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Trade: ARB/USDT/15/LINREG/VWAP/1211

Strategy
ARB/USDT/15/LINREG/VWAP/1211
Pair
ARB_USDT
Interval
15m
Score
301328
Daily Profit
0.566746
Profit Factor
1.362889
Profitability
39.922481
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 07:46
Expiration Time
2025-12-13 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 147591.9181 67861.4271 79730.491 208334.1978 107638.7826 100695.4152
Total P&L (%) 147.5919 67.8614 79.7305 208.3342 107.6388 100.6954
Avg Daily Profit (%) 0.5667 0.2606 0.3062 0.4333 0.281 0.2679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58888 -61697 -20925 -50796 -47380 -33958
Profit Factor 1.3629 1.3309 1.3954 1.4619 1.4909 1.4345
Total Trades 258 129 129 258 129 129
Winning Trades 103 50 53 103 50 53
Losing Trades 155 79 76 155 79 76
Profitability (%) 39.9225 38.7597 41.0853 39.9225 38.7597 41.0853
Ratio Avg Win / Avg Loss 2.0509 2.1029 2.0009 2.2 2.3556 2.057
Largest Winning Trade 23297 22301 23297 29623 29623 28377
Largest Losing Trade -13411 -13411 -10537 -23506 -12405 -23506
Avg Bars in Trades 95 97 94 95 97 94
Avg Bars in Winners 154 157 151 154 157 151
Avg Bars in Losers 57 58 55 57 58 55
Bars Traded 24759 12532 12227 24759 12532 12227
Profit Streak 0 4.3238 0 0 4.3238 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301328 125410 188353 282063 172005 185177
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736621100000,
    "first_datapoint_time": 1736807400000,
    "last_datapoint_time": 1759120200000,
    "evaluation_time": 1759121175355,
    "expiration_time": 1765600200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 156,
            "offset": 52
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            147591.9180698079,
            67861.4270866027,
            79730.4909832051,
            208334.1978006089,
            107638.7826001009,
            100695.4152005081
        ],
        [
            147.591918,
            67.861427,
            79.730491,
            208.334198,
            107.638783,
            100.695415
        ],
        [
            0.566746,
            0.260585,
            0.306161,
            0.43332,
            0.280952,
            0.267856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58888,
            -61697,
            -20925,
            -50796,
            -47380,
            -33958
        ],
        [
            1.362889,
            1.33094,
            1.395377,
            1.461936,
            1.490916,
            1.434516
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            155,
            79,
            76,
            155,
            79,
            76
        ],
        [
            39.922481,
            38.75969,
            41.085271,
            39.922481,
            38.75969,
            41.085271
        ],
        [
            2.050949,
            2.102885,
            2.000918,
            2.2,
            2.355647,
            2.057042
        ],
        [
            23297,
            22301,
            23297,
            29623,
            29623,
            28377
        ],
        [
            -13411,
            -13411,
            -10537,
            -23506,
            -12405,
            -23506
        ],
        [
            95,
            97,
            94,
            95,
            97,
            94
        ],
        [
            154,
            157,
            151,
            154,
            157,
            151
        ],
        [
            57,
            58,
            55,
            57,
            58,
            55
        ],
        [
            24759,
            12532,
            12227,
            24759,
            12532,
            12227
        ],
        [
            0,
            4.323789,
            0,
            0,
            4.323789,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301328,
            125410,
            188353,
            282063,
            172005,
            185177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736621100000,
    "first_datapoint_time": 1736807400000,
    "last_datapoint_time": 1759120200000,
    "evaluation_time": 1759121175355,
    "expiration_time": 1765600200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 156,
            "offset": 52
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)