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Trade: ARB/USDT/240/HWMA/FWMA/6649

Strategy
ARB/USDT/240/HWMA/FWMA/6649
Pair
ARB_USDT
Interval
4h
Score
332898
Daily Profit
0.196747
Profit Factor
1.219436
Profitability
51.864407
Streak
0.000000
Best Strategy
Training Data Length
931.670000
Evaluation Time
2025-10-10 06:56
Expiration Time
2025-11-09 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183302.9803 79399.3199 103903.6604 117725.8057 122004.7765 -4278.9708
Total P&L (%) 183.303 79.3993 103.9037 117.7258 122.0048 -4.279
Avg Daily Profit (%) 0.1967 0.0852 0.1115 0.0835 0.0856 -0.0047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135787 -118201 -76679 -425964 -139513 -377187
Profit Factor 1.2194 1.2015 1.2355 1.0734 1.1864 0.9955
Total Trades 295 148 147 295 148 147
Winning Trades 153 74 79 153 74 79
Losing Trades 142 74 68 142 74 68
Profitability (%) 51.8644 50 53.7415 51.8644 50 53.7415
Ratio Avg Win / Avg Loss 1.1318 1.2015 1.0634 0.9962 1.1864 0.8569
Largest Winning Trade 29740 29740 20673 64264 40106 64264
Largest Losing Trade -40915 -20327 -40915 -255307 -64331 -255307
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 5410 2719 2691 5410 2719 2691
Profit Streak 0 0 11.3311 0 0 11.3311
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332898 -79578 -43185 -220843 -93960 -579545
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5590,
    "evaluation_days": 931.67,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681718400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760068608010,
    "expiration_time": 1762646400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.20656,
            "nb": 0.10305,
            "nc": 0.30877
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 150,
            "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": [
        [
            183302.9802618857,
            79399.3198570843,
            103903.6604048015,
            117725.8057015384,
            122004.7764572403,
            -4278.9707557018
        ],
        [
            183.30298,
            79.39932,
            103.90366,
            117.725806,
            122.004776,
            -4.278971
        ],
        [
            0.196747,
            0.085223,
            0.111524,
            0.083548,
            0.085639,
            -0.004694
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135787,
            -118201,
            -76679,
            -425964,
            -139513,
            -377187
        ],
        [
            1.219436,
            1.201493,
            1.235459,
            1.073361,
            1.186429,
            0.995497
        ],
        [
            295,
            148,
            147,
            295,
            148,
            147
        ],
        [
            153,
            74,
            79,
            153,
            74,
            79
        ],
        [
            142,
            74,
            68,
            142,
            74,
            68
        ],
        [
            51.864407,
            50,
            53.741497,
            51.864407,
            50,
            53.741497
        ],
        [
            1.131765,
            1.201493,
            1.063433,
            0.996191,
            1.186429,
            0.856884
        ],
        [
            29740,
            29740,
            20673,
            64264,
            40106,
            64264
        ],
        [
            -40915,
            -20327,
            -40915,
            -255307,
            -64331,
            -255307
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            5410,
            2719,
            2691,
            5410,
            2719,
            2691
        ],
        [
            0,
            0,
            11.331111,
            0,
            0,
            11.331111
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332898,
            -79578,
            -43185,
            -220843,
            -93960,
            -579545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5590,
    "evaluation_days": 931.67,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681718400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760068608010,
    "expiration_time": 1762646400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.20656,
            "nb": 0.10305,
            "nc": 0.30877
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 150,
            "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)