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Trade: ARB/USDT/5/PWMA/DCM/3476

Strategy
ARB/USDT/5/PWMA/DCM/3476
Pair
ARB_USDT
Interval
5m
Score
425426
Daily Profit
1.845184
Profit Factor
1.820299
Profitability
46.835443
Streak
1.020411
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 19:09
Expiration Time
2025-12-27 18:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160180.4448 120636.3859 39544.059 121285.7615 118081.1816 3204.5798
Total P&L (%) 160.1804 120.6364 39.5441 121.2858 118.0812 3.2046
Avg Daily Profit (%) 1.8452 1.3897 0.4555 0.9192 0.9022 0.0363
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76965 -38114 -47124 -58445 -26444 -37850
Profit Factor 1.8203 2.4533 1.3523 1.8171 3.1348 1.0344
Total Trades 158 79 79 158 79 79
Winning Trades 74 38 36 74 38 36
Losing Trades 84 41 43 84 41 43
Profitability (%) 46.8354 48.1013 45.5696 46.8354 48.1013 45.5696
Ratio Avg Win / Avg Loss 2.0663 2.647 1.6152 2.0627 3.3823 1.2356
Largest Winning Trade 142304 142304 69768 124887 124887 36066
Largest Losing Trade -19071 -12158 -19071 -16704 -8157 -16704
Avg Bars in Trades 154 152 155 154 152 155
Avg Bars in Winners 124 120 129 124 120 129
Avg Bars in Losers 179 182 177 179 182 177
Bars Traded 24339 12052 12286 24339 12052 12286
Profit Streak 1.0204 4.8364 0 1.0204 4.8364 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425426 -10187 -21571 396267 -9295 -523427
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752871800000,
    "first_datapoint_time": 1752958500000,
    "last_datapoint_time": 1760371500000,
    "evaluation_time": 1760371763514,
    "expiration_time": 1766851500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 195
        }
    }
}
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": [
        [
            160180.444849063,
            120636.3858805017,
            39544.0589685614,
            121285.761468918,
            118081.181640012,
            3204.579828906
        ],
        [
            160.180445,
            120.636386,
            39.544059,
            121.285761,
            118.081182,
            3.20458
        ],
        [
            1.845184,
            1.38966,
            0.455524,
            0.919168,
            0.902211,
            0.036342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76965,
            -38114,
            -47124,
            -58445,
            -26444,
            -37850
        ],
        [
            1.820299,
            2.453281,
            1.352251,
            1.817121,
            3.134768,
            1.034414
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            46.835443,
            48.101266,
            45.56962,
            46.835443,
            48.101266,
            45.56962
        ],
        [
            2.066286,
            2.646961,
            1.615188,
            2.062678,
            3.38225,
            1.235551
        ],
        [
            142304,
            142304,
            69768,
            124887,
            124887,
            36066
        ],
        [
            -19071,
            -12158,
            -19071,
            -16704,
            -8157,
            -16704
        ],
        [
            154,
            152,
            155,
            154,
            152,
            155
        ],
        [
            124,
            120,
            129,
            124,
            120,
            129
        ],
        [
            179,
            182,
            177,
            179,
            182,
            177
        ],
        [
            24339,
            12052,
            12286,
            24339,
            12052,
            12286
        ],
        [
            1.020411,
            4.836383,
            0,
            1.020411,
            4.836383,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425426,
            -10187,
            -21571,
            396267,
            -9295,
            -523427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752871800000,
    "first_datapoint_time": 1752958500000,
    "last_datapoint_time": 1760371500000,
    "evaluation_time": 1760371763514,
    "expiration_time": 1766851500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 195
        }
    }
}

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)