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Trade: ARB/USDT/240/VWAP/VWAP/8654

Strategy
ARB/USDT/240/VWAP/VWAP/8654
Pair
ARB_USDT
Interval
4h
Score
312241
Daily Profit
0.172576
Profit Factor
2.407750
Profitability
40.909091
Streak
0.000000
Best Strategy
Training Data Length
916.170000
Evaluation Time
2025-09-26 08:05
Expiration Time
2025-10-24 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221754.9017 110655.1227 111099.779 385363.8936 207310.5947 178053.2988
Total P&L (%) 221.7549 110.6551 111.0998 385.3639 207.3106 178.0533
Avg Daily Profit (%) 0.242 0.1208 0.1213 0.1726 0.1226 0.1117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35087 -29073 -43296 -42118 -24845 -37580
Profit Factor 2.0758 2.1071 2.0463 2.4078 2.5268 2.2906
Total Trades 88 44 44 88 44 44
Winning Trades 36 19 17 36 19 17
Losing Trades 52 25 27 52 25 27
Profitability (%) 40.9091 43.1818 38.6364 40.9091 43.1818 38.6364
Ratio Avg Win / Avg Loss 2.9983 2.7725 3.25 3.4779 3.3248 3.638
Largest Winning Trade 57635 57635 57326 108924 85077 108924
Largest Losing Trade -11594 -11594 -9424 -19443 -19443 -16630
Avg Bars in Trades 60 51 68 60 51 68
Avg Bars in Winners 120 95 147 120 95 147
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 5283 2286 2997 5283 2286 2997
Profit Streak 0 0 74.8786 0 0 74.8786
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310554 -30352 -30625 312241 -27093 -42928

Evaluation Data

{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5497,
    "evaluation_days": 916.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682352000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863107627,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 193
        }
    },
    "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": [
        [
            221754.9016585734,
            110655.1226813272,
            111099.7789772462,
            385363.8935638021,
            207310.5947176088,
            178053.2988461932
        ],
        [
            221.754902,
            110.655123,
            111.099779,
            385.363894,
            207.310595,
            178.053299
        ],
        [
            0.242046,
            0.12078,
            0.121265,
            0.172576,
            0.122617,
            0.111684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35087,
            -29073,
            -43296,
            -42118,
            -24845,
            -37580
        ],
        [
            2.075771,
            2.107106,
            2.046276,
            2.40775,
            2.526823,
            2.290563
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            40.909091,
            43.181818,
            38.636364,
            40.909091,
            43.181818,
            38.636364
        ],
        [
            2.998336,
            2.772508,
            3.249967,
            3.477861,
            3.324767,
            3.637953
        ],
        [
            57635,
            57635,
            57326,
            108924,
            85077,
            108924
        ],
        [
            -11594,
            -11594,
            -9424,
            -19443,
            -19443,
            -16630
        ],
        [
            60,
            51,
            68,
            60,
            51,
            68
        ],
        [
            120,
            95,
            147,
            120,
            95,
            147
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            5283,
            2286,
            2997,
            5283,
            2286,
            2997
        ],
        [
            0,
            0,
            74.87856,
            0,
            0,
            74.87856
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310554,
            -30352,
            -30625,
            312241,
            -27093,
            -42928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5497,
    "evaluation_days": 916.17,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682352000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863107627,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 193
        }
    },
    "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)