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Trade: ARB/USDT/120/SINWMA/JMA/9804

Strategy
ARB/USDT/120/SINWMA/JMA/9804
Pair
ARB_USDT
Interval
2h
Score
356428
Daily Profit
0.202863
Profit Factor
1.620057
Profitability
45.882353
Streak
18.452173
Best Strategy
Training Data Length
925.830000
Evaluation Time
2025-10-04 11:51
Expiration Time
2025-11-06 17:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 187816.7564 80734.6694 107082.087 202233.8021 47502.0015 154731.8006
Total P&L (%) 187.8168 80.7347 107.0821 202.2338 47.502 154.7318
Avg Daily Profit (%) 0.2029 0.0872 0.1157 0.1195 0.042 0.101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64121 -45370 -31558 -64391 -108709 -69450
Profit Factor 1.6201 1.4589 1.8434 1.3862 1.1576 1.6964
Total Trades 85 42 43 85 42 43
Winning Trades 39 15 24 39 15 24
Losing Trades 46 27 19 46 27 19
Profitability (%) 45.8824 35.7143 55.814 45.8824 35.7143 55.814
Ratio Avg Win / Avg Loss 1.9108 2.626 1.4593 1.635 2.0836 1.343
Largest Winning Trade 65668 65668 44918 84146 84146 59276
Largest Losing Trade -16459 -14135 -16459 -47169 -35232 -47169
Avg Bars in Trades 125 117 132 125 117 132
Avg Bars in Winners 175 184 169 175 184 169
Avg Bars in Losers 83 80 86 83 80 86
Bars Traded 10653 4955 5698 10653 4955 5698
Profit Streak 18.4522 0 24.7855 18.4522 0 24.7855
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356428 -79883 -34856 -32516 -189991 -54627
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11110,
    "evaluation_days": 925.83,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680717600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759567867785,
    "expiration_time": 1762444512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "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": [
        [
            187816.7563851475,
            80734.669427438,
            107082.0869577093,
            202233.802098648,
            47502.0014889138,
            154731.8006097343
        ],
        [
            187.816756,
            80.734669,
            107.082087,
            202.233802,
            47.502001,
            154.731801
        ],
        [
            0.202863,
            0.087202,
            0.115661,
            0.119535,
            0.04199,
            0.101046
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64121,
            -45370,
            -31558,
            -64391,
            -108709,
            -69450
        ],
        [
            1.620057,
            1.4589,
            1.843356,
            1.386176,
            1.157556,
            1.696397
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            39,
            15,
            24,
            39,
            15,
            24
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            45.882353,
            35.714286,
            55.813953,
            45.882353,
            35.714286,
            55.813953
        ],
        [
            1.910837,
            2.626019,
            1.459324,
            1.634977,
            2.0836,
            1.342981
        ],
        [
            65668,
            65668,
            44918,
            84146,
            84146,
            59276
        ],
        [
            -16459,
            -14135,
            -16459,
            -47169,
            -35232,
            -47169
        ],
        [
            125,
            117,
            132,
            125,
            117,
            132
        ],
        [
            175,
            184,
            169,
            175,
            184,
            169
        ],
        [
            83,
            80,
            86,
            83,
            80,
            86
        ],
        [
            10653,
            4955,
            5698,
            10653,
            4955,
            5698
        ],
        [
            18.452173,
            0,
            24.785507,
            18.452173,
            0,
            24.785507
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356428,
            -79883,
            -34856,
            -32516,
            -189991,
            -54627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11110,
    "evaluation_days": 925.83,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1680717600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759567867785,
    "expiration_time": 1762444512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "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)