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Trade: ARB/USDT/240/MIDPRICE/KCB/1187

Strategy
ARB/USDT/240/MIDPRICE/KCB/1187
Pair
ARB_USDT
Interval
4h
Score
326165
Daily Profit
0.199540
Profit Factor
1.372341
Profitability
54.054054
Streak
0.000000
Best Strategy
Training Data Length
916.170000
Evaluation Time
2025-09-26 20:45
Expiration Time
2025-10-24 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 182812.5129 83926.8702 98885.6427 165674.7704 64844.8911 100829.8793
Total P&L (%) 182.8125 83.9269 98.8856 165.6748 64.8449 100.8299
Avg Daily Profit (%) 0.1995 0.0916 0.1079 0.1067 0.0546 0.0761
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61369 -45689 -48163 -71226 -91517 -73359
Profit Factor 1.3723 1.3572 1.3863 1.2644 1.2204 1.3033
Total Trades 148 74 74 148 74 74
Winning Trades 80 38 42 80 38 42
Losing Trades 68 36 32 68 36 32
Profitability (%) 54.0541 51.3514 56.7568 54.0541 51.3514 56.7568
Ratio Avg Win / Avg Loss 1.1665 1.2857 1.0562 1.0747 1.1561 0.993
Largest Winning Trade 31206 30519 31206 39144 37141 39144
Largest Losing Trade -36009 -16693 -36009 -61025 -30383 -61025
Avg Bars in Trades 36 29 43 36 29 43
Avg Bars in Winners 36 28 42 36 28 42
Avg Bars in Losers 36 30 43 36 30 43
Bars Traded 5396 2197 3198 5396 2197 3198
Profit Streak 0 0 46.7398 0 0 46.7398
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326165 -134236 -110169 -49745 -184795 -154737

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5497,
    "evaluation_days": 916.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680912000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908715282,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 69,
            "offset": 167,
            "scalar": 2
        }
    }
}
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": [
        [
            182812.5128548395,
            83926.8701868644,
            98885.642667975,
            165674.7703730217,
            64844.8911182104,
            100829.8792548113
        ],
        [
            182.812513,
            83.92687,
            98.885643,
            165.67477,
            64.844891,
            100.829879
        ],
        [
            0.19954,
            0.091606,
            0.107934,
            0.106708,
            0.054572,
            0.076138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61369,
            -45689,
            -48163,
            -71226,
            -91517,
            -73359
        ],
        [
            1.372341,
            1.357167,
            1.386268,
            1.26437,
            1.220363,
            1.303327
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            54.054054,
            51.351351,
            56.756757,
            54.054054,
            51.351351,
            56.756757
        ],
        [
            1.16649,
            1.285737,
            1.056204,
            1.074715,
            1.156133,
            0.993011
        ],
        [
            31206,
            30519,
            31206,
            39144,
            37141,
            39144
        ],
        [
            -36009,
            -16693,
            -36009,
            -61025,
            -30383,
            -61025
        ],
        [
            36,
            29,
            43,
            36,
            29,
            43
        ],
        [
            36,
            28,
            42,
            36,
            28,
            42
        ],
        [
            36,
            30,
            43,
            36,
            30,
            43
        ],
        [
            5396,
            2197,
            3198,
            5396,
            2197,
            3198
        ],
        [
            0,
            0,
            46.73976,
            0,
            0,
            46.73976
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326165,
            -134236,
            -110169,
            -49745,
            -184795,
            -154737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5497,
    "evaluation_days": 916.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1680912000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908715282,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 69,
            "offset": 167,
            "scalar": 2
        }
    }
}

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)