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Trade: ARB/USDT/15/SINWMA/VWAP/9289

Strategy
ARB/USDT/15/SINWMA/VWAP/9289
Pair
ARB_USDT
Interval
15m
Score
370434
Daily Profit
0.622266
Profit Factor
1.571974
Profitability
41.520468
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 04:54
Expiration Time
2025-12-17 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 162050.5595 68862.1637 93188.3958 263488.2567 136089.9924 127398.2643
Total P&L (%) 162.0506 68.8622 93.1884 263.4883 136.09 127.3983
Avg Daily Profit (%) 0.6223 0.2644 0.3578 0.4968 0.3304 0.316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40343 -35944 -19415 -60452 -53516 -29941
Profit Factor 1.572 1.4785 1.6684 1.4946 1.502 1.487
Total Trades 171 85 86 171 85 86
Winning Trades 71 32 39 71 32 39
Losing Trades 100 53 47 100 53 47
Profitability (%) 41.5205 37.6471 45.3488 41.5205 37.6471 45.3488
Ratio Avg Win / Avg Loss 2.214 2.4488 2.0107 2.1051 2.4878 1.792
Largest Winning Trade 46649 46649 18080 59834 59834 39997
Largest Losing Trade -8435 -8038 -8435 -26603 -18169 -26603
Avg Bars in Trades 143 141 145 143 141 145
Avg Bars in Winners 234 240 230 234 240 230
Avg Bars in Losers 78 82 74 78 82 74
Bars Traded 24544 12065 12479 24544 12065 12479
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 370434 138804 309674 314816 167012 267169
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736956800000,
    "first_datapoint_time": 1737115200000,
    "last_datapoint_time": 1759455900000,
    "evaluation_time": 1759456489916,
    "expiration_time": 1765935900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            162050.559479874,
            68862.163723845,
            93188.395756029,
            263488.2567191804,
            136089.9923952922,
            127398.2643238882
        ],
        [
            162.050559,
            68.862164,
            93.188396,
            263.488257,
            136.089992,
            127.398264
        ],
        [
            0.622266,
            0.264427,
            0.357839,
            0.496805,
            0.330413,
            0.315963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40343,
            -35944,
            -19415,
            -60452,
            -53516,
            -29941
        ],
        [
            1.571974,
            1.478528,
            1.66843,
            1.494638,
            1.502041,
            1.486968
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            100,
            53,
            47,
            100,
            53,
            47
        ],
        [
            41.520468,
            37.647059,
            45.348837,
            41.520468,
            37.647059,
            45.348837
        ],
        [
            2.214048,
            2.448813,
            2.010672,
            2.105124,
            2.487755,
            1.791987
        ],
        [
            46649,
            46649,
            18080,
            59834,
            59834,
            39997
        ],
        [
            -8435,
            -8038,
            -8435,
            -26603,
            -18169,
            -26603
        ],
        [
            143,
            141,
            145,
            143,
            141,
            145
        ],
        [
            234,
            240,
            230,
            234,
            240,
            230
        ],
        [
            78,
            82,
            74,
            78,
            82,
            74
        ],
        [
            24544,
            12065,
            12479,
            24544,
            12065,
            12479
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370434,
            138804,
            309674,
            314816,
            167012,
            267169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736956800000,
    "first_datapoint_time": 1737115200000,
    "last_datapoint_time": 1759455900000,
    "evaluation_time": 1759456489916,
    "expiration_time": 1765935900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)