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Trade: ARB/USDT/360/LINREG/VWAP/1669

Strategy
ARB/USDT/360/LINREG/VWAP/1669
Pair
ARB_USDT
Interval
6h
Score
402702
Daily Profit
0.274578
Profit Factor
1.519982
Profitability
46.625767
Streak
17.305896
Best Strategy
Training Data Length
928.250000
Evaluation Time
2025-10-06 16:20
Expiration Time
2025-11-05 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254877.146 120409.3306 134467.8154 475703.7857 223975.5712 251728.2145
Total P&L (%) 254.8771 120.4093 134.4678 475.7038 223.9756 251.7282
Avg Daily Profit (%) 0.2746 0.1297 0.1449 0.1888 0.1267 0.1356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85752 -50020 -68920 -168727 -214992 -209318
Profit Factor 1.52 1.5023 1.5369 1.3186 1.3154 1.3214
Total Trades 163 81 82 163 81 82
Winning Trades 76 35 41 76 35 41
Losing Trades 87 46 41 87 46 41
Profitability (%) 46.6258 43.2099 50 46.6258 43.2099 50
Ratio Avg Win / Avg Loss 1.74 1.9745 1.5369 1.5094 1.7288 1.3214
Largest Winning Trade 49687 49687 32503 102621 101068 102621
Largest Losing Trade -15590 -15581 -15590 -84191 -59531 -84191
Avg Bars in Trades 22 23 20 22 23 20
Avg Bars in Winners 34 35 33 34 35 33
Avg Bars in Losers 10 14 7 10 14 7
Bars Traded 3602 1911 1690 3602 1911 1690
Profit Streak 17.3059 0 44.8059 17.3059 0 44.8059
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402702 -31741 8108 331981 -36883 -14575
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 928.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681236000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759756829468,
    "expiration_time": 1762344000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            254877.1460259859,
            120409.3306387536,
            134467.8153872327,
            475703.7856989178,
            223975.5712010961,
            251728.2144978219
        ],
        [
            254.877146,
            120.409331,
            134.467815,
            475.703786,
            223.975571,
            251.728214
        ],
        [
            0.274578,
            0.129716,
            0.144862,
            0.18875,
            0.126716,
            0.135582
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85752,
            -50020,
            -68920,
            -168727,
            -214992,
            -209318
        ],
        [
            1.519982,
            1.502328,
            1.536878,
            1.318565,
            1.315391,
            1.321443
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            46.625767,
            43.209877,
            50,
            46.625767,
            43.209877,
            50
        ],
        [
            1.73998,
            1.974488,
            1.536878,
            1.50941,
            1.7288,
            1.321443
        ],
        [
            49687,
            49687,
            32503,
            102621,
            101068,
            102621
        ],
        [
            -15590,
            -15581,
            -15590,
            -84191,
            -59531,
            -84191
        ],
        [
            22,
            23,
            20,
            22,
            23,
            20
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            10,
            14,
            7,
            10,
            14,
            7
        ],
        [
            3602,
            1911,
            1690,
            3602,
            1911,
            1690
        ],
        [
            17.305896,
            0,
            44.805896,
            17.305897,
            0,
            44.805897
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402702,
            -31741,
            8108,
            331981,
            -36883,
            -14575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 928.25,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681236000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759756829468,
    "expiration_time": 1762344000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)