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Trade: ARB/USDT/360/SINWMA/HWMA/2264

Strategy
ARB/USDT/360/SINWMA/HWMA/2264
Pair
ARB_USDT
Interval
6h
Score
348633
Daily Profit
0.174245
Profit Factor
1.493699
Profitability
47.727273
Streak
20.555908
Best Strategy
Training Data Length
928.250000
Evaluation Time
2025-10-06 16:20
Expiration Time
2025-11-05 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161743.1446 65840.3404 95902.8043 153407.7477 15470.8416 137936.9061
Total P&L (%) 161.7431 65.8403 95.9028 153.4077 15.4708 137.9369
Avg Daily Profit (%) 0.1742 0.0709 0.1033 0.1002 0.0155 0.0934
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47947 -58593 -42837 -131619 -161875 -132100
Profit Factor 1.4937 1.3745 1.6318 1.2062 1.0382 1.407
Total Trades 88 44 44 88 44 44
Winning Trades 42 17 25 42 17 25
Losing Trades 46 27 19 46 27 19
Profitability (%) 47.7273 38.6364 56.8182 47.7273 38.6364 56.8182
Ratio Avg Win / Avg Loss 1.636 2.183 1.2401 1.3211 1.6489 1.0693
Largest Winning Trade 53585 53585 38398 107407 107407 71044
Largest Losing Trade -20732 -14122 -20732 -52138 -35951 -52138
Avg Bars in Trades 41 35 46 41 35 46
Avg Bars in Winners 64 60 66 64 60 66
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 3613 1565 2048 3613 1565 2048
Profit Streak 20.5559 0 45.0559 20.5559 0 45.0559
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348633 -101220 -51143 -59764 -363796 -65569
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 928.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681041600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759756830483,
    "expiration_time": 1762344000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            161743.1446485627,
            65840.3403640421,
            95902.8042845208,
            153407.7477336251,
            15470.841621802,
            137936.9061118229
        ],
        [
            161.743145,
            65.84034,
            95.902804,
            153.407748,
            15.470842,
            137.936906
        ],
        [
            0.174245,
            0.07093,
            0.103316,
            0.10022,
            0.015498,
            0.093427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47947,
            -58593,
            -42837,
            -131619,
            -161875,
            -132100
        ],
        [
            1.493699,
            1.374497,
            1.631751,
            1.206238,
            1.03821,
            1.406953
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            42,
            17,
            25,
            42,
            17,
            25
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            47.727273,
            38.636364,
            56.818182,
            47.727273,
            38.636364,
            56.818182
        ],
        [
            1.635956,
            2.183025,
            1.240131,
            1.321118,
            1.648922,
            1.069284
        ],
        [
            53585,
            53585,
            38398,
            107407,
            107407,
            71044
        ],
        [
            -20732,
            -14122,
            -20732,
            -52138,
            -35951,
            -52138
        ],
        [
            41,
            35,
            46,
            41,
            35,
            46
        ],
        [
            64,
            60,
            66,
            64,
            60,
            66
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            3613,
            1565,
            2048,
            3613,
            1565,
            2048
        ],
        [
            20.555908,
            0,
            45.055908,
            20.555908,
            0,
            45.055908
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348633,
            -101220,
            -51143,
            -59764,
            -363796,
            -65569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 928.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681041600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759756830483,
    "expiration_time": 1762344000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)