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Trade: ARB/USDT/480/LINREG/FWMA/6915

Strategy
ARB/USDT/480/LINREG/FWMA/6915
Pair
ARB_USDT
Interval
8h
Score
369343
Daily Profit
0.248034
Profit Factor
1.618853
Profitability
44.859813
Streak
13.705676
Best Strategy
Training Data Length
925.000000
Evaluation Time
2025-10-03 11:56
Expiration Time
2025-11-02 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229431.7537 94631.6984 134800.0553 361811.7958 155364.8959 206446.8999
Total P&L (%) 229.4318 94.6317 134.8001 361.8118 155.3649 206.4469
Avg Daily Profit (%) 0.248 0.1023 0.1457 0.1655 0.1014 0.1211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44961 -54804 -45785 -266097 -221613 -173119
Profit Factor 1.6189 1.463 1.8103 1.3143 1.2596 1.3737
Total Trades 107 53 54 107 53 54
Winning Trades 48 19 29 48 19 29
Losing Trades 59 34 25 59 34 25
Profitability (%) 44.8598 35.8491 53.7037 44.8598 35.8491 53.7037
Ratio Avg Win / Avg Loss 1.9898 2.6181 1.5606 1.6156 2.2539 1.1843
Largest Winning Trade 46960 46960 33880 165232 165232 127665
Largest Losing Trade -27394 -16310 -27394 -165331 -61244 -165331
Avg Bars in Trades 25 26 23 25 26 23
Avg Bars in Winners 37 40 36 37 40 36
Avg Bars in Losers 14 19 8 14 19 8
Bars Traded 2685 1420 1265 2685 1420 1265
Profit Streak 13.7057 0 15.7057 13.7057 0 15.7057
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369343 -239489 -173782 279808 -241932 -209467
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2775,
    "evaluation_days": 925,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681776000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481770452,
    "expiration_time": 1762041600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "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": [
        [
            229431.7537183837,
            94631.698446906,
            134800.0552714777,
            361811.7958026617,
            155364.8959405968,
            206446.899862065
        ],
        [
            229.431754,
            94.631698,
            134.800055,
            361.811796,
            155.364896,
            206.4469
        ],
        [
            0.248034,
            0.102305,
            0.14573,
            0.165541,
            0.101405,
            0.121141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44961,
            -54804,
            -45785,
            -266097,
            -221613,
            -173119
        ],
        [
            1.618853,
            1.463042,
            1.810256,
            1.314349,
            1.259551,
            1.37373
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            48,
            19,
            29,
            48,
            19,
            29
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            44.859813,
            35.849057,
            53.703704,
            44.859813,
            35.849057,
            53.703704
        ],
        [
            1.989841,
            2.618075,
            1.560565,
            1.615554,
            2.253934,
            1.18425
        ],
        [
            46960,
            46960,
            33880,
            165232,
            165232,
            127665
        ],
        [
            -27394,
            -16310,
            -27394,
            -165331,
            -61244,
            -165331
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            37,
            40,
            36,
            37,
            40,
            36
        ],
        [
            14,
            19,
            8,
            14,
            19,
            8
        ],
        [
            2685,
            1420,
            1265,
            2685,
            1420,
            1265
        ],
        [
            13.705676,
            0,
            15.705676,
            13.705676,
            0,
            15.705677
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369343,
            -239489,
            -173782,
            279808,
            -241932,
            -209467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2775,
    "evaluation_days": 925,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681776000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481770452,
    "expiration_time": 1762041600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "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)