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Trade: ARB/USDT/15/SWMA/EMA/5635

Strategy
ARB/USDT/15/SWMA/EMA/5635
Pair
ARB_USDT
Interval
15m
Score
426776
Daily Profit
0.610224
Profit Factor
1.403752
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 00:38
Expiration Time
2025-12-20 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 158914.5654 74017.6197 84896.9456 240698.0732 136550.6336 104147.4396
Total P&L (%) 158.9146 74.0176 84.8969 240.6981 136.5506 104.1474
Avg Daily Profit (%) 0.6102 0.2842 0.326 0.4718 0.3312 0.2744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28180 -24310 -33225 -82112 -57537 -81413
Profit Factor 1.4038 1.3922 1.4144 1.3174 1.3925 1.2538
Total Trades 231 115 116 231 115 116
Winning Trades 119 59 60 119 59 60
Losing Trades 112 56 56 112 56 56
Profitability (%) 51.5152 51.3043 51.7241 51.5152 51.3043 51.7241
Ratio Avg Win / Avg Loss 1.3212 1.3214 1.3201 1.2399 1.3217 1.1702
Largest Winning Trade 17155 17155 17133 48980 48980 32627
Largest Losing Trade -21064 -19752 -21064 -38281 -23813 -38281
Avg Bars in Trades 106 112 101 106 112 101
Avg Bars in Winners 118 119 116 118 119 116
Avg Bars in Losers 94 104 84 94 104 84
Bars Traded 24674 12923 11751 24674 12923 11751
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 426776 270489 290264 365197 284994 239060
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737287100000,
    "first_datapoint_time": 1737429300000,
    "last_datapoint_time": 1759786200000,
    "evaluation_time": 1759786698991,
    "expiration_time": 1766266200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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": [
        [
            158914.5653778147,
            74017.6197282397,
            84896.9456495749,
            240698.0732094331,
            136550.6335660927,
            104147.4396433403
        ],
        [
            158.914565,
            74.01762,
            84.896946,
            240.698073,
            136.550634,
            104.14744
        ],
        [
            0.610224,
            0.284224,
            0.326,
            0.471821,
            0.331164,
            0.274423
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28180,
            -24310,
            -33225,
            -82112,
            -57537,
            -81413
        ],
        [
            1.403752,
            1.392231,
            1.414363,
            1.317414,
            1.392515,
            1.253756
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            51.515152,
            51.304348,
            51.724138,
            51.515152,
            51.304348,
            51.724138
        ],
        [
            1.321178,
            1.32144,
            1.320072,
            1.239919,
            1.321709,
            1.170172
        ],
        [
            17155,
            17155,
            17133,
            48980,
            48980,
            32627
        ],
        [
            -21064,
            -19752,
            -21064,
            -38281,
            -23813,
            -38281
        ],
        [
            106,
            112,
            101,
            106,
            112,
            101
        ],
        [
            118,
            119,
            116,
            118,
            119,
            116
        ],
        [
            94,
            104,
            84,
            94,
            104,
            84
        ],
        [
            24674,
            12923,
            11751,
            24674,
            12923,
            11751
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426776,
            270489,
            290264,
            365197,
            284994,
            239060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737287100000,
    "first_datapoint_time": 1737429300000,
    "last_datapoint_time": 1759786200000,
    "evaluation_time": 1759786698991,
    "expiration_time": 1766266200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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)