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Trade: ARB/USDT/5/VWAP/TEMA/2038

Strategy
ARB/USDT/5/VWAP/TEMA/2038
Pair
ARB_USDT
Interval
5m
Score
310603
Daily Profit
0.774668
Profit Factor
1.378644
Profitability
46.632124
Streak
5.028224
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-27 07:40
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 67248.9547 50776.1037 16472.851 77232.0558 55821.531 21410.5248
Total P&L (%) 67.249 50.7761 16.4729 77.2321 55.8215 21.4105
Avg Daily Profit (%) 0.7747 0.5849 0.1898 0.6614 0.5122 0.2237
Buy And Hold Return (%) 29.3459 29.3459 29.3459 29.3459 29.3459 29.3459
Max Trade Drawdown -49283 -30946 -23578 -106128 -65306 -49178
Profit Factor 1.3786 1.6352 1.1687 1.2574 1.4212 1.1278
Total Trades 193 96 97 193 96 97
Winning Trades 90 48 42 90 48 42
Losing Trades 103 48 55 103 48 55
Profitability (%) 46.6321 50 43.299 46.6321 50 43.299
Ratio Avg Win / Avg Loss 1.5778 1.6352 1.5304 1.4391 1.4212 1.4769
Largest Winning Trade 13840 13840 8967 27694 27694 20297
Largest Losing Trade -9990 -5676 -9990 -22209 -8762 -22209
Avg Bars in Trades 126 124 128 126 124 128
Avg Bars in Winners 160 151 169 160 151 169
Avg Bars in Losers 96 96 97 96 96 97
Bars Traded 24386 11910 12476 24386 11910 12476
Profit Streak 5.0282 5.0282 6.3477 5.0282 5.0282 6.3477
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310603 136520 -195399 263323 73634 -241125
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": 1751300400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758948038534,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 245,
            "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": [
        [
            67248.954726226,
            50776.1037434849,
            16472.8509827412,
            77232.0557500736,
            55821.5309674351,
            21410.5247826386
        ],
        [
            67.248955,
            50.776104,
            16.472851,
            77.232056,
            55.821531,
            21.410525
        ],
        [
            0.774668,
            0.584911,
            0.189758,
            0.661422,
            0.512241,
            0.223735
        ],
        [
            29.345905,
            29.345905,
            29.345905,
            29.345905,
            29.345905,
            29.345905
        ],
        [
            -49283,
            -30946,
            -23578,
            -106128,
            -65306,
            -49178
        ],
        [
            1.378644,
            1.635197,
            1.168663,
            1.257422,
            1.421162,
            1.12784
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            46.632124,
            50,
            43.298969,
            46.632124,
            50,
            43.298969
        ],
        [
            1.577782,
            1.635197,
            1.530392,
            1.43905,
            1.421162,
            1.476933
        ],
        [
            13840,
            13840,
            8967,
            27694,
            27694,
            20297
        ],
        [
            -9990,
            -5676,
            -9990,
            -22209,
            -8762,
            -22209
        ],
        [
            126,
            124,
            128,
            126,
            124,
            128
        ],
        [
            160,
            151,
            169,
            160,
            151,
            169
        ],
        [
            96,
            96,
            97,
            96,
            96,
            97
        ],
        [
            24386,
            11910,
            12476,
            24386,
            11910,
            12476
        ],
        [
            5.028224,
            5.028224,
            6.347668,
            5.028224,
            5.028224,
            6.347668
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310603,
            136520,
            -195399,
            263323,
            73634,
            -241125
        ]
    ]
}
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": 1751300400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758948038534,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 245,
            "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)