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Trade: ARB/USDT/480/DCU/HWMA/2686

Strategy
ARB/USDT/480/DCU/HWMA/2686
Pair
ARB_USDT
Interval
8h
Score
375693
Daily Profit
0.215478
Profit Factor
1.380710
Profitability
52.531646
Streak
8.423879
Best Strategy
Training Data Length
922.000000
Evaluation Time
2025-09-30 05:10
Expiration Time
2025-10-30 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198670.3407 91297.2324 107373.1082 213715.3207 135550.5737 78164.7471
Total P&L (%) 198.6703 91.2972 107.3731 213.7153 135.5506 78.1647
Avg Daily Profit (%) 0.2155 0.099 0.1165 0.1241 0.093 0.0627
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124173 -66536 -86621 -471144 -199805 -311620
Profit Factor 1.3807 1.4154 1.3555 1.157 1.2401 1.0982
Total Trades 158 79 79 158 79 79
Winning Trades 83 38 45 83 38 45
Losing Trades 75 41 34 75 41 34
Profitability (%) 52.5316 48.1013 56.962 52.5316 48.1013 56.962
Ratio Avg Win / Avg Loss 1.2476 1.5271 1.0242 1.0455 1.338 0.8297
Largest Winning Trade 31558 21049 31558 59472 52164 59472
Largest Losing Trade -30876 -17086 -30876 -145351 -55391 -145351
Avg Bars in Trades 16 9 22 16 9 22
Avg Bars in Winners 18 9 25 18 9 25
Avg Bars in Losers 13 9 18 13 9 18
Bars Traded 2542 768 1774 2542 768 1774
Profit Streak 8.4239 0 21.0905 8.4239 0 21.0905
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375693 -86297 -61553 -73044 -96551 -247926
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2766,
    "evaluation_days": 922,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1683590400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198223113,
    "expiration_time": 1761782400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05003,
            "nb": 0.88907,
            "nc": 0.1
        }
    }
}
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": [
        [
            198670.3406857713,
            91297.2324486709,
            107373.1082371005,
            213715.3207140401,
            135550.5736591264,
            78164.7470549134
        ],
        [
            198.670341,
            91.297232,
            107.373108,
            213.715321,
            135.550574,
            78.164747
        ],
        [
            0.215478,
            0.099021,
            0.116457,
            0.124081,
            0.092967,
            0.062659
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124173,
            -66536,
            -86621,
            -471144,
            -199805,
            -311620
        ],
        [
            1.38071,
            1.41536,
            1.355494,
            1.157038,
            1.240078,
            1.098159
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            75,
            41,
            34,
            75,
            41,
            34
        ],
        [
            52.531646,
            48.101266,
            56.962025,
            52.531646,
            48.101266,
            56.962025
        ],
        [
            1.24763,
            1.527099,
            1.024151,
            1.045516,
            1.337979,
            0.82972
        ],
        [
            31558,
            21049,
            31558,
            59472,
            52164,
            59472
        ],
        [
            -30876,
            -17086,
            -30876,
            -145351,
            -55391,
            -145351
        ],
        [
            16,
            9,
            22,
            16,
            9,
            22
        ],
        [
            18,
            9,
            25,
            18,
            9,
            25
        ],
        [
            13,
            9,
            18,
            13,
            9,
            18
        ],
        [
            2542,
            768,
            1774,
            2542,
            768,
            1774
        ],
        [
            8.423879,
            0,
            21.090545,
            8.423879,
            0,
            21.090545
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375693,
            -86297,
            -61553,
            -73044,
            -96551,
            -247926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2766,
    "evaluation_days": 922,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1683590400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198223113,
    "expiration_time": 1761782400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05003,
            "nb": 0.88907,
            "nc": 0.1
        }
    }
}

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)