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Trade: ARB/USDT/480/BBM/MIDPRICE/5282

Strategy
ARB/USDT/480/BBM/MIDPRICE/5282
Pair
ARB_USDT
Interval
8h
Score
328425
Daily Profit
0.174287
Profit Factor
1.485483
Profitability
46.428571
Streak
19.512991
Best Strategy
Training Data Length
929.330000
Evaluation Time
2025-10-07 15:18
Expiration Time
2025-11-06 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161970.4829 70891.0508 91079.4321 125745.3189 -8355.6622 134100.9811
Total P&L (%) 161.9705 70.8911 91.0794 125.7453 -8.3557 134.101
Avg Daily Profit (%) 0.1743 0.0763 0.098 0.0877 -0.0094 0.0916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92164 -61235 -59294 -233444 -159634 -166945
Profit Factor 1.4855 1.4472 1.5202 1.184 0.9756 1.3929
Total Trades 84 42 42 84 42 42
Winning Trades 39 19 20 39 19 20
Losing Trades 45 23 22 45 23 22
Profitability (%) 46.4286 45.2381 47.619 46.4286 45.2381 47.619
Ratio Avg Win / Avg Loss 1.714 1.7518 1.6722 1.3662 1.181 1.5322
Largest Winning Trade 60342 60342 38392 92997 92997 91999
Largest Losing Trade -21728 -21728 -19760 -54808 -54808 -51571
Avg Bars in Trades 32 28 36 32 28 36
Avg Bars in Winners 47 42 53 47 42 53
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 2715 1189 1526 2715 1189 1526
Profit Streak 19.513 0 28.513 19.513 0 28.513
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328425 -90533 -59934 -94638 -580642 -69295
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2788,
    "evaluation_days": 929.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680768000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759839522436,
    "expiration_time": 1762416000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 3.80223
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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": [
        [
            161970.4829427322,
            70891.0508081107,
            91079.4321346215,
            125745.3189280842,
            -8355.6621793262,
            134100.9811074104
        ],
        [
            161.970483,
            70.891051,
            91.079432,
            125.745319,
            -8.355662,
            134.100981
        ],
        [
            0.174287,
            0.076282,
            0.098005,
            0.087654,
            -0.009389,
            0.091568
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92164,
            -61235,
            -59294,
            -233444,
            -159634,
            -166945
        ],
        [
            1.485483,
            1.447159,
            1.520184,
            1.184027,
            0.975569,
            1.392925
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            46.428571,
            45.238095,
            47.619048,
            46.428571,
            45.238095,
            47.619048
        ],
        [
            1.714019,
            1.751824,
            1.672202,
            1.366185,
            1.180952,
            1.532218
        ],
        [
            60342,
            60342,
            38392,
            92997,
            92997,
            91999
        ],
        [
            -21728,
            -21728,
            -19760,
            -54808,
            -54808,
            -51571
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            47,
            42,
            53,
            47,
            42,
            53
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            2715,
            1189,
            1526,
            2715,
            1189,
            1526
        ],
        [
            19.512991,
            0,
            28.512991,
            19.512991,
            0,
            28.512991
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328425,
            -90533,
            -59934,
            -94638,
            -580642,
            -69295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2788,
    "evaluation_days": 929.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680768000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759839522436,
    "expiration_time": 1762416000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 3.80223
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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)