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Trade: ARB/USDT/360/HWMA/HMA/2921

Strategy
ARB/USDT/360/HWMA/HMA/2921
Pair
ARB_USDT
Interval
6h
Score
416074
Daily Profit
0.250267
Profit Factor
1.452599
Profitability
55.921053
Streak
10.649890
Best Strategy
Training Data Length
933.500000
Evaluation Time
2025-10-12 00:35
Expiration Time
2025-11-10 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233624.1382 112049.2508 121574.8873 327126.3399 187221.2034 139905.1365
Total P&L (%) 233.6241 112.0493 121.5749 327.1263 187.2212 139.9051
Avg Daily Profit (%) 0.2503 0.12 0.1302 0.1557 0.1131 0.0938
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78481 -97842 -39829 -114448 -95659 -90971
Profit Factor 1.4526 1.3915 1.5287 1.4694 1.5023 1.4316
Total Trades 152 76 76 152 76 76
Winning Trades 85 40 45 85 40 45
Losing Trades 67 36 31 67 36 31
Profitability (%) 55.9211 52.6316 59.2105 55.9211 52.6316 59.2105
Ratio Avg Win / Avg Loss 1.145 1.2523 1.0531 1.1583 1.3521 0.9862
Largest Winning Trade 35386 35386 21956 56352 48538 56352
Largest Losing Trade -25959 -24099 -25959 -68245 -68245 -51625
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 27 25 28 27 25 28
Bars Traded 3433 1687 1746 3433 1687 1746
Profit Streak 10.6499 0 56.6499 10.6499 0 56.6499
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416074 -80961 -63863 390668 -89541 -114724
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 933.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1685080800000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760218550478,
    "expiration_time": 1762797600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.24856
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "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": [
        [
            233624.1381519636,
            112049.2508223056,
            121574.8873296581,
            327126.3398913115,
            187221.2033520474,
            139905.1365392641
        ],
        [
            233.624138,
            112.049251,
            121.574887,
            327.12634,
            187.221203,
            139.905137
        ],
        [
            0.250267,
            0.120031,
            0.130236,
            0.155655,
            0.113088,
            0.093785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78481,
            -97842,
            -39829,
            -114448,
            -95659,
            -90971
        ],
        [
            1.452599,
            1.391456,
            1.52871,
            1.469442,
            1.502342,
            1.431614
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            55.921053,
            52.631579,
            59.210526,
            55.921053,
            52.631579,
            59.210526
        ],
        [
            1.14499,
            1.25231,
            1.053111,
            1.158266,
            1.352108,
            0.986223
        ],
        [
            35386,
            35386,
            21956,
            56352,
            48538,
            56352
        ],
        [
            -25959,
            -24099,
            -25959,
            -68245,
            -68245,
            -51625
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            27,
            25,
            28,
            27,
            25,
            28
        ],
        [
            3433,
            1687,
            1746,
            3433,
            1687,
            1746
        ],
        [
            10.64989,
            0,
            56.64989,
            10.64989,
            0,
            56.64989
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416074,
            -80961,
            -63863,
            390668,
            -89541,
            -114724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 933.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1685080800000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760218550478,
    "expiration_time": 1762797600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.24856
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "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)