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Trade: ARB/USDT/120/SINWMA/SUPERTREND/6305

Strategy
ARB/USDT/120/SINWMA/SUPERTREND/6305
Pair
ARB_USDT
Interval
2h
Score
386263
Daily Profit
0.252097
Profit Factor
1.607015
Profitability
48.120301
Streak
0.000000
Best Strategy
Training Data Length
924.330000
Evaluation Time
2025-10-02 23:04
Expiration Time
2025-11-05 04:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233020.9447 116023.6099 116997.3349 364033.6464 164426.9044 199606.742
Total P&L (%) 233.0209 116.0236 116.9973 364.0336 164.4269 199.6067
Avg Daily Profit (%) 0.2521 0.1255 0.1266 0.1662 0.1053 0.1188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54313 -55521 -45966 -156884 -151012 -118592
Profit Factor 1.607 1.5799 1.6365 1.3277 1.2694 1.3988
Total Trades 133 67 66 133 67 66
Winning Trades 64 31 33 64 31 33
Losing Trades 69 36 33 69 36 33
Profitability (%) 48.1203 46.2687 50 48.1203 46.2687 50
Ratio Avg Win / Avg Loss 1.7326 1.8347 1.6365 1.4314 1.4741 1.3988
Largest Winning Trade 63794 63794 30944 135156 135156 81945
Largest Losing Trade -18882 -18882 -16549 -73737 -73737 -70475
Avg Bars in Trades 80 75 86 80 75 86
Avg Bars in Winners 119 108 129 119 108 129
Avg Bars in Losers 44 46 42 44 46 42
Bars Traded 10720 5035 5685 10720 5035 5685
Profit Streak 0 0 22.753 0 0 22.753
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386263 -140947 -144573 259438 -170978 -157372
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11092,
    "evaluation_days": 924.33,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681048800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759435456037,
    "expiration_time": 1762310246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 18,
            "offset": 0,
            "multiplier": 3.91003
        }
    }
}
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": [
        [
            233020.9447326227,
            116023.6098726628,
            116997.3348599599,
            364033.6463858279,
            164426.9044067353,
            199606.7419790925
        ],
        [
            233.020945,
            116.02361,
            116.997335,
            364.033646,
            164.426904,
            199.606742
        ],
        [
            0.252097,
            0.125522,
            0.126575,
            0.166181,
            0.105255,
            0.118784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54313,
            -55521,
            -45966,
            -156884,
            -151012,
            -118592
        ],
        [
            1.607015,
            1.579897,
            1.636533,
            1.327714,
            1.269403,
            1.398824
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            48.120301,
            46.268657,
            50,
            48.120301,
            46.268657,
            50
        ],
        [
            1.732563,
            1.834719,
            1.636533,
            1.431442,
            1.474145,
            1.398824
        ],
        [
            63794,
            63794,
            30944,
            135156,
            135156,
            81945
        ],
        [
            -18882,
            -18882,
            -16549,
            -73737,
            -73737,
            -70475
        ],
        [
            80,
            75,
            86,
            80,
            75,
            86
        ],
        [
            119,
            108,
            129,
            119,
            108,
            129
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            10720,
            5035,
            5685,
            10720,
            5035,
            5685
        ],
        [
            0,
            0,
            22.752963,
            0,
            0,
            22.752963
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386263,
            -140947,
            -144573,
            259438,
            -170978,
            -157372
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11092,
    "evaluation_days": 924.33,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681048800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759435456037,
    "expiration_time": 1762310246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 18,
            "offset": 0,
            "multiplier": 3.91003
        }
    }
}

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)