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Trade: ARB/USDT/360/HMA/DEMA/8682

Strategy
ARB/USDT/360/HMA/DEMA/8682
Pair
ARB_USDT
Interval
6h
Score
302755
Daily Profit
0.160955
Profit Factor
1.349566
Profitability
45.714286
Streak
27.559713
Best Strategy
Training Data Length
934.750000
Evaluation Time
2025-10-13 10:25
Expiration Time
2025-11-12 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150452.5082 59283.7793 91168.729 105221.1583 50769.262 54451.8964
Total P&L (%) 150.4525 59.2838 91.1687 105.2212 50.7693 54.4519
Avg Daily Profit (%) 0.161 0.0634 0.0975 0.0769 0.0439 0.0465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55282 -57104 -65826 -79573 -87824 -79835
Profit Factor 1.3496 1.2653 1.4405 1.1869 1.1841 1.1895
Total Trades 105 53 52 105 53 52
Winning Trades 48 21 27 48 21 27
Losing Trades 57 32 25 57 32 25
Profitability (%) 45.7143 39.6226 51.9231 45.7143 39.6226 51.9231
Ratio Avg Win / Avg Loss 1.6026 1.9281 1.3338 1.4094 1.8044 1.1014
Largest Winning Trade 43472 43472 35643 45812 43099 45812
Largest Losing Trade -27106 -17194 -27106 -36031 -23932 -36031
Avg Bars in Trades 33 35 31 33 35 31
Avg Bars in Winners 50 55 46 50 55 46
Avg Bars in Losers 19 23 15 19 23 15
Bars Traded 3558 1901 1657 3558 1901 1657
Profit Streak 27.5597 27.5597 51.3097 27.5597 27.5597 51.3097
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302755 -291525 -240637 -105550 -335956 -322664
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 934.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682143200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760340359197,
    "expiration_time": 1762905600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 26,
            "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": [
        [
            150452.5082175045,
            59283.7792614224,
            91168.7289560819,
            105221.1583305942,
            50769.2619676987,
            54451.8963628955
        ],
        [
            150.452508,
            59.283779,
            91.168729,
            105.221158,
            50.769262,
            54.451896
        ],
        [
            0.160955,
            0.063422,
            0.097533,
            0.07694,
            0.043934,
            0.046517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55282,
            -57104,
            -65826,
            -79573,
            -87824,
            -79835
        ],
        [
            1.349566,
            1.265345,
            1.440477,
            1.186883,
            1.184109,
            1.189546
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            45.714286,
            39.622642,
            51.923077,
            45.714286,
            39.622642,
            51.923077
        ],
        [
            1.602609,
            1.928145,
            1.333775,
            1.409424,
            1.804357,
            1.101432
        ],
        [
            43472,
            43472,
            35643,
            45812,
            43099,
            45812
        ],
        [
            -27106,
            -17194,
            -27106,
            -36031,
            -23932,
            -36031
        ],
        [
            33,
            35,
            31,
            33,
            35,
            31
        ],
        [
            50,
            55,
            46,
            50,
            55,
            46
        ],
        [
            19,
            23,
            15,
            19,
            23,
            15
        ],
        [
            3558,
            1901,
            1657,
            3558,
            1901,
            1657
        ],
        [
            27.559713,
            27.559713,
            51.309713,
            27.559713,
            27.559713,
            51.309713
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302755,
            -291525,
            -240637,
            -105550,
            -335956,
            -322664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 934.75,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682143200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760340359197,
    "expiration_time": 1762905600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 26,
            "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)