 125360.1527 131435.1641 450159.9318 123904.5287 326255.4031
Total P&L (%) 256.7953 125.3602 131.4352 450.1599 123.9045 326.2554
Avg Daily Profit (%) 0.2789 0.1362 0.1428 0.1854 0.0876 0.1576
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82823 -76419 -32206 -529958 -496327 -183887
Profit Factor 1.7319 1.584 1.9649 1.3083 1.1359 1.5953
Total Trades 109 55 54 109 55 54
Winning Trades 46 19 27 46 19 27
Losing Trades 63 36 27 63 36 27
Profitability (%) 42.2018 34.5455 50 42.2018 34.5455 50
Ratio Avg Win / Avg Loss 2.3719 3.0013 1.9649 1.7919 2.1522 1.5953
Largest Winning Trade 77685 77685 30343 286075 286075 198546
Largest Losing Trade -16008 -16008 -15111 -113172 -113172 -73251
Avg Bars in Trades 24 25 23 24 25 23
Avg Bars in Winners 39 44 36 39 44 36
Avg Bars in Losers 13 15 10 13 15 10
Bars Traded 2670 1409 1261 2670 1409 1261
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 328079 -194391 -178504 225968 -332032 -169519
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2762,
    "evaluation_days": 920.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681257600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759082300077,
    "expiration_time": 1761667200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 60,
            "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": [
        [
            256795.316711213,
            125360.1526609637,
            131435.1640502494,
            450159.9318144867,
            123904.5287427926,
            326255.403071694
        ],
        [
            256.795317,
            125.360153,
            131.435164,
            450.159932,
            123.904529,
            326.255403
        ],
        [
            0.278922,
            0.136162,
            0.14276,
            0.185367,
            0.087589,
            0.157604
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82823,
            -76419,
            -32206,
            -529958,
            -496327,
            -183887
        ],
        [
            1.73187,
            1.584006,
            1.964875,
            1.308344,
            1.135882,
            1.595281
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            42.201835,
            34.545455,
            50,
            42.201835,
            34.545455,
            50
        ],
        [
            2.371909,
            3.001274,
            1.964875,
            1.791863,
            2.152197,
            1.595281
        ],
        [
            77685,
            77685,
            30343,
            286075,
            286075,
            198546
        ],
        [
            -16008,
            -16008,
            -15111,
            -113172,
            -113172,
            -73251
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            39,
            44,
            36,
            39,
            44,
            36
        ],
        [
            13,
            15,
            10,
            13,
            15,
            10
        ],
        [
            2670,
            1409,
            1261,
            2670,
            1409,
            1261
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328079,
            -194391,
            -178504,
            225968,
            -332032,
            -169519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2762,
    "evaluation_days": 920.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681257600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759082300077,
    "expiration_time": 1761667200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 60,
            "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)