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Trade: ARB/USDT/480/JMA/HWMA/9097

Strategy
ARB/USDT/480/JMA/HWMA/9097
Pair
ARB_USDT
Interval
8h
Score
382679
Daily Profit
0.202145
Profit Factor
1.535411
Profitability
48.863636
Streak
18.157546
Best Strategy
Training Data Length
930.670000
Evaluation Time
2025-10-08 22:46
Expiration Time
2025-11-07 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188130.3779 81856.1497 106274.2283 199882.5471 66525.05 133357.4971
Total P&L (%) 188.1304 81.8562 106.2742 199.8825 66.5251 133.3575
Avg Daily Profit (%) 0.2021 0.088 0.1142 0.1181 0.0548 0.0911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54784 -61112 -58382 -63319 -83299 -63811
Profit Factor 1.5354 1.4373 1.6473 1.457 1.2729 1.689
Total Trades 88 44 44 88 44 44
Winning Trades 43 17 26 43 17 26
Losing Trades 45 27 18 45 27 18
Profitability (%) 48.8636 38.6364 59.0909 48.8636 38.6364 59.0909
Ratio Avg Win / Avg Loss 1.6068 2.2828 1.1404 1.5248 2.0216 1.1693
Largest Winning Trade 71318 71318 36372 68878 68878 55377
Largest Losing Trade -22793 -16981 -22793 -42270 -35257 -42270
Avg Bars in Trades 30 30 30 30 30 30
Avg Bars in Winners 44 47 42 44 47 42
Avg Bars in Losers 17 20 14 17 20 14
Bars Traded 2710 1350 1360 2710 1350 1360
Profit Streak 18.1575 0 143.4909 18.1575 0 143.4909
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382679 -77861 -35892 -32864 -123286 -66607
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2792,
    "evaluation_days": 930.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680998400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759952811994,
    "expiration_time": 1762531200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04839,
            "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": [
        [
            188130.3779467929,
            81856.1496741898,
            106274.2282726032,
            199882.547111011,
            66525.0499667518,
            133357.4971442593
        ],
        [
            188.130378,
            81.85615,
            106.274228,
            199.882547,
            66.52505,
            133.357497
        ],
        [
            0.202145,
            0.087954,
            0.114191,
            0.118073,
            0.054812,
            0.091094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54784,
            -61112,
            -58382,
            -63319,
            -83299,
            -63811
        ],
        [
            1.535411,
            1.4373,
            1.647263,
            1.457023,
            1.272858,
            1.689012
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            43,
            17,
            26,
            43,
            17,
            26
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            48.863636,
            38.636364,
            59.090909,
            48.863636,
            38.636364,
            59.090909
        ],
        [
            1.606826,
            2.28277,
            1.140413,
            1.524792,
            2.021598,
            1.169316
        ],
        [
            71318,
            71318,
            36372,
            68878,
            68878,
            55377
        ],
        [
            -22793,
            -16981,
            -22793,
            -42270,
            -35257,
            -42270
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            44,
            47,
            42,
            44,
            47,
            42
        ],
        [
            17,
            20,
            14,
            17,
            20,
            14
        ],
        [
            2710,
            1350,
            1360,
            2710,
            1350,
            1360
        ],
        [
            18.157546,
            0,
            143.490879,
            18.157546,
            0,
            143.49088
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382679,
            -77861,
            -35892,
            -32864,
            -123286,
            -66607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2792,
    "evaluation_days": 930.67,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680998400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759952811994,
    "expiration_time": 1762531200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04839,
            "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)