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Trade: ARB/USDT/30/KCU/HILO/1917

Strategy
ARB/USDT/30/KCU/HILO/1917
Pair
ARB_USDT
Interval
30m
Score
348378
Daily Profit
0.302215
Profit Factor
1.292512
Profitability
45.862884
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-03 20:55
Expiration Time
2025-12-17 19:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 157402.7922 62477.0007 94925.7914 191639.1633 120497.1752 71141.9881
Total P&L (%) 157.4028 62.477 94.9258 191.6392 120.4972 71.142
Avg Daily Profit (%) 0.3022 0.12 0.1823 0.2057 0.1519 0.1032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58658 -58315 -50693 -141054 -114358 -112292
Profit Factor 1.2925 1.3 1.2878 1.179 1.3004 1.1062
Total Trades 423 211 212 423 211 212
Winning Trades 194 90 104 194 90 104
Losing Trades 229 121 108 229 121 108
Profitability (%) 45.8629 42.654 49.0566 45.8629 42.654 49.0566
Ratio Avg Win / Avg Loss 1.5257 1.7478 1.3373 1.3917 1.7483 1.1488
Largest Winning Trade 30788 30788 27930 55362 54013 55362
Largest Losing Trade -20617 -6384 -20617 -63358 -18385 -63358
Avg Bars in Trades 58 36 79 58 36 79
Avg Bars in Winners 88 54 117 88 54 117
Avg Bars in Losers 33 23 43 33 23 43
Bars Traded 24701 7766 16935 24701 7766 16935
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348378 -35046 255494 -15964 199117 -159238
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714514400000,
    "first_datapoint_time": 1714773600000,
    "last_datapoint_time": 1759512600000,
    "evaluation_time": 1759514151864,
    "expiration_time": 1765992600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            157402.7921535004,
            62477.0007385235,
            94925.7914149769,
            191639.1632832628,
            120497.1752104121,
            71141.9880728504
        ],
        [
            157.402792,
            62.477001,
            94.925791,
            191.639163,
            120.497175,
            71.141988
        ],
        [
            0.302215,
            0.119957,
            0.182259,
            0.205719,
            0.151933,
            0.10322
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58658,
            -58315,
            -50693,
            -141054,
            -114358,
            -112292
        ],
        [
            1.292512,
            1.300009,
            1.287779,
            1.178963,
            1.300405,
            1.106227
        ],
        [
            423,
            211,
            212,
            423,
            211,
            212
        ],
        [
            194,
            90,
            104,
            194,
            90,
            104
        ],
        [
            229,
            121,
            108,
            229,
            121,
            108
        ],
        [
            45.862884,
            42.654028,
            49.056604,
            45.862884,
            42.654028,
            49.056604
        ],
        [
            1.525697,
            1.74779,
            1.337309,
            1.391662,
            1.748323,
            1.148774
        ],
        [
            30788,
            30788,
            27930,
            55362,
            54013,
            55362
        ],
        [
            -20617,
            -6384,
            -20617,
            -63358,
            -18385,
            -63358
        ],
        [
            58,
            36,
            79,
            58,
            36,
            79
        ],
        [
            88,
            54,
            117,
            88,
            54,
            117
        ],
        [
            33,
            23,
            43,
            33,
            23,
            43
        ],
        [
            24701,
            7766,
            16935,
            24701,
            7766,
            16935
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348378,
            -35046,
            255494,
            -15964,
            199117,
            -159238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714514400000,
    "first_datapoint_time": 1714773600000,
    "last_datapoint_time": 1759512600000,
    "evaluation_time": 1759514151864,
    "expiration_time": 1765992600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)