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Trade: ARB/USDT/60/MIDPRICE/VWMA/6834

Strategy
ARB/USDT/60/MIDPRICE/VWMA/6834
Pair
ARB_USDT
Interval
1h
Score
338664
Daily Profit
0.166114
Profit Factor
1.446309
Profitability
47.787611
Streak
22.878908
Best Strategy
Training Data Length
931.000000
Evaluation Time
2025-10-09 18:05
Expiration Time
2025-12-15 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154652.4476 67188.6806 87463.767 131637.4497 17614.2625 114023.1872
Total P&L (%) 154.6524 67.1887 87.4638 131.6375 17.6143 114.0232
Avg Daily Profit (%) 0.1661 0.0722 0.0939 0.0903 0.0174 0.0818
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67526 -60571 -45022 -158035 -145433 -131972
Profit Factor 1.4463 1.4043 1.4851 1.1685 1.048 1.2752
Total Trades 113 56 57 113 56 57
Winning Trades 54 22 32 54 22 32
Losing Trades 59 34 25 59 34 25
Profitability (%) 47.7876 39.2857 56.1404 47.7876 39.2857 56.1404
Ratio Avg Win / Avg Loss 1.5802 2.1702 1.1602 1.2767 1.6197 0.9962
Largest Winning Trade 60670 60670 33189 91160 91160 63953
Largest Losing Trade -23407 -13275 -23407 -51663 -31148 -51663
Avg Bars in Trades 194 179 208 194 179 208
Avg Bars in Winners 270 260 276 270 260 276
Avg Bars in Losers 124 126 121 124 126 121
Bars Traded 21925 10040 11885 21925 10040 11885
Profit Streak 22.8789 0 47.8789 22.8789 0 47.8789
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338664 -279159 -244600 -107594 -528842 -263792
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22344,
    "evaluation_days": 931,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680498000000,
    "last_datapoint_time": 1760022000000,
    "evaluation_time": 1760022337666,
    "expiration_time": 1765813564800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 100,
            "offset": 154
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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": [
        [
            154652.4475679768,
            67188.680581321,
            87463.7669866557,
            131637.4497482227,
            17614.2625214702,
            114023.1872267527
        ],
        [
            154.652448,
            67.188681,
            87.463767,
            131.63745,
            17.614263,
            114.023187
        ],
        [
            0.166114,
            0.072168,
            0.093946,
            0.090267,
            0.017428,
            0.081764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67526,
            -60571,
            -45022,
            -158035,
            -145433,
            -131972
        ],
        [
            1.446309,
            1.404256,
            1.485072,
            1.168542,
            1.04804,
            1.275164
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            47.787611,
            39.285714,
            56.140351,
            47.787611,
            39.285714,
            56.140351
        ],
        [
            1.580227,
            2.170214,
            1.160213,
            1.27674,
            1.619699,
            0.996222
        ],
        [
            60670,
            60670,
            33189,
            91160,
            91160,
            63953
        ],
        [
            -23407,
            -13275,
            -23407,
            -51663,
            -31148,
            -51663
        ],
        [
            194,
            179,
            208,
            194,
            179,
            208
        ],
        [
            270,
            260,
            276,
            270,
            260,
            276
        ],
        [
            124,
            126,
            121,
            124,
            126,
            121
        ],
        [
            21925,
            10040,
            11885,
            21925,
            10040,
            11885
        ],
        [
            22.878908,
            0,
            47.878908,
            22.878908,
            0,
            47.878908
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338664,
            -279159,
            -244600,
            -107594,
            -528842,
            -263792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22344,
    "evaluation_days": 931,
    "actual_first_datapoint_time": 1679583600000,
    "first_datapoint_time": 1680498000000,
    "last_datapoint_time": 1760022000000,
    "evaluation_time": 1760022337666,
    "expiration_time": 1765813564800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 100,
            "offset": 154
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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)