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Trade: ARB/USDT/240/BBM/VWAP/6190

Strategy
ARB/USDT/240/BBM/VWAP/6190
Pair
ARB_USDT
Interval
4h
Score
328629
Daily Profit
0.306272
Profit Factor
1.630997
Profitability
38.918919
Streak
16.548300
Best Strategy
Training Data Length
927.670000
Evaluation Time
2025-10-06 04:09
Expiration Time
2025-11-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284119.6488 136355.6986 147763.9502 619103.8714 168738.7457 450365.1257
Total P&L (%) 284.1196 136.3557 147.764 619.1039 168.7387 450.3651
Avg Daily Profit (%) 0.3063 0.147 0.1593 0.2129 0.1066 0.184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65982 -56362 -35157 -645389 -511708 -360377
Profit Factor 1.631 1.5879 1.6768 1.2927 1.1454 1.4718
Total Trades 185 92 93 185 92 93
Winning Trades 72 31 41 72 31 41
Losing Trades 113 61 52 113 61 52
Profitability (%) 38.9189 33.6957 44.086 38.9189 33.6957 44.086
Ratio Avg Win / Avg Loss 2.5598 3.1245 2.1267 2.0289 2.2539 1.8666
Largest Winning Trade 69254 69254 32092 312406 312406 292903
Largest Losing Trade -16985 -15752 -16985 -139668 -139668 -82676
Avg Bars in Trades 29 26 32 29 26 32
Avg Bars in Winners 57 55 59 57 55 59
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 5479 2423 3056 5479 2423 3056
Profit Streak 16.5483 0 18.0483 16.5483 0 18.0483
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328629 -240 302704 245144 -116462 276763
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 927.67,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680235200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759712973102,
    "expiration_time": 1762300800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 47,
            "offset": 0,
            "std": 4.396
        }
    },
    "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": [
        [
            284119.6488136235,
            136355.6986310804,
            147763.9501825432,
            619103.8714423322,
            168738.7457089059,
            450365.1257334265
        ],
        [
            284.119649,
            136.355699,
            147.76395,
            619.103871,
            168.738746,
            450.365126
        ],
        [
            0.306272,
            0.146987,
            0.159285,
            0.212892,
            0.106622,
            0.184007
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65982,
            -56362,
            -35157,
            -645389,
            -511708,
            -360377
        ],
        [
            1.630997,
            1.587871,
            1.676815,
            1.29273,
            1.145426,
            1.47177
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            113,
            61,
            52,
            113,
            61,
            52
        ],
        [
            38.918919,
            33.695652,
            44.086022,
            38.918919,
            33.695652,
            44.086022
        ],
        [
            2.559759,
            3.12452,
            2.126692,
            2.028867,
            2.253903,
            1.866635
        ],
        [
            69254,
            69254,
            32092,
            312406,
            312406,
            292903
        ],
        [
            -16985,
            -15752,
            -16985,
            -139668,
            -139668,
            -82676
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            57,
            55,
            59,
            57,
            55,
            59
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            5479,
            2423,
            3056,
            5479,
            2423,
            3056
        ],
        [
            16.5483,
            0,
            18.0483,
            16.5483,
            0,
            18.0483
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328629,
            -240,
            302704,
            245144,
            -116462,
            276763
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 927.67,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680235200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759712973102,
    "expiration_time": 1762300800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 47,
            "offset": 0,
            "std": 4.396
        }
    },
    "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)