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Trade: ARB/USDT/5/VWAP/JMA/8360

Strategy
ARB/USDT/5/VWAP/JMA/8360
Pair
ARB_USDT
Interval
5m
Score
366441
Daily Profit
1.195311
Profit Factor
1.318504
Profitability
39.095745
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 01:48
Expiration Time
2025-12-26 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103764.9571 74176.6377 29588.3195 64096.3362 97348.0756 -33251.7393
Total P&L (%) 103.765 74.1766 29.5883 64.0963 97.3481 -33.2517
Avg Daily Profit (%) 1.1953 0.8545 0.3408 0.5722 0.7862 -0.4646
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50588 -33973 -32945 -82238 -34258 -81155
Profit Factor 1.3185 1.518 1.162 1.1729 1.684 0.8544
Total Trades 376 188 188 376 188 188
Winning Trades 147 71 76 147 71 76
Losing Trades 229 117 112 229 117 112
Profitability (%) 39.0957 37.766 40.4255 39.0957 37.766 40.4255
Ratio Avg Win / Avg Loss 2.054 2.5016 1.7125 1.8271 2.7751 1.2592
Largest Winning Trade 80516 80516 68632 109873 109873 55539
Largest Losing Trade -32945 -4112 -32945 -81155 -4642 -81155
Avg Bars in Trades 66 66 66 66 66 66
Avg Bars in Winners 96 96 95 96 96 95
Avg Bars in Losers 46 47 46 46 47 46
Bars Traded 24849 12420 12428 24849 12420 12428
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 366441 335747 -40739 -23064 353657 -584352
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723000000,
    "first_datapoint_time": 1752744000000,
    "last_datapoint_time": 1760222700000,
    "evaluation_time": 1760222894100,
    "expiration_time": 1766702700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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": [
        [
            103764.9571376948,
            74176.6376841926,
            29588.3194535023,
            64096.3362220521,
            97348.0755677521,
            -33251.7393457
        ],
        [
            103.764957,
            74.176638,
            29.588319,
            64.096336,
            97.348076,
            -33.251739
        ],
        [
            1.195311,
            0.854471,
            0.34084,
            0.572168,
            0.786162,
            -0.46458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50588,
            -33973,
            -32945,
            -82238,
            -34258,
            -81155
        ],
        [
            1.318504,
            1.518043,
            1.162037,
            1.172877,
            1.684049,
            0.854447
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            147,
            71,
            76,
            147,
            71,
            76
        ],
        [
            229,
            117,
            112,
            229,
            117,
            112
        ],
        [
            39.095745,
            37.765957,
            40.425532,
            39.095745,
            37.765957,
            40.425532
        ],
        [
            2.053996,
            2.501563,
            1.712476,
            1.827136,
            2.775123,
            1.259184
        ],
        [
            80516,
            80516,
            68632,
            109873,
            109873,
            55539
        ],
        [
            -32945,
            -4112,
            -32945,
            -81155,
            -4642,
            -81155
        ],
        [
            66,
            66,
            66,
            66,
            66,
            66
        ],
        [
            96,
            96,
            95,
            96,
            96,
            95
        ],
        [
            46,
            47,
            46,
            46,
            47,
            46
        ],
        [
            24849,
            12420,
            12428,
            24849,
            12420,
            12428
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366441,
            335747,
            -40739,
            -23064,
            353657,
            -584352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723000000,
    "first_datapoint_time": 1752744000000,
    "last_datapoint_time": 1760222700000,
    "evaluation_time": 1760222894100,
    "expiration_time": 1766702700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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)