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Trade: ARB/USDT/5/MIDPRICE/SWMA/8351

Strategy
ARB/USDT/5/MIDPRICE/SWMA/8351
Pair
ARB_USDT
Interval
5m
Score
302621
Daily Profit
0.827225
Profit Factor
1.374580
Profitability
51.339286
Streak
3.518588
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-27 16:26
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71811.3993 53822.6178 17988.7815 87043.1369 64430.6219 22612.515
Total P&L (%) 71.8114 53.8226 17.9888 87.0431 64.4306 22.6125
Avg Daily Profit (%) 0.8272 0.62 0.2072 0.7239 0.5745 0.2351
Buy And Hold Return (%) 29.6898 29.6898 29.6898 29.6898 29.6898 29.6898
Max Trade Drawdown -26517 -17455 -15530 -49943 -33076 -28948
Profit Factor 1.3746 1.6038 1.1754 1.2876 1.4523 1.1411
Total Trades 224 112 112 224 112 112
Winning Trades 115 57 58 115 57 58
Losing Trades 109 55 54 109 55 54
Profitability (%) 51.3393 50.8929 51.7857 51.3393 50.8929 51.7857
Ratio Avg Win / Avg Loss 1.3029 1.5476 1.0943 1.2204 1.4014 1.0624
Largest Winning Trade 9456 9320 9456 15405 15405 14351
Largest Losing Trade -11491 -6096 -11491 -21460 -8539 -21460
Avg Bars in Trades 108 110 105 108 110 105
Avg Bars in Winners 122 128 117 122 128 117
Avg Bars in Losers 92 92 92 92 92 92
Bars Traded 24233 12424 11809 24233 12424 11809
Profit Streak 3.5186 3.588 3.5186 3.5186 3.588 3.5186
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302621 123200 -188349 292541 122200 -225787
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751299500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758979606015,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "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": [
        [
            71811.3992797746,
            53822.6177760668,
            17988.7815037079,
            87043.1369427428,
            64430.6219156487,
            22612.5150270941
        ],
        [
            71.811399,
            53.822618,
            17.988782,
            87.043137,
            64.430622,
            22.612515
        ],
        [
            0.827225,
            0.620005,
            0.20722,
            0.723918,
            0.574526,
            0.235109
        ],
        [
            29.689808,
            29.689808,
            29.689808,
            29.689808,
            29.689808,
            29.689808
        ],
        [
            -26517,
            -17455,
            -15530,
            -49943,
            -33076,
            -28948
        ],
        [
            1.37458,
            1.603824,
            1.175371,
            1.287574,
            1.452318,
            1.14112
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            51.339286,
            50.892857,
            51.785714,
            51.339286,
            50.892857,
            51.785714
        ],
        [
            1.302862,
            1.54755,
            1.094311,
            1.220396,
            1.40136,
            1.062422
        ],
        [
            9456,
            9320,
            9456,
            15405,
            15405,
            14351
        ],
        [
            -11491,
            -6096,
            -11491,
            -21460,
            -8539,
            -21460
        ],
        [
            108,
            110,
            105,
            108,
            110,
            105
        ],
        [
            122,
            128,
            117,
            122,
            128,
            117
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            24233,
            12424,
            11809,
            24233,
            12424,
            11809
        ],
        [
            3.518588,
            3.588032,
            3.518588,
            3.518588,
            3.588033,
            3.518588
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302621,
            123200,
            -188349,
            292541,
            122200,
            -225787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751299500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758979606015,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "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)