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Trade: ARB/USDT/240/MIDPRICE/KCB/6061

Strategy
ARB/USDT/240/MIDPRICE/KCB/6061
Pair
ARB_USDT
Interval
4h
Score
409880
Daily Profit
0.225876
Profit Factor
1.698748
Profitability
59.302326
Streak
0.000000
Best Strategy
Training Data Length
921.500000
Evaluation Time
2025-09-30 03:54
Expiration Time
2025-10-29 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208145.0091 95124.2571 113020.752 305854.2651 154537.4845 151316.7806
Total P&L (%) 208.145 95.1243 113.0208 305.8543 154.5375 151.3168
Avg Daily Profit (%) 0.2259 0.1032 0.1226 0.1521 0.1014 0.1001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52007 -73546 -31610 -240174 -148511 -132512
Profit Factor 1.6987 1.6103 1.7958 1.4106 1.3685 1.4649
Total Trades 86 43 43 86 43 43
Winning Trades 51 26 25 51 26 25
Losing Trades 35 17 18 35 17 18
Profitability (%) 59.3023 60.4651 58.1395 59.3023 60.4651 58.1395
Ratio Avg Win / Avg Loss 1.1658 1.0529 1.293 0.9681 0.8948 1.0548
Largest Winning Trade 45900 32766 45900 134472 134472 105303
Largest Losing Trade -22076 -22076 -20315 -72152 -72152 -63609
Avg Bars in Trades 60 41 79 60 41 79
Avg Bars in Winners 52 19 86 52 19 86
Avg Bars in Losers 72 75 69 72 75 69
Bars Traded 5207 1796 3411 5207 1796 3411
Profit Streak 0 0 40.2048 0 0 40.2048
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409880 -51824 -25325 278666 -57312 -56653
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5529,
    "evaluation_days": 921.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683043200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759193691382,
    "expiration_time": 1761768000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 112,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            208145.009127652,
            95124.2570943963,
            113020.7520332557,
            305854.2650803634,
            154537.4844616629,
            151316.7806187005
        ],
        [
            208.145009,
            95.124257,
            113.020752,
            305.854265,
            154.537484,
            151.316781
        ],
        [
            0.225876,
            0.103228,
            0.122649,
            0.152131,
            0.101438,
            0.100055
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52007,
            -73546,
            -31610,
            -240174,
            -148511,
            -132512
        ],
        [
            1.698748,
            1.610291,
            1.795832,
            1.410619,
            1.368467,
            1.464937
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            59.302326,
            60.465116,
            58.139535,
            59.302326,
            60.465116,
            58.139535
        ],
        [
            1.165808,
            1.052883,
            1.292999,
            0.968072,
            0.894767,
            1.054755
        ],
        [
            45900,
            32766,
            45900,
            134472,
            134472,
            105303
        ],
        [
            -22076,
            -22076,
            -20315,
            -72152,
            -72152,
            -63609
        ],
        [
            60,
            41,
            79,
            60,
            41,
            79
        ],
        [
            52,
            19,
            86,
            52,
            19,
            86
        ],
        [
            72,
            75,
            69,
            72,
            75,
            69
        ],
        [
            5207,
            1796,
            3411,
            5207,
            1796,
            3411
        ],
        [
            0,
            0,
            40.204761,
            0,
            0,
            40.204761
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409880,
            -51824,
            -25325,
            278666,
            -57312,
            -56653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5529,
    "evaluation_days": 921.5,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1683043200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759193691382,
    "expiration_time": 1761768000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 112,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)