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Trade: ARB/USDT/360/PWMA/VWAP/7764

Strategy
ARB/USDT/360/PWMA/VWAP/7764
Pair
ARB_USDT
Interval
6h
Score
364606
Daily Profit
0.154384
Profit Factor
1.621734
Profitability
48.275862
Streak
27.657578
Best Strategy
Training Data Length
927.750000
Evaluation Time
2025-10-06 06:46
Expiration Time
2025-11-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274406.9102 131177.0335 143229.8767 560507.5796 172655.5187 387852.0609
Total P&L (%) 274.4069 131.177 143.2299 560.5076 172.6555 387.8521
Avg Daily Profit (%) 0.2958 0.1414 0.1544 0.2037 0.1082 0.171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54438 -55459 -48101 -295861 -401621 -267216
Profit Factor 1.5954 1.5691 1.6217 1.2836 1.1674 1.4105
Total Trades 173 86 87 173 86 87
Winning Trades 72 30 42 72 30 42
Losing Trades 101 56 45 101 56 45
Profitability (%) 41.6185 34.8837 48.2759 41.6185 34.8837 48.2759
Ratio Avg Win / Avg Loss 2.238 2.9291 1.7376 1.8006 2.1791 1.5112
Largest Winning Trade 51980 51980 29777 210300 210300 197800
Largest Losing Trade -16609 -9803 -16609 -130363 -78966 -130363
Avg Bars in Trades 21 19 22 21 19 22
Avg Bars in Winners 36 37 36 36 37 36
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 3649 1662 1987 3649 1662 1987
Profit Streak 20.9076 0 27.6576 20.9076 0 27.6576
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357005 -7367 364606 275066 -89819 326504
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 927.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680393600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759722414763,
    "expiration_time": 1762300800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            274406.9102225336,
            131177.033502873,
            143229.8767196606,
            560507.5795635621,
            172655.5186892717,
            387852.0608742908
        ],
        [
            274.40691,
            131.177034,
            143.229877,
            560.50758,
            172.655519,
            387.852061
        ],
        [
            0.295777,
            0.141393,
            0.154384,
            0.203693,
            0.108174,
            0.170972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54438,
            -55459,
            -48101,
            -295861,
            -401621,
            -267216
        ],
        [
            1.595429,
            1.569138,
            1.621734,
            1.283581,
            1.16736,
            1.410473
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            72,
            30,
            42,
            72,
            30,
            42
        ],
        [
            101,
            56,
            45,
            101,
            56,
            45
        ],
        [
            41.618497,
            34.883721,
            48.275862,
            41.618497,
            34.883721,
            48.275862
        ],
        [
            2.238033,
            2.929058,
            1.737572,
            1.800579,
            2.179072,
            1.511221
        ],
        [
            51980,
            51980,
            29777,
            210300,
            210300,
            197800
        ],
        [
            -16609,
            -9803,
            -16609,
            -130363,
            -78966,
            -130363
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            3649,
            1662,
            1987,
            3649,
            1662,
            1987
        ],
        [
            20.907578,
            0,
            27.657578,
            20.907578,
            0,
            27.657578
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357005,
            -7367,
            364606,
            275066,
            -89819,
            326504
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 927.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680393600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759722414763,
    "expiration_time": 1762300800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)