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Trade: ARB/USDT/30/JMA/HILO/3896

Strategy
ARB/USDT/30/JMA/HILO/3896
Pair
ARB_USDT
Interval
30m
Score
363771
Daily Profit
0.392782
Profit Factor
1.222936
Profitability
45.701357
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 10:50
Expiration Time
2025-12-22 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204572.4259 100215.6161 104356.8098 259816.0622 155531.8824 104284.1797
Total P&L (%) 204.5724 100.2156 104.3568 259.8161 155.5319 104.2842
Avg Daily Profit (%) 0.3928 0.1924 0.2004 0.2461 0.1803 0.1372
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87455 -61935 -82661 -129599 -96475 -112415
Profit Factor 1.2229 1.2166 1.2294 1.1828 1.2149 1.1495
Total Trades 663 332 331 663 332 331
Winning Trades 303 143 160 303 143 160
Losing Trades 360 189 171 360 189 171
Profitability (%) 45.7014 43.0723 48.3384 45.7014 43.0723 48.3384
Ratio Avg Win / Avg Loss 1.453 1.608 1.3139 1.4053 1.6057 1.2285
Largest Winning Trade 55107 55107 28421 54211 54211 47634
Largest Losing Trade -14206 -10669 -14206 -27807 -27658 -27807
Avg Bars in Trades 37 35 39 37 35 39
Avg Bars in Winners 46 47 45 46 47 45
Avg Bars in Losers 29 26 32 29 26 32
Bars Traded 24741 11762 12979 24741 11762 12979
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 363771 221732 260517 -10179 217630 -65903
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714910400000,
    "first_datapoint_time": 1715266800000,
    "last_datapoint_time": 1759908600000,
    "evaluation_time": 1759909844142,
    "expiration_time": 1766388600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            204572.42592832,
            100215.6160803261,
            104356.8098479941,
            259816.0621873148,
            155531.8824465287,
            104284.179740786
        ],
        [
            204.572426,
            100.215616,
            104.35681,
            259.816062,
            155.531882,
            104.28418
        ],
        [
            0.392782,
            0.192415,
            0.200366,
            0.246145,
            0.180293,
            0.137249
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87455,
            -61935,
            -82661,
            -129599,
            -96475,
            -112415
        ],
        [
            1.222936,
            1.216621,
            1.229357,
            1.182827,
            1.214931,
            1.149519
        ],
        [
            663,
            332,
            331,
            663,
            332,
            331
        ],
        [
            303,
            143,
            160,
            303,
            143,
            160
        ],
        [
            360,
            189,
            171,
            360,
            189,
            171
        ],
        [
            45.701357,
            43.072289,
            48.338369,
            45.701357,
            43.072289,
            48.338369
        ],
        [
            1.452993,
            1.607981,
            1.313875,
            1.405339,
            1.605748,
            1.228548
        ],
        [
            55107,
            55107,
            28421,
            54211,
            54211,
            47634
        ],
        [
            -14206,
            -10669,
            -14206,
            -27807,
            -27658,
            -27807
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            24741,
            11762,
            12979,
            24741,
            11762,
            12979
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363771,
            221732,
            260517,
            -10179,
            217630,
            -65903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714910400000,
    "first_datapoint_time": 1715266800000,
    "last_datapoint_time": 1759908600000,
    "evaluation_time": 1759909844142,
    "expiration_time": 1766388600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)