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Trade: ARB/USDT/120/VWMA/EMA/8861

Strategy
ARB/USDT/120/VWMA/EMA/8861
Pair
ARB_USDT
Interval
2h
Score
400393
Daily Profit
0.190576
Profit Factor
1.601081
Profitability
56.666667
Streak
19.427564
Best Strategy
Training Data Length
930.170000
Evaluation Time
2025-10-08 21:15
Expiration Time
2025-11-11 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177267.6856 57365.9643 119901.7213 233230.3043 102431.4952 130798.8091
Total P&L (%) 177.2677 57.366 119.9017 233.2303 102.4315 130.7988
Avg Daily Profit (%) 0.1906 0.0617 0.1289 0.1295 0.0758 0.09
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30997 -42529 -42974 -75832 -102144 -86494
Profit Factor 1.6011 1.3812 1.8303 1.4454 1.401 1.4876
Total Trades 90 45 45 90 45 45
Winning Trades 51 25 26 51 25 26
Losing Trades 39 20 19 39 20 19
Profitability (%) 56.6667 55.5556 57.7778 56.6667 55.5556 57.7778
Ratio Avg Win / Avg Loss 1.2244 1.1049 1.3375 1.1053 1.1208 1.0871
Largest Winning Trade 36483 26140 36483 72336 63437 72336
Largest Losing Trade -26369 -26369 -21096 -66293 -37777 -66293
Avg Bars in Trades 120 113 127 120 113 127
Avg Bars in Winners 107 82 132 107 82 132
Avg Bars in Losers 136 151 120 136 151 120
Bars Traded 10813 5097 5716 10813 5097 5716
Profit Streak 19.4276 0 58.9276 19.4276 0 58.9276
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400393 -110051 -16521 -17523 -90190 -69580
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11162,
    "evaluation_days": 930.17,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680976800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759947341516,
    "expiration_time": 1762832390400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 187,
            "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": [
        [
            177267.6855509194,
            57365.9642594864,
            119901.7212914329,
            233230.3042648676,
            102431.4951522934,
            130798.8091125741
        ],
        [
            177.267686,
            57.365964,
            119.901721,
            233.230304,
            102.431495,
            130.798809
        ],
        [
            0.190576,
            0.061673,
            0.128903,
            0.129486,
            0.075846,
            0.089957
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30997,
            -42529,
            -42974,
            -75832,
            -102144,
            -86494
        ],
        [
            1.601081,
            1.381154,
            1.830292,
            1.445395,
            1.401048,
            1.487621
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            56.666667,
            55.555556,
            57.777778,
            56.666667,
            55.555556,
            57.777778
        ],
        [
            1.224356,
            1.104923,
            1.337521,
            1.105302,
            1.120839,
            1.087107
        ],
        [
            36483,
            26140,
            36483,
            72336,
            63437,
            72336
        ],
        [
            -26369,
            -26369,
            -21096,
            -66293,
            -37777,
            -66293
        ],
        [
            120,
            113,
            127,
            120,
            113,
            127
        ],
        [
            107,
            82,
            132,
            107,
            82,
            132
        ],
        [
            136,
            151,
            120,
            136,
            151,
            120
        ],
        [
            10813,
            5097,
            5716,
            10813,
            5097,
            5716
        ],
        [
            19.427564,
            0,
            58.927564,
            19.427564,
            0,
            58.927564
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400393,
            -110051,
            -16521,
            -17523,
            -90190,
            -69580
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11162,
    "evaluation_days": 930.17,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680976800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759947341516,
    "expiration_time": 1762832390400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 187,
            "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)