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Trade: ARB/USDT/480/JMA/WMA/3783

Strategy
ARB/USDT/480/JMA/WMA/3783
Pair
ARB_USDT
Interval
8h
Score
326287
Daily Profit
0.177163
Profit Factor
1.329150
Profitability
51.666667
Streak
18.267286
Best Strategy
Training Data Length
926.330000
Evaluation Time
2025-10-04 17:24
Expiration Time
2025-11-03 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 164111.3905 80845.9971 83265.3934 34646.0803 58964.4954 -24318.415
Total P&L (%) 164.1114 80.846 83.2654 34.6461 58.9645 -24.3184
Avg Daily Profit (%) 0.1772 0.0873 0.0899 0.0321 0.0501 -0.0301
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72481 -42142 -74196 -196969 -59790 -196969
Profit Factor 1.3292 1.3735 1.2951 1.0461 1.2011 0.9469
Total Trades 120 60 60 120 60 60
Winning Trades 62 28 34 62 28 34
Losing Trades 58 32 26 58 32 26
Profitability (%) 51.6667 46.6667 56.6667 51.6667 46.6667 56.6667
Ratio Avg Win / Avg Loss 1.2434 1.5697 0.9904 0.9786 1.3727 0.7241
Largest Winning Trade 37243 37243 34699 46257 46257 35161
Largest Losing Trade -72481 -25047 -72481 -196969 -32695 -196969
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 23 20 25 23 20 25
Avg Bars in Losers 21 22 20 21 22 20
Bars Traded 2686 1297 1389 2686 1297 1389
Profit Streak 18.2673 0 52.2673 18.2673 0 52.2673
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326287 -244992 -241621 -322770 -297527 -747829
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2779,
    "evaluation_days": 926.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680681600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759587893523,
    "expiration_time": 1762156800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 18,
            "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": [
        [
            164111.3905362324,
            80845.9971343176,
            83265.3934019149,
            34646.080343492,
            58964.4953879887,
            -24318.4150444967
        ],
        [
            164.111391,
            80.845997,
            83.265393,
            34.64608,
            58.964495,
            -24.318415
        ],
        [
            0.177163,
            0.087276,
            0.089887,
            0.032119,
            0.05005,
            -0.030075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72481,
            -42142,
            -74196,
            -196969,
            -59790,
            -196969
        ],
        [
            1.32915,
            1.373524,
            1.29511,
            1.046115,
            1.201148,
            0.946921
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            51.666667,
            46.666667,
            56.666667,
            51.666667,
            46.666667,
            56.666667
        ],
        [
            1.243398,
            1.569741,
            0.990378,
            0.978624,
            1.37274,
            0.724116
        ],
        [
            37243,
            37243,
            34699,
            46257,
            46257,
            35161
        ],
        [
            -72481,
            -25047,
            -72481,
            -196969,
            -32695,
            -196969
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            23,
            20,
            25,
            23,
            20,
            25
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            2686,
            1297,
            1389,
            2686,
            1297,
            1389
        ],
        [
            18.267286,
            0,
            52.267286,
            18.267286,
            0,
            52.267286
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326287,
            -244992,
            -241621,
            -322770,
            -297527,
            -747829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2779,
    "evaluation_days": 926.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680681600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759587893523,
    "expiration_time": 1762156800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 18,
            "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)