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Trade: ARB/USDT/360/MIDPRICE/EMA/9267

Strategy
ARB/USDT/360/MIDPRICE/EMA/9267
Pair
ARB_USDT
Interval
6h
Score
377258
Daily Profit
0.174699
Profit Factor
1.310827
Profitability
55.357143
Streak
15.084149
Best Strategy
Training Data Length
923.000000
Evaluation Time
2025-10-01 11:01
Expiration Time
2025-10-31 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161247.3543 70577.0289 90670.3255 127692.3948 66213.2055 61479.1894
Total P&L (%) 161.2474 70.577 90.6703 127.6924 66.2132 61.4792
Avg Daily Profit (%) 0.1747 0.0765 0.0982 0.0892 0.0551 0.0519
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65234 -54501 -72541 -72085 -67383 -72749
Profit Factor 1.3108 1.2616 1.3642 1.2292 1.2284 1.2301
Total Trades 168 84 84 168 84 84
Winning Trades 93 49 44 93 49 44
Losing Trades 75 35 40 75 35 40
Profitability (%) 55.3571 58.3333 52.381 55.3571 58.3333 52.381
Ratio Avg Win / Avg Loss 1.0571 0.9011 1.2402 0.9913 0.8775 1.1182
Largest Winning Trade 34678 25632 34678 36718 36718 26058
Largest Losing Trade -31465 -24182 -31465 -33529 -30798 -33529
Avg Bars in Trades 21 17 25 21 17 25
Avg Bars in Winners 18 15 22 18 15 22
Avg Bars in Losers 24 20 28 24 20 28
Bars Traded 3591 1488 2103 3591 1488 2103
Profit Streak 15.0841 15.0841 18.8341 15.0841 15.0841 18.8341
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377258 -91056 -60028 -72981 -120045 -123152
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3692,
    "evaluation_days": 923,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681106400000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305670463,
    "expiration_time": 1761890400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 65,
            "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": [
        [
            161247.3543138242,
            70577.0288637349,
            90670.3254500893,
            127692.3948438018,
            66213.2054808414,
            61479.1893629603
        ],
        [
            161.247354,
            70.577029,
            90.670325,
            127.692395,
            66.213205,
            61.479189
        ],
        [
            0.174699,
            0.076465,
            0.098234,
            0.089187,
            0.055064,
            0.051932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65234,
            -54501,
            -72541,
            -72085,
            -67383,
            -72749
        ],
        [
            1.310827,
            1.261581,
            1.364197,
            1.229216,
            1.22844,
            1.230058
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            55.357143,
            58.333333,
            52.380952,
            55.357143,
            58.333333,
            52.380952
        ],
        [
            1.057118,
            0.901129,
            1.240179,
            0.991303,
            0.877457,
            1.118234
        ],
        [
            34678,
            25632,
            34678,
            36718,
            36718,
            26058
        ],
        [
            -31465,
            -24182,
            -31465,
            -33529,
            -30798,
            -33529
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            18,
            15,
            22,
            18,
            15,
            22
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            3591,
            1488,
            2103,
            3591,
            1488,
            2103
        ],
        [
            15.084149,
            15.084149,
            18.834149,
            15.084149,
            15.084149,
            18.834149
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377258,
            -91056,
            -60028,
            -72981,
            -120045,
            -123152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3692,
    "evaluation_days": 923,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1681106400000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305670463,
    "expiration_time": 1761890400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 65,
            "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)