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Trade: ARB/USDT/30/SWMA/DCM/3945

Strategy
ARB/USDT/30/SWMA/DCM/3945
Pair
ARB_USDT
Interval
30m
Score
388208
Daily Profit
0.424535
Profit Factor
1.385359
Profitability
46.103896
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 15:25
Expiration Time
2025-12-26 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221110.7605 101757.0969 119353.6636 362501.0894 128000.963 234500.1264
Total P&L (%) 221.1108 101.7571 119.3537 362.5011 128.001 234.5001
Avg Daily Profit (%) 0.4245 0.1954 0.2292 0.2945 0.1584 0.2321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79915 -75177 -34333 -263152 -231715 -112964
Profit Factor 1.3854 1.3322 1.4462 1.2201 1.1426 1.3128
Total Trades 308 154 154 308 154 154
Winning Trades 142 70 72 142 70 72
Losing Trades 166 84 82 166 84 82
Profitability (%) 46.1039 45.4545 46.7532 46.1039 45.4545 46.7532
Ratio Avg Win / Avg Loss 1.6195 1.5987 1.647 1.4263 1.3711 1.4951
Largest Winning Trade 48154 48154 20078 116057 116057 67260
Largest Losing Trade -18315 -18315 -14619 -76337 -76337 -54666
Avg Bars in Trades 80 78 81 80 78 81
Avg Bars in Winners 111 108 113 111 108 113
Avg Bars in Losers 53 52 53 53 52 53
Bars Traded 24670 12076 12594 24670 12076 12594
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 388208 247984 301630 271824 -58490 233191
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715272200000,
    "first_datapoint_time": 1715648400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760271903593,
    "expiration_time": 1766750400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "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": [
        [
            221110.7605236657,
            101757.0969490749,
            119353.6635745909,
            362501.0893632921,
            128000.9629612039,
            234500.126402088
        ],
        [
            221.110761,
            101.757097,
            119.353664,
            362.501089,
            128.000963,
            234.500126
        ],
        [
            0.424535,
            0.195375,
            0.229161,
            0.294479,
            0.158369,
            0.232104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79915,
            -75177,
            -34333,
            -263152,
            -231715,
            -112964
        ],
        [
            1.385359,
            1.332234,
            1.446186,
            1.220055,
            1.142597,
            1.312801
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            142,
            70,
            72,
            142,
            70,
            72
        ],
        [
            166,
            84,
            82,
            166,
            84,
            82
        ],
        [
            46.103896,
            45.454545,
            46.753247,
            46.103896,
            45.454545,
            46.753247
        ],
        [
            1.619504,
            1.598681,
            1.647045,
            1.426262,
            1.371116,
            1.495135
        ],
        [
            48154,
            48154,
            20078,
            116057,
            116057,
            67260
        ],
        [
            -18315,
            -18315,
            -14619,
            -76337,
            -76337,
            -54666
        ],
        [
            80,
            78,
            81,
            80,
            78,
            81
        ],
        [
            111,
            108,
            113,
            111,
            108,
            113
        ],
        [
            53,
            52,
            53,
            53,
            52,
            53
        ],
        [
            24670,
            12076,
            12594,
            24670,
            12076,
            12594
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388208,
            247984,
            301630,
            271824,
            -58490,
            233191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715272200000,
    "first_datapoint_time": 1715648400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760271903593,
    "expiration_time": 1766750400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "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)