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Trade: ARB/USDT/480/EMA/MIDPRICE/4317

Strategy
ARB/USDT/480/EMA/MIDPRICE/4317
Pair
ARB_USDT
Interval
8h
Score
552242
Daily Profit
0.163682
Profit Factor
2.518894
Profitability
61.904762
Streak
86.099975
Best Strategy
Training Data Length
927.000000
Evaluation Time
2025-10-05 05:23
Expiration Time
2025-11-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320013.6303 168280.0334 151733.5969 523595.4878 183315.9011 340279.5867
Total P&L (%) 320.0136 168.28 151.7336 523.5955 183.3159 340.2796
Avg Daily Profit (%) 0.3452 0.1815 0.1637 0.1976 0.1124 0.16
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64378 -71609 -36193 -328706 -262306 -192893
Profit Factor 1.9086 1.667 2.5189 1.4418 1.2234 1.9333
Total Trades 84 42 42 84 42 42
Winning Trades 46 20 26 46 20 26
Losing Trades 38 22 16 38 22 16
Profitability (%) 54.7619 47.619 61.9048 54.7619 47.619 61.9048
Ratio Avg Win / Avg Loss 1.5767 1.8337 1.5501 1.1911 1.3458 1.1897
Largest Winning Trade 124282 124282 32392 199352 199352 124370
Largest Losing Trade -43816 -43816 -30951 -222727 -222727 -172821
Avg Bars in Trades 31 41 22 31 41 22
Avg Bars in Winners 36 49 27 36 49 27
Avg Bars in Losers 25 33 14 25 33 14
Bars Traded 2669 1732 937 2669 1732 937
Profit Streak 12.1 0 86.1 12.1 0 86.1
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502189 350573 552242 375543 -44202 470431
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2781,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682035200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631037886,
    "expiration_time": 1762214400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "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": [
        [
            320013.6302915468,
            168280.0333669968,
            151733.5969245498,
            523595.4877502209,
            183315.9010652573,
            340279.5866849639
        ],
        [
            320.01363,
            168.280033,
            151.733597,
            523.595488,
            183.315901,
            340.279587
        ],
        [
            0.345214,
            0.181532,
            0.163682,
            0.197642,
            0.112403,
            0.160024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64378,
            -71609,
            -36193,
            -328706,
            -262306,
            -192893
        ],
        [
            1.908608,
            1.666972,
            2.518894,
            1.441822,
            1.223426,
            1.933282
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            54.761905,
            47.619048,
            61.904762,
            54.761905,
            47.619048,
            61.904762
        ],
        [
            1.576676,
            1.833669,
            1.550089,
            1.19107,
            1.345769,
            1.189712
        ],
        [
            124282,
            124282,
            32392,
            199352,
            199352,
            124370
        ],
        [
            -43816,
            -43816,
            -30951,
            -222727,
            -222727,
            -172821
        ],
        [
            31,
            41,
            22,
            31,
            41,
            22
        ],
        [
            36,
            49,
            27,
            36,
            49,
            27
        ],
        [
            25,
            33,
            14,
            25,
            33,
            14
        ],
        [
            2669,
            1732,
            937,
            2669,
            1732,
            937
        ],
        [
            12.099975,
            0,
            86.099975,
            12.099975,
            0,
            86.099976
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502189,
            350573,
            552242,
            375543,
            -44202,
            470431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2781,
    "evaluation_days": 927,
    "actual_first_datapoint_time": 1679558400000,
    "first_datapoint_time": 1682035200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631037886,
    "expiration_time": 1762214400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "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)