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Trade: ARB/USDT/15/MIDPOINT/MIDPOINT/2075

Strategy
ARB/USDT/15/MIDPOINT/MIDPOINT/2075
Pair
ARB_USDT
Interval
15m
Score
364493
Daily Profit
0.193424
Profit Factor
2.181107
Profitability
63.333333
Streak
24.139206
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 14:20
Expiration Time
2025-12-14 13:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61562.078 11190.683 50371.395 50882.1193 12354.9943 38527.125
Total P&L (%) 61.5621 11.1907 50.3714 50.8821 12.355 38.5271
Avg Daily Profit (%) 0.2364 0.043 0.1934 0.1581 0.0447 0.1252
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40088 -30436 -30565 -87622 -64720 -62743
Profit Factor 1.473 1.1279 2.1811 1.2231 1.0863 1.4539
Total Trades 60 30 30 60 30 30
Winning Trades 33 14 19 33 14 19
Losing Trades 27 16 11 27 16 11
Profitability (%) 55 46.6667 63.3333 55 46.6667 63.3333
Ratio Avg Win / Avg Loss 1.2052 1.289 1.2627 1.0008 1.2415 0.8417
Largest Winning Trade 35831 35831 16232 56620 56620 19677
Largest Losing Trade -18986 -18986 -16206 -35052 -30516 -35052
Avg Bars in Trades 409 406 411 409 406 411
Avg Bars in Winners 384 350 409 384 350 409
Avg Bars in Losers 439 456 415 439 456 415
Bars Traded 24558 12208 12350 24558 12208 12350
Profit Streak 6.5975 0 24.1392 6.5975 0 24.1392
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165047 -346822 364493 -167955 -353986 -28010
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736731800000,
    "first_datapoint_time": 1736849700000,
    "last_datapoint_time": 1759230900000,
    "evaluation_time": 1759231227425,
    "expiration_time": 1765710900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 132,
            "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": [
        [
            61562.0780048342,
            11190.6830343517,
            50371.3949704824,
            50882.119258465,
            12354.9942825674,
            38527.1249758976
        ],
        [
            61.562078,
            11.190683,
            50.371395,
            50.882119,
            12.354994,
            38.527125
        ],
        [
            0.236395,
            0.042972,
            0.193424,
            0.158073,
            0.044743,
            0.125221
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40088,
            -30436,
            -30565,
            -87622,
            -64720,
            -62743
        ],
        [
            1.47303,
            1.127899,
            2.181107,
            1.223145,
            1.086309,
            1.453929
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            55,
            46.666667,
            63.333333,
            55,
            46.666667,
            63.333333
        ],
        [
            1.205207,
            1.289027,
            1.262746,
            1.000755,
            1.241496,
            0.841749
        ],
        [
            35831,
            35831,
            16232,
            56620,
            56620,
            19677
        ],
        [
            -18986,
            -18986,
            -16206,
            -35052,
            -30516,
            -35052
        ],
        [
            409,
            406,
            411,
            409,
            406,
            411
        ],
        [
            384,
            350,
            409,
            384,
            350,
            409
        ],
        [
            439,
            456,
            415,
            439,
            456,
            415
        ],
        [
            24558,
            12208,
            12350,
            24558,
            12208,
            12350
        ],
        [
            6.59754,
            0,
            24.139206,
            6.59754,
            0,
            24.139206
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165047,
            -346822,
            364493,
            -167955,
            -353986,
            -28010
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736731800000,
    "first_datapoint_time": 1736849700000,
    "last_datapoint_time": 1759230900000,
    "evaluation_time": 1759231227425,
    "expiration_time": 1765710900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 132,
            "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)