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Trade: ARB/USDT/15/WMA/KCB/1931

Strategy
ARB/USDT/15/WMA/KCB/1931
Pair
ARB_USDT
Interval
15m
Score
447057
Daily Profit
0.802631
Profit Factor
1.597120
Profitability
48.076923
Streak
1.758921
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 16:12
Expiration Time
2025-12-26 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 209021.0711 89773.5161 119247.5551 463270.3904 183191.1362 280079.2542
Total P&L (%) 209.0211 89.7735 119.2476 463.2704 183.1911 280.0793
Avg Daily Profit (%) 0.8026 0.3447 0.4579 0.666 0.4005 0.514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35156 -27102 -31153 -97597 -82205 -50170
Profit Factor 1.5971 1.5131 1.6811 1.6228 1.4861 1.7633
Total Trades 208 104 104 208 104 104
Winning Trades 100 51 49 100 51 49
Losing Trades 108 53 55 108 53 55
Profitability (%) 48.0769 49.0385 47.1154 48.0769 49.0385 47.1154
Ratio Avg Win / Avg Loss 1.7249 1.5724 1.887 1.7526 1.5443 1.9792
Largest Winning Trade 27159 20860 27159 89057 52201 89057
Largest Losing Trade -11774 -11003 -11774 -37002 -35214 -37002
Avg Bars in Trades 118 122 114 118 122 114
Avg Bars in Winners 155 154 155 155 154 155
Avg Bars in Losers 84 92 76 84 92 76
Bars Traded 24647 12777 11870 24647 12777 11870
Profit Streak 1.7589 0 2.3839 1.7589 0 2.3839
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447057 335102 305735 407956 346331 328711
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737774900000,
    "first_datapoint_time": 1737922500000,
    "last_datapoint_time": 1760274000000,
    "evaluation_time": 1760274770817,
    "expiration_time": 1766754000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "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": [
        [
            209021.0711498163,
            89773.516069716,
            119247.5550801003,
            463270.3904109802,
            183191.1362079441,
            280079.254203036
        ],
        [
            209.021071,
            89.773516,
            119.247555,
            463.27039,
            183.191136,
            280.079254
        ],
        [
            0.802631,
            0.344726,
            0.457905,
            0.665978,
            0.40052,
            0.514031
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35156,
            -27102,
            -31153,
            -97597,
            -82205,
            -50170
        ],
        [
            1.59712,
            1.51305,
            1.681147,
            1.622817,
            1.486061,
            1.763279
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            48.076923,
            49.038462,
            47.115385,
            48.076923,
            49.038462,
            47.115385
        ],
        [
            1.724889,
            1.572385,
            1.887002,
            1.752642,
            1.544338,
            1.979191
        ],
        [
            27159,
            20860,
            27159,
            89057,
            52201,
            89057
        ],
        [
            -11774,
            -11003,
            -11774,
            -37002,
            -35214,
            -37002
        ],
        [
            118,
            122,
            114,
            118,
            122,
            114
        ],
        [
            155,
            154,
            155,
            155,
            154,
            155
        ],
        [
            84,
            92,
            76,
            84,
            92,
            76
        ],
        [
            24647,
            12777,
            11870,
            24647,
            12777,
            11870
        ],
        [
            1.758921,
            0,
            2.383921,
            1.758921,
            0,
            2.383921
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447057,
            335102,
            305735,
            407956,
            346331,
            328711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737774900000,
    "first_datapoint_time": 1737922500000,
    "last_datapoint_time": 1760274000000,
    "evaluation_time": 1760274770817,
    "expiration_time": 1766754000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "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)