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Trade: ARB/USDT/480/HMA/FWMA/2476

Strategy
ARB/USDT/480/HMA/FWMA/2476
Pair
ARB_USDT
Interval
8h
Score
321350
Daily Profit
0.236097
Profit Factor
1.553343
Profitability
42.500000
Streak
16.516859
Best Strategy
Training Data Length
927.670000
Evaluation Time
2025-10-05 23:24
Expiration Time
2025-11-04 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219019.7588 93117.7626 125901.9961 309944.1531 125214.6678 184729.4853
Total P&L (%) 219.0198 93.1178 125.902 309.9442 125.2147 184.7295
Avg Daily Profit (%) 0.2361 0.1004 0.1357 0.1522 0.0876 0.1129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86722 -81291 -45228 -365363 -323335 -105793
Profit Factor 1.5533 1.4325 1.6974 1.2762 1.2098 1.3516
Total Trades 120 60 60 120 60 60
Winning Trades 51 23 28 51 23 28
Losing Trades 69 37 32 69 37 32
Profitability (%) 42.5 38.3333 46.6667 42.5 38.3333 46.6667
Ratio Avg Win / Avg Loss 2.1016 2.3045 1.9399 1.7266 1.9461 1.5447
Largest Winning Trade 45375 45375 30718 141165 138084 141165
Largest Losing Trade -27394 -15565 -27394 -104965 -57225 -104965
Avg Bars in Trades 21 23 20 21 23 20
Avg Bars in Winners 35 38 32 35 38 32
Avg Bars in Losers 12 13 10 12 13 10
Bars Traded 2637 1394 1243 2637 1394 1243
Profit Streak 16.5169 0 17.5169 16.5169 0 17.5169
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321350 -230681 -178262 234559 -249137 -210448
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2783,
    "evaluation_days": 927.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682784000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759695856612,
    "expiration_time": 1762272000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 113,
            "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": [
        [
            219019.7587564468,
            93117.7626382326,
            125901.9961182142,
            309944.1530539821,
            125214.6677542439,
            184729.4852997381
        ],
        [
            219.019759,
            93.117763,
            125.901996,
            309.944153,
            125.214668,
            184.729485
        ],
        [
            0.236097,
            0.100378,
            0.135719,
            0.152201,
            0.087557,
            0.112859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86722,
            -81291,
            -45228,
            -365363,
            -323335,
            -105793
        ],
        [
            1.553343,
            1.432535,
            1.69741,
            1.276174,
            1.209762,
            1.351637
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            42.5,
            38.333333,
            46.666667,
            42.5,
            38.333333,
            46.666667
        ],
        [
            2.101582,
            2.304512,
            1.939898,
            1.726588,
            1.946139,
            1.544728
        ],
        [
            45375,
            45375,
            30718,
            141165,
            138084,
            141165
        ],
        [
            -27394,
            -15565,
            -27394,
            -104965,
            -57225,
            -104965
        ],
        [
            21,
            23,
            20,
            21,
            23,
            20
        ],
        [
            35,
            38,
            32,
            35,
            38,
            32
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            2637,
            1394,
            1243,
            2637,
            1394,
            1243
        ],
        [
            16.516859,
            0,
            17.516859,
            16.516859,
            0,
            17.516859
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321350,
            -230681,
            -178262,
            234559,
            -249137,
            -210448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2783,
    "evaluation_days": 927.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682784000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759695856612,
    "expiration_time": 1762272000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 113,
            "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)