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Trade: ARB/USDT/3/RMA/VWMA/9128

Strategy
ARB/USDT/3/RMA/VWMA/9128
Pair
ARB_USDT
Interval
3m
Score
329571
Daily Profit
0.803211
Profit Factor
1.272405
Profitability
46.039604
Streak
11.992457
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-09 23:55
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 41831.2236 24856.956 16974.2676 40935.731 22189.222 18746.509
Total P&L (%) 41.8312 24.857 16.9743 40.9357 22.1892 18.7465
Avg Daily Profit (%) 0.8032 0.4773 0.3259 0.661 0.3855 0.3305
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23624 -19266 -10547 -30414 -24992 -12059
Profit Factor 1.2724 1.2697 1.2764 1.2207 1.2001 1.2513
Total Trades 202 101 101 202 101 101
Winning Trades 93 47 46 93 47 46
Losing Trades 109 54 55 109 54 55
Profitability (%) 46.0396 46.5347 45.5446 46.0396 46.5347 45.5446
Ratio Avg Win / Avg Loss 1.4913 1.4588 1.5262 1.4307 1.3788 1.4961
Largest Winning Trade 15237 15237 10463 15853 15853 13442
Largest Losing Trade -7987 -7987 -4580 -10760 -10760 -5098
Avg Bars in Trades 121 127 114 121 127 114
Avg Bars in Winners 139 131 148 139 131 148
Avg Bars in Losers 105 124 86 105 124 86
Bars Traded 24488 12880 11608 24488 12880 11608
Profit Streak 11.9925 12.0466 11.9925 11.9925 12.0466 11.9925
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329571 114197 -2331 272470 6624 -2653
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754590860000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760043308275,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "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": [
        [
            41831.2235923215,
            24856.9559760913,
            16974.2676162301,
            40935.730962425,
            22189.221978223,
            18746.508984202
        ],
        [
            41.831224,
            24.856956,
            16.974268,
            40.935731,
            22.189222,
            18.746509
        ],
        [
            0.803211,
            0.477284,
            0.325927,
            0.661034,
            0.385535,
            0.330462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23624,
            -19266,
            -10547,
            -30414,
            -24992,
            -12059
        ],
        [
            1.272405,
            1.269729,
            1.276421,
            1.220695,
            1.200109,
            1.251295
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            46.039604,
            46.534653,
            45.544554,
            46.039604,
            46.534653,
            45.544554
        ],
        [
            1.491314,
            1.458838,
            1.526156,
            1.430707,
            1.378848,
            1.496113
        ],
        [
            15237,
            15237,
            10463,
            15853,
            15853,
            13442
        ],
        [
            -7987,
            -7987,
            -4580,
            -10760,
            -10760,
            -5098
        ],
        [
            121,
            127,
            114,
            121,
            127,
            114
        ],
        [
            139,
            131,
            148,
            139,
            131,
            148
        ],
        [
            105,
            124,
            86,
            105,
            124,
            86
        ],
        [
            24488,
            12880,
            11608,
            24488,
            12880,
            11608
        ],
        [
            11.992457,
            12.046623,
            11.992457,
            11.992457,
            12.046624,
            11.992457
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329571,
            114197,
            -2331,
            272470,
            6624,
            -2653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754590860000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760043308275,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "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)