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Trade: ARB/USDT/480/VWAP/DCL/3894

Strategy
ARB/USDT/480/VWAP/DCL/3894
Pair
ARB_USDT
Interval
8h
Score
325779
Daily Profit
0.155553
Profit Factor
1.416302
Profitability
53.763441
Streak
0.000000
Best Strategy
Training Data Length
925.330000
Evaluation Time
2025-10-03 15:29
Expiration Time
2025-11-02 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 143938.2371 72188.4034 71749.8337 68162.1502 49721.8009 18440.3493
Total P&L (%) 143.9382 72.1884 71.7498 68.1622 49.7218 18.4403
Avg Daily Profit (%) 0.1556 0.078 0.0775 0.0562 0.0436 0.0183
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91924 -27218 -76675 -461778 -144774 -333321
Profit Factor 1.4163 1.7644 1.2855 1.0625 1.1574 1.0238
Total Trades 93 47 46 93 47 46
Winning Trades 50 26 24 50 26 24
Losing Trades 43 21 22 43 21 22
Profitability (%) 53.7634 55.3191 52.1739 53.7634 55.3191 52.1739
Ratio Avg Win / Avg Loss 1.218 1.4251 1.1784 0.9138 0.9348 0.9385
Largest Winning Trade 50194 34379 50194 108489 51739 108489
Largest Losing Trade -43876 -14382 -43876 -155687 -83943 -155687
Avg Bars in Trades 27 7 47 27 7 47
Avg Bars in Winners 34 6 64 34 6 64
Avg Bars in Losers 19 9 30 19 9 30
Bars Traded 2571 364 2207 2571 364 2207
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 325779 -85504 -89069 -270418 -183970 -371990
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2776,
    "evaluation_days": 925.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680825600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759494579782,
    "expiration_time": 1762070400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 44
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 34,
            "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": [
        [
            143938.2371025308,
            72188.4033845314,
            71749.8337179995,
            68162.1501759822,
            49721.8009089414,
            18440.3492670406
        ],
        [
            143.938237,
            72.188403,
            71.749834,
            68.16215,
            49.721801,
            18.440349
        ],
        [
            0.155553,
            0.078014,
            0.07754,
            0.056186,
            0.043627,
            0.018291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91924,
            -27218,
            -76675,
            -461778,
            -144774,
            -333321
        ],
        [
            1.416302,
            1.764366,
            1.2855,
            1.062524,
            1.157427,
            1.023814
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            53.763441,
            55.319149,
            52.173913,
            53.763441,
            55.319149,
            52.173913
        ],
        [
            1.218019,
            1.425065,
            1.178375,
            0.913771,
            0.934845,
            0.938497
        ],
        [
            50194,
            34379,
            50194,
            108489,
            51739,
            108489
        ],
        [
            -43876,
            -14382,
            -43876,
            -155687,
            -83943,
            -155687
        ],
        [
            27,
            7,
            47,
            27,
            7,
            47
        ],
        [
            34,
            6,
            64,
            34,
            6,
            64
        ],
        [
            19,
            9,
            30,
            19,
            9,
            30
        ],
        [
            2571,
            364,
            2207,
            2571,
            364,
            2207
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325779,
            -85504,
            -89069,
            -270418,
            -183970,
            -371990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2776,
    "evaluation_days": 925.33,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1680825600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759494579782,
    "expiration_time": 1762070400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 44
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 34,
            "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)