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Trade: ARB/USDT/480/HILO/PWMA/9287

Strategy
ARB/USDT/480/HILO/PWMA/9287
Pair
ARB_USDT
Interval
8h
Score
362825
Daily Profit
0.162969
Profit Factor
1.332931
Profitability
57.009346
Streak
26.267341
Best Strategy
Training Data Length
926.330000
Evaluation Time
2025-10-04 17:24
Expiration Time
2025-11-03 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150963.2916 65410.183 85553.1085 53412.818 58830.2814 -5417.4633
Total P&L (%) 150.9633 65.4102 85.5531 53.4128 58.8303 -5.4175
Avg Daily Profit (%) 0.163 0.0706 0.0924 0.0462 0.05 -0.006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85984 -88923 -68205 -144560 -96888 -129897
Profit Factor 1.3329 1.2471 1.4533 1.0878 1.1912 0.982
Total Trades 107 53 54 107 53 54
Winning Trades 61 26 35 61 26 35
Losing Trades 46 27 19 46 27 19
Profitability (%) 57.0093 49.0566 64.8148 57.0093 49.0566 64.8148
Ratio Avg Win / Avg Loss 1.0052 1.2951 0.7889 0.8203 1.237 0.5331
Largest Winning Trade 43160 43160 20884 51242 51242 22051
Largest Losing Trade -49801 -34918 -49801 -98223 -40304 -98223
Avg Bars in Trades 24 28 21 24 28 21
Avg Bars in Winners 19 21 18 19 21 18
Avg Bars in Losers 31 35 26 31 35 26
Bars Traded 2663 1523 1140 2663 1523 1140
Profit Streak 26.2673 26.6007 26.2673 26.2673 26.6007 26.2673
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362825 -278805 -247624 -255464 -316749 -758093
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2779,
    "evaluation_days": 926.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681171200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759587898239,
    "expiration_time": 1762156800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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": [
        [
            150963.2915534341,
            65410.1830148908,
            85553.1085385433,
            53412.8180006972,
            58830.2813506863,
            -5417.4633499891
        ],
        [
            150.963292,
            65.410183,
            85.553109,
            53.412818,
            58.830281,
            -5.417463
        ],
        [
            0.162969,
            0.070612,
            0.092357,
            0.04621,
            0.049959,
            -0.006013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85984,
            -88923,
            -68205,
            -144560,
            -96888,
            -129897
        ],
        [
            1.332931,
            1.247108,
            1.453302,
            1.087763,
            1.1912,
            0.981997
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            57.009346,
            49.056604,
            64.814815,
            57.009346,
            49.056604,
            64.814815
        ],
        [
            1.005161,
            1.295073,
            0.788935,
            0.82028,
            1.237015,
            0.533084
        ],
        [
            43160,
            43160,
            20884,
            51242,
            51242,
            22051
        ],
        [
            -49801,
            -34918,
            -49801,
            -98223,
            -40304,
            -98223
        ],
        [
            24,
            28,
            21,
            24,
            28,
            21
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            31,
            35,
            26,
            31,
            35,
            26
        ],
        [
            2663,
            1523,
            1140,
            2663,
            1523,
            1140
        ],
        [
            26.267341,
            26.600674,
            26.267341,
            26.267341,
            26.600674,
            26.267341
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362825,
            -278805,
            -247624,
            -255464,
            -316749,
            -758093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2779,
    "evaluation_days": 926.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681171200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759587898239,
    "expiration_time": 1762156800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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)