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Trade: ARB/USDT/480/LINREG/FWMA/9430

Strategy
ARB/USDT/480/LINREG/FWMA/9430
Pair
ARB_USDT
Interval
8h
Score
376695
Daily Profit
0.231356
Profit Factor
1.587442
Profitability
51.648352
Streak
0.000000
Best Strategy
Training Data Length
920.000000
Evaluation Time
2025-09-28 07:23
Expiration Time
2025-10-28 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 212847.857 110073.0302 102774.8269 305422.0185 191457.1418 113964.8767
Total P&L (%) 212.8479 110.073 102.7748 305.422 191.4571 113.9649
Avg Daily Profit (%) 0.2314 0.1196 0.1117 0.1523 0.1163 0.0827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57076 -49646 -66011 -179110 -163086 -117728
Profit Factor 1.5874 1.6076 1.5673 1.324 1.4234 1.2324
Total Trades 91 46 45 91 46 45
Winning Trades 47 23 24 47 23 24
Losing Trades 44 23 21 44 23 21
Profitability (%) 51.6484 50 53.3333 51.6484 50 53.3333
Ratio Avg Win / Avg Loss 1.4861 1.6076 1.3714 1.2395 1.4234 1.0783
Largest Winning Trade 37386 37386 29312 100054 100054 81830
Largest Losing Trade -26457 -16416 -26457 -116068 -56320 -116068
Avg Bars in Trades 27 29 24 27 29 24
Avg Bars in Winners 37 39 34 37 39 34
Avg Bars in Losers 16 19 13 16 19 13
Bars Traded 2474 1359 1115 2474 1359 1115
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 376695 -29885 -41363 294398 -36494 -82075
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2760,
    "evaluation_days": 920,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1686355200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759033428335,
    "expiration_time": 1761609600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 237,
            "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": [
        [
            212847.8570117042,
            110073.0301613393,
            102774.8268503648,
            305422.0184978238,
            191457.1418046595,
            113964.8766931642
        ],
        [
            212.847857,
            110.07303,
            102.774827,
            305.422018,
            191.457142,
            113.964877
        ],
        [
            0.231356,
            0.119645,
            0.111712,
            0.152263,
            0.116342,
            0.082713
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57076,
            -49646,
            -66011,
            -179110,
            -163086,
            -117728
        ],
        [
            1.587442,
            1.607617,
            1.56727,
            1.323988,
            1.423372,
            1.232356
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            51.648352,
            50,
            53.333333,
            51.648352,
            50,
            53.333333
        ],
        [
            1.486116,
            1.607617,
            1.371361,
            1.239478,
            1.423372,
            1.078312
        ],
        [
            37386,
            37386,
            29312,
            100054,
            100054,
            81830
        ],
        [
            -26457,
            -16416,
            -26457,
            -116068,
            -56320,
            -116068
        ],
        [
            27,
            29,
            24,
            27,
            29,
            24
        ],
        [
            37,
            39,
            34,
            37,
            39,
            34
        ],
        [
            16,
            19,
            13,
            16,
            19,
            13
        ],
        [
            2474,
            1359,
            1115,
            2474,
            1359,
            1115
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376695,
            -29885,
            -41363,
            294398,
            -36494,
            -82075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2760,
    "evaluation_days": 920,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1686355200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759033428335,
    "expiration_time": 1761609600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 237,
            "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)