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Trade: ARB/USDT/120/MIDPRICE/SSF/1583

Strategy
ARB/USDT/120/MIDPRICE/SSF/1583
Pair
ARB_USDT
Interval
2h
Score
349205
Daily Profit
0.200481
Profit Factor
1.415022
Profitability
57.843137
Streak
0.000000
Best Strategy
Training Data Length
923.830000
Evaluation Time
2025-10-02 11:17
Expiration Time
2025-11-04 16:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 185210.7672 99499.2222 85711.545 124979.1863 80058.9333 44920.2531
Total P&L (%) 185.2108 99.4992 85.7115 124.9792 80.0589 44.9203
Avg Daily Profit (%) 0.2005 0.1077 0.0928 0.0878 0.0637 0.0402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64015 -64991 -52290 -47439 -39288 -44897
Profit Factor 1.415 1.5009 1.3461 1.3326 1.4941 1.2102
Total Trades 102 51 51 102 51 51
Winning Trades 59 32 27 59 32 27
Losing Trades 43 19 24 43 19 24
Profitability (%) 57.8431 62.7451 52.9412 57.8431 62.7451 52.9412
Ratio Avg Win / Avg Loss 1.0313 0.8912 1.1966 0.9712 0.8871 1.0757
Largest Winning Trade 60388 60388 43430 38164 26296 38164
Largest Losing Trade -39402 -22622 -39402 -44790 -16840 -44790
Avg Bars in Trades 105 87 122 105 87 122
Avg Bars in Winners 97 75 122 97 75 122
Avg Bars in Losers 116 108 123 116 108 123
Bars Traded 10746 4477 6269 10746 4477 6269
Profit Streak 0 0 17.5122 0 0 17.5122
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349205 -227960 -247843 -75824 -286698 -320605
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11086,
    "evaluation_days": 923.83,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681351200000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759393052099,
    "expiration_time": 1762265491200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            185210.7672207684,
            99499.2222421773,
            85711.5449785911,
            124979.1863445626,
            80058.9332847746,
            44920.2530597881
        ],
        [
            185.210767,
            99.499222,
            85.711545,
            124.979186,
            80.058933,
            44.920253
        ],
        [
            0.200481,
            0.107703,
            0.092778,
            0.087808,
            0.063681,
            0.040168
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64015,
            -64991,
            -52290,
            -47439,
            -39288,
            -44897
        ],
        [
            1.415022,
            1.500912,
            1.346126,
            1.332631,
            1.494067,
            1.210213
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            57.843137,
            62.745098,
            52.941176,
            57.843137,
            62.745098,
            52.941176
        ],
        [
            1.031287,
            0.891166,
            1.196556,
            0.971239,
            0.887102,
            1.075745
        ],
        [
            60388,
            60388,
            43430,
            38164,
            26296,
            38164
        ],
        [
            -39402,
            -22622,
            -39402,
            -44790,
            -16840,
            -44790
        ],
        [
            105,
            87,
            122,
            105,
            87,
            122
        ],
        [
            97,
            75,
            122,
            97,
            75,
            122
        ],
        [
            116,
            108,
            123,
            116,
            108,
            123
        ],
        [
            10746,
            4477,
            6269,
            10746,
            4477,
            6269
        ],
        [
            0,
            0,
            17.512177,
            0,
            0,
            17.512177
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349205,
            -227960,
            -247843,
            -75824,
            -286698,
            -320605
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11086,
    "evaluation_days": 923.83,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681351200000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759393052099,
    "expiration_time": 1762265491200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    }
}

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)