← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ARB/USDT/120/MIDPOINT/SMA/6703

Strategy
ARB/USDT/120/MIDPOINT/SMA/6703
Pair
ARB_USDT
Interval
2h
Score
310738
Daily Profit
0.177319
Profit Factor
1.387241
Profitability
52.336449
Streak
0.000000
Best Strategy
Training Data Length
925.420000
Evaluation Time
2025-10-04 01:59
Expiration Time
2025-11-06 07:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 164094.57 71742.124 92352.4459 98259.4624 53004.889 45254.5734
Total P&L (%) 164.0946 71.7421 92.3524 98.2595 53.0049 45.2546
Avg Daily Profit (%) 0.1773 0.0775 0.0998 0.074 0.046 0.0403
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54001 -57226 -70557 -70947 -48845 -61791
Profit Factor 1.3872 1.3697 1.402 1.2158 1.2589 1.1806
Total Trades 107 54 53 107 54 53
Winning Trades 56 27 29 56 27 29
Losing Trades 51 27 24 51 27 24
Profitability (%) 52.3364 50 54.717 52.3364 50 54.717
Ratio Avg Win / Avg Loss 1.2634 1.3697 1.1603 1.1072 1.2589 0.977
Largest Winning Trade 67133 67133 40003 43724 41154 43724
Largest Losing Trade -40829 -17957 -40829 -45326 -24553 -45326
Avg Bars in Trades 99 76 122 99 76 122
Avg Bars in Winners 89 67 109 89 67 109
Avg Bars in Losers 110 86 138 110 86 138
Bars Traded 10655 4146 6509 10655 4146 6509
Profit Streak 0 0 16.1246 0 0 16.1246
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310738 -268986 -237905 -94004 -312871 -343168
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11105,
    "evaluation_days": 925.42,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681351200000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759532362660,
    "expiration_time": 1762407216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "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": [
        [
            164094.5699722758,
            71742.1240402552,
            92352.4459320206,
            98259.4623578442,
            53004.8889807572,
            45254.573377087
        ],
        [
            164.09457,
            71.742124,
            92.352446,
            98.259462,
            53.004889,
            45.254573
        ],
        [
            0.177319,
            0.077524,
            0.099795,
            0.073984,
            0.045968,
            0.040348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54001,
            -57226,
            -70557,
            -70947,
            -48845,
            -61791
        ],
        [
            1.387241,
            1.369716,
            1.402046,
            1.2158,
            1.258885,
            1.180597
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            52.336449,
            50,
            54.716981,
            52.336449,
            50,
            54.716981
        ],
        [
            1.263381,
            1.369716,
            1.160314,
            1.107246,
            1.258885,
            0.977046
        ],
        [
            67133,
            67133,
            40003,
            43724,
            41154,
            43724
        ],
        [
            -40829,
            -17957,
            -40829,
            -45326,
            -24553,
            -45326
        ],
        [
            99,
            76,
            122,
            99,
            76,
            122
        ],
        [
            89,
            67,
            109,
            89,
            67,
            109
        ],
        [
            110,
            86,
            138,
            110,
            86,
            138
        ],
        [
            10655,
            4146,
            6509,
            10655,
            4146,
            6509
        ],
        [
            0,
            0,
            16.124568,
            0,
            0,
            16.124568
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310738,
            -268986,
            -237905,
            -94004,
            -312871,
            -343168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 11105,
    "evaluation_days": 925.42,
    "actual_first_datapoint_time": 1679580000000,
    "first_datapoint_time": 1681351200000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759532362660,
    "expiration_time": 1762407216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "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)