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Trade: ARB/USDT/480/BBM/MIDPRICE/8434

Strategy
ARB/USDT/480/BBM/MIDPRICE/8434
Pair
ARB_USDT
Interval
8h
Score
372439
Daily Profit
0.230443
Profit Factor
1.547998
Profitability
52.293578
Streak
0.000000
Best Strategy
Training Data Length
934.330000
Evaluation Time
2025-10-12 17:09
Expiration Time
2025-11-11 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215310.0017 77101.6139 138208.3879 182359.7222 -69129.0555 251488.7776
Total P&L (%) 215.31 77.1016 138.2084 182.3597 -69.1291 251.4888
Avg Daily Profit (%) 0.2304 0.0825 0.1479 0.1112 -0.1257 0.1346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65094 -88527 -25760 -148625 -177117 -75830
Profit Factor 1.548 1.2751 2.227 1.2276 0.8791 2.0971
Total Trades 109 55 54 109 55 54
Winning Trades 57 26 31 57 26 31
Losing Trades 52 29 23 52 29 23
Profitability (%) 52.2936 47.2727 57.4074 52.2936 47.2727 57.4074
Ratio Avg Win / Avg Loss 1.4122 1.4222 1.6523 1.12 0.9806 1.5559
Largest Winning Trade 112093 112093 18243 103092 103092 36673
Largest Losing Trade -31192 -31192 -18266 -111021 -111021 -49803
Avg Bars in Trades 24 33 16 24 33 16
Avg Bars in Winners 29 36 22 29 36 22
Avg Bars in Losers 20 30 7 20 30 7
Bars Traded 2724 1839 885 2724 1839 885
Profit Streak 0 0 46.2569 0 0 46.2569
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372439 -263962 -169167 -44087 -761893 -187146
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2803,
    "evaluation_days": 934.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681632000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760278194717,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 65,
            "offset": 227,
            "std": 3.67044
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "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": [
        [
            215310.0017378395,
            77101.6138684759,
            138208.3878693634,
            182359.7221601804,
            -69129.0554748453,
            251488.7776350258
        ],
        [
            215.310002,
            77.101614,
            138.208388,
            182.359722,
            -69.129055,
            251.488778
        ],
        [
            0.230443,
            0.082521,
            0.147922,
            0.111159,
            -0.125717,
            0.134626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65094,
            -88527,
            -25760,
            -148625,
            -177117,
            -75830
        ],
        [
            1.547998,
            1.275104,
            2.227,
            1.227641,
            0.879115,
            2.097126
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            52.293578,
            47.272727,
            57.407407,
            52.293578,
            47.272727,
            57.407407
        ],
        [
            1.412209,
            1.422231,
            1.65229,
            1.119953,
            0.980551,
            1.555932
        ],
        [
            112093,
            112093,
            18243,
            103092,
            103092,
            36673
        ],
        [
            -31192,
            -31192,
            -18266,
            -111021,
            -111021,
            -49803
        ],
        [
            24,
            33,
            16,
            24,
            33,
            16
        ],
        [
            29,
            36,
            22,
            29,
            36,
            22
        ],
        [
            20,
            30,
            7,
            20,
            30,
            7
        ],
        [
            2724,
            1839,
            885,
            2724,
            1839,
            885
        ],
        [
            0,
            0,
            46.256883,
            0,
            0,
            46.256883
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372439,
            -263962,
            -169167,
            -44087,
            -761893,
            -187146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2803,
    "evaluation_days": 934.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1681632000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760278194717,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 65,
            "offset": 227,
            "std": 3.67044
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "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)