← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ARB/USDT/60/VWMA/KCB/8363

Strategy
ARB/USDT/60/VWMA/KCB/8363
Pair
ARB_USDT
Interval
1h
Score
328711
Daily Profit
0.265673
Profit Factor
1.417585
Profitability
44.973545
Streak
0.000000
Best Strategy
Training Data Length
920.210000
Evaluation Time
2025-09-28 23:51
Expiration Time
2025-12-04 04:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244474.8661 119729.2495 124745.6166 378117.1299 248129.3928 129987.7371
Total P&L (%) 244.4749 119.7292 124.7456 378.1171 248.1294 129.9877
Avg Daily Profit (%) 0.2657 0.1301 0.1356 0.1702 0.1356 0.0905
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81667 -54884 -77312 -616358 -369159 -366649
Profit Factor 1.4176 1.4533 1.3882 1.1639 1.231 1.1055
Total Trades 189 95 94 189 95 94
Winning Trades 85 40 45 85 40 45
Losing Trades 104 55 49 104 55 49
Profitability (%) 44.9735 42.1053 47.8723 44.9735 42.1053 47.8723
Ratio Avg Win / Avg Loss 1.7345 1.9983 1.5116 1.4241 1.6926 1.2037
Largest Winning Trade 37256 28762 37256 225179 149843 225179
Largest Losing Trade -25986 -13669 -25986 -98497 -74347 -98497
Avg Bars in Trades 114 104 124 114 104 124
Avg Bars in Winners 165 154 174 165 154 174
Avg Bars in Losers 72 67 77 72 67 77
Bars Traded 21590 9914 11676 21590 9914 11676
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 328711 -20563 -11453 -33796 -14539 -177706
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22085,
    "evaluation_days": 920.21,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680156000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759092679826,
    "expiration_time": 1764814032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            244474.8660560461,
            119729.2494804607,
            124745.6165755852,
            378117.1299171956,
            248129.3927967432,
            129987.7371204516
        ],
        [
            244.474866,
            119.729249,
            124.745617,
            378.11713,
            248.129393,
            129.987737
        ],
        [
            0.265673,
            0.130111,
            0.135562,
            0.17018,
            0.135648,
            0.090548
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81667,
            -54884,
            -77312,
            -616358,
            -369159,
            -366649
        ],
        [
            1.417585,
            1.453309,
            1.388221,
            1.163936,
            1.231004,
            1.105479
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            44.973545,
            42.105263,
            47.87234,
            44.973545,
            42.105263,
            47.87234
        ],
        [
            1.734457,
            1.9983,
            1.511619,
            1.42411,
            1.69263,
            1.203743
        ],
        [
            37256,
            28762,
            37256,
            225179,
            149843,
            225179
        ],
        [
            -25986,
            -13669,
            -25986,
            -98497,
            -74347,
            -98497
        ],
        [
            114,
            104,
            124,
            114,
            104,
            124
        ],
        [
            165,
            154,
            174,
            165,
            154,
            174
        ],
        [
            72,
            67,
            77,
            72,
            67,
            77
        ],
        [
            21590,
            9914,
            11676,
            21590,
            9914,
            11676
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328711,
            -20563,
            -11453,
            -33796,
            -14539,
            -177706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22085,
    "evaluation_days": 920.21,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680156000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759092679826,
    "expiration_time": 1764814032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)