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Trade: ARB/USDT/480/HWMA/ALMA/8289

Strategy
ARB/USDT/480/HWMA/ALMA/8289
Pair
ARB_USDT
Interval
8h
Score
475268
Daily Profit
0.353631
Profit Factor
1.715589
Profitability
56.081081
Streak
8.707084
Best Strategy
Training Data Length
919.000000
Evaluation Time
2025-09-27 11:58
Expiration Time
2025-10-27 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324987.0405 157074.313 167912.7275 1021798.1918 470563.6806 551234.5112
Total P&L (%) 324.987 157.0743 167.9127 1021.7982 470.5637 551.2345
Avg Daily Profit (%) 0.3536 0.1709 0.1827 0.2634 0.1897 0.2041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69423 -57492 -41086 -417765 -227374 -339236
Profit Factor 1.7156 1.6553 1.783 1.5383 1.5279 1.5476
Total Trades 148 74 74 148 74 74
Winning Trades 83 41 42 83 41 42
Losing Trades 65 33 32 65 33 32
Profitability (%) 56.0811 55.4054 56.7568 56.0811 55.4054 56.7568
Ratio Avg Win / Avg Loss 1.3435 1.3323 1.3584 1.2047 1.2298 1.1791
Largest Winning Trade 35455 35455 24524 226981 226981 160843
Largest Losing Trade -23730 -23730 -19297 -205523 -202476 -205523
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 2556 1278 1278 2556 1278 1278
Profit Streak 8.7071 0 14.7071 8.7071 0 14.7071
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475268 -53805 -52693 440912 -54192 -52768
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2757,
    "evaluation_days": 919,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1685030400000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963492054,
    "expiration_time": 1761523200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.39021
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 191,
            "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": [
        [
            324987.0405173395,
            157074.3130478743,
            167912.7274694653,
            1021798.1917756861,
            470563.6805613297,
            551234.5112143564
        ],
        [
            324.987041,
            157.074313,
            167.912727,
            1021.798192,
            470.563681,
            551.234511
        ],
        [
            0.353631,
            0.170919,
            0.182712,
            0.263406,
            0.189674,
            0.204093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69423,
            -57492,
            -41086,
            -417765,
            -227374,
            -339236
        ],
        [
            1.715589,
            1.655313,
            1.782958,
            1.538347,
            1.527944,
            1.547558
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            56.081081,
            55.405405,
            56.756757,
            56.081081,
            55.405405,
            56.756757
        ],
        [
            1.343534,
            1.332325,
            1.358444,
            1.20473,
            1.229809,
            1.179092
        ],
        [
            35455,
            35455,
            24524,
            226981,
            226981,
            160843
        ],
        [
            -23730,
            -23730,
            -19297,
            -205523,
            -202476,
            -205523
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            2556,
            1278,
            1278,
            2556,
            1278,
            1278
        ],
        [
            8.707084,
            0,
            14.707084,
            8.707084,
            0,
            14.707084
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475268,
            -53805,
            -52693,
            440912,
            -54192,
            -52768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2757,
    "evaluation_days": 919,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1685030400000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963492054,
    "expiration_time": 1761523200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.39021
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 191,
            "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)