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Trade: ARB/USDT/240/T3/VWAP/6428

Strategy
ARB/USDT/240/T3/VWAP/6428
Pair
ARB_USDT
Interval
4h
Score
346080
Daily Profit
0.203684
Profit Factor
1.646060
Profitability
45.348837
Streak
18.986693
Best Strategy
Training Data Length
928.500000
Evaluation Time
2025-10-07 02:40
Expiration Time
2025-11-05 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323829.4938 155943.5304 167885.9634 959187.3895 397728.3303 561459.0592
Total P&L (%) 323.8295 155.9435 167.886 959.1874 397.7283 561.4591
Avg Daily Profit (%) 0.3488 0.168 0.1808 0.2545 0.173 0.2037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53723 -53698 -32370 -461517 -470103 -220870
Profit Factor 1.7804 1.7047 1.8669 1.4828 1.3558 1.6461
Total Trades 172 86 86 172 86 86
Winning Trades 65 26 39 65 26 39
Losing Trades 107 60 47 107 60 47
Profitability (%) 37.7907 30.2326 45.3488 37.7907 30.2326 45.3488
Ratio Avg Win / Avg Loss 2.9308 3.9339 2.2498 2.4409 3.1288 1.9837
Largest Winning Trade 69854 69854 32563 319112 319112 263591
Largest Losing Trade -15752 -15752 -10735 -134485 -134485 -93004
Avg Bars in Trades 31 29 34 31 29 34
Avg Bars in Winners 61 63 60 61 63 60
Avg Bars in Losers 13 14 13 13 14 13
Bars Traded 5498 2494 3004 5498 2494 3004
Profit Streak 17.4867 0 18.9867 17.4867 0 18.9867
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323627 102378 339384 271301 42936 346080
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5571,
    "evaluation_days": 928.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680048000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759794050262,
    "expiration_time": 1762372800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.53436
        }
    },
    "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": [
        [
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            155943.5303938057,
            167885.9633800265,
            959187.3894754371,
            397728.330276774,
            561459.0591986626
        ],
        [
            323.829494,
            155.94353,
            167.885963,
            959.187389,
            397.72833,
            561.459059
        ],
        [
            0.348766,
            0.167952,
            0.180814,
            0.254506,
            0.172996,
            0.203684
        ],
        [
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            10,
            10,
            10,
            10
        ],
        [
            -53723,
            -53698,
            -32370,
            -461517,
            -470103,
            -220870
        ],
        [
            1.780393,
            1.704701,
            1.866881,
            1.482772,
            1.355819,
            1.64606
        ],
        [
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            86,
            86,
            172,
            86,
            86
        ],
        [
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            26,
            39,
            65,
            26,
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        ],
        [
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        ],
        [
            37.790698,
            30.232558,
            45.348837,
            37.790698,
            30.232558,
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        ],
        [
            2.9308,
            3.933925,
            2.249831,
            2.440871,
            3.128814,
            1.983713
        ],
        [
            69854,
            69854,
            32563,
            319112,
            319112,
            263591
        ],
        [
            -15752,
            -15752,
            -10735,
            -134485,
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        ],
        [
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        ],
        [
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            60,
            61,
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        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            5498,
            2494,
            3004,
            5498,
            2494,
            3004
        ],
        [
            17.486693,
            0,
            18.986693,
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            0,
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        ],
        [
            1,
            0,
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        [
            0.8,
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            0.8,
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        ],
        [
            323627,
            102378,
            339384,
            271301,
            42936,
            346080
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5571,
    "evaluation_days": 928.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680048000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759794050262,
    "expiration_time": 1762372800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.53436
        }
    },
    "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)