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Trade: ARB/USDT/15/PWMA/KCB/2525

Strategy
ARB/USDT/15/PWMA/KCB/2525
Pair
ARB_USDT
Interval
15m
Score
357949
Daily Profit
0.555188
Profit Factor
1.330617
Profitability
46.987952
Streak
0.000000
Best Strategy
Training Data Length
134.840000
Evaluation Time
2025-10-06 03:49
Expiration Time
2025-11-13 22:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74861.6047 51121.1124 23740.4923 77395.4858 63073.5848 14321.901
Total P&L (%) 74.8616 51.1211 23.7405 77.3955 63.0736 14.3219
Avg Daily Profit (%) 0.5552 0.3791 0.1761 0.426 0.3633 0.0993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35374 -17385 -41717 -57898 -27937 -68459
Profit Factor 1.3306 1.5109 1.1879 1.2291 1.4249 1.0756
Total Trades 166 83 83 166 83 83
Winning Trades 78 39 39 78 39 39
Losing Trades 88 44 44 88 44 44
Profitability (%) 46.988 46.988 46.988 46.988 46.988 46.988
Ratio Avg Win / Avg Loss 1.5012 1.7046 1.3402 1.3867 1.6076 1.2135
Largest Winning Trade 15998 15998 14943 23338 23338 17235
Largest Losing Trade -14799 -6761 -14799 -25481 -10955 -25481
Avg Bars in Trades 76 80 72 76 80 72
Avg Bars in Winners 96 99 94 96 99 94
Avg Bars in Losers 58 63 53 58 63 53
Bars Traded 12687 6658 6029 12687 6658 6029
Profit Streak 0 0 1.9615 0 0 1.9615
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357949 254864 -16247 255874 259775 -234432
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 12945,
    "actual_packets": 12945,
    "evaluation_days": 134.84,
    "actual_first_datapoint_time": 1748061000000,
    "first_datapoint_time": 1748250900000,
    "last_datapoint_time": 1759710600000,
    "evaluation_time": 1759711770155,
    "expiration_time": 1763065944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            74861.6047191101,
            51121.112400751,
            23740.492318359,
            77395.4858347519,
            63073.5848129709,
            14321.901021781
        ],
        [
            74.861605,
            51.121112,
            23.740492,
            77.395486,
            63.073585,
            14.321901
        ],
        [
            0.555188,
            0.379124,
            0.176064,
            0.42601,
            0.363334,
            0.099314
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35374,
            -17385,
            -41717,
            -57898,
            -27937,
            -68459
        ],
        [
            1.330617,
            1.510864,
            1.187877,
            1.229126,
            1.424883,
            1.075643
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            46.987952,
            46.987952,
            46.987952,
            46.987952,
            46.987952,
            46.987952
        ],
        [
            1.501209,
            1.704564,
            1.340169,
            1.386706,
            1.607561,
            1.213546
        ],
        [
            15998,
            15998,
            14943,
            23338,
            23338,
            17235
        ],
        [
            -14799,
            -6761,
            -14799,
            -25481,
            -10955,
            -25481
        ],
        [
            76,
            80,
            72,
            76,
            80,
            72
        ],
        [
            96,
            99,
            94,
            96,
            99,
            94
        ],
        [
            58,
            63,
            53,
            58,
            63,
            53
        ],
        [
            12687,
            6658,
            6029,
            12687,
            6658,
            6029
        ],
        [
            0,
            0,
            1.96146,
            0,
            0,
            1.96146
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357949,
            254864,
            -16247,
            255874,
            259775,
            -234432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 12945,
    "actual_packets": 12945,
    "evaluation_days": 134.84,
    "actual_first_datapoint_time": 1748061000000,
    "first_datapoint_time": 1748250900000,
    "last_datapoint_time": 1759710600000,
    "evaluation_time": 1759711770155,
    "expiration_time": 1763065944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)