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Trade: ARB/USDT/480/KCL/HWMA/6901

Strategy
ARB/USDT/480/KCL/HWMA/6901
Pair
ARB_USDT
Interval
8h
Score
359986
Daily Profit
0.208583
Profit Factor
1.278190
Profitability
52.879581
Streak
5.658892
Best Strategy
Training Data Length
934.330000
Evaluation Time
2025-10-12 18:48
Expiration Time
2025-11-11 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 194885.1076 94271.2536 100613.8541 142791.2682 62643.7351 80147.533
Total P&L (%) 194.8851 94.2713 100.6139 142.7913 62.6437 80.1475
Avg Daily Profit (%) 0.2086 0.1009 0.1077 0.095 0.0521 0.063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98198 -62822 -73391 -95430 -61049 -66317
Profit Factor 1.2782 1.2962 1.2632 1.1865 1.1822 1.1899
Total Trades 191 95 96 191 95 96
Winning Trades 101 47 54 101 47 54
Losing Trades 90 48 42 90 48 42
Profitability (%) 52.8796 49.4737 56.25 52.8796 49.4737 56.25
Ratio Avg Win / Avg Loss 1.139 1.3238 0.9825 1.0573 1.2074 0.9255
Largest Winning Trade 28819 27000 28819 54316 30308 54316
Largest Losing Trade -33626 -24700 -33626 -32694 -28551 -32694
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 2550 1268 1282 2550 1268 1282
Profit Streak 5.6589 0 9.9922 5.6589 0 9.9922
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359986 -58443 -49579 -79211 -144171 -120594
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2803,
    "evaluation_days": 934.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1686700800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760284128258,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.84095
        }
    }
}
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": [
        [
            194885.1076298646,
            94271.2535515027,
            100613.8540783619,
            142791.2681742692,
            62643.7351273833,
            80147.5330468859
        ],
        [
            194.885108,
            94.271254,
            100.613854,
            142.791268,
            62.643735,
            80.147533
        ],
        [
            0.208583,
            0.100897,
            0.107686,
            0.094983,
            0.052071,
            0.063017
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98198,
            -62822,
            -73391,
            -95430,
            -61049,
            -66317
        ],
        [
            1.27819,
            1.296205,
            1.263191,
            1.186476,
            1.182229,
            1.189936
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            101,
            47,
            54,
            101,
            47,
            54
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            52.879581,
            49.473684,
            56.25,
            52.879581,
            49.473684,
            56.25
        ],
        [
            1.138981,
            1.323784,
            0.982482,
            1.057256,
            1.207382,
            0.925506
        ],
        [
            28819,
            27000,
            28819,
            54316,
            30308,
            54316
        ],
        [
            -33626,
            -24700,
            -33626,
            -32694,
            -28551,
            -32694
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            2550,
            1268,
            1282,
            2550,
            1268,
            1282
        ],
        [
            5.658892,
            0,
            9.992225,
            5.658892,
            0,
            9.992225
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359986,
            -58443,
            -49579,
            -79211,
            -144171,
            -120594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2803,
    "evaluation_days": 934.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1686700800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760284128258,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.84095
        }
    }
}

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)