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Trade: ARB/USDT/30/VWAP/LINREG/3322

Strategy
ARB/USDT/30/VWAP/LINREG/3322
Pair
ARB_USDT
Interval
30m
Score
306666
Daily Profit
0.180400
Profit Factor
1.461478
Profitability
47.916667
Streak
18.908639
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 17:48
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165690.6383 71732.996 93957.6422 192370.7242 115460.8544 76909.8698
Total P&L (%) 165.6906 71.733 93.9576 192.3707 115.4609 76.9099
Avg Daily Profit (%) 0.3181 0.1377 0.1804 0.2062 0.1475 0.1096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43650 -45573 -32998 -170477 -102828 -134432
Profit Factor 1.4215 1.3786 1.4615 1.2305 1.2775 1.1838
Total Trades 193 97 96 193 97 96
Winning Trades 81 35 46 81 35 46
Losing Trades 112 62 50 112 62 50
Profitability (%) 41.9689 36.0825 47.9167 41.9689 36.0825 47.9167
Ratio Avg Win / Avg Loss 1.9655 2.442 1.5886 1.7015 2.263 1.2867
Largest Winning Trade 39048 39048 28223 119634 119634 42144
Largest Losing Trade -19523 -18984 -19523 -49445 -44141 -49445
Avg Bars in Trades 126 121 132 126 121 132
Avg Bars in Winners 205 207 203 205 207 203
Avg Bars in Losers 70 72 67 70 72 67
Bars Traded 24481 11745 12736 24481 11745 12736
Profit Streak 0 0 18.9086 0 0 18.9086
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 283924 -13770 306666 207466 -1370 -66142
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713997800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758984506390,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 150
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 134,
            "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": [
        [
            165690.6382687665,
            71732.9960191261,
            93957.6422496403,
            192370.7242318154,
            115460.8543929569,
            76909.8698388585
        ],
        [
            165.690638,
            71.732996,
            93.957642,
            192.370724,
            115.460854,
            76.90987
        ],
        [
            0.318128,
            0.137728,
            0.1804,
            0.206201,
            0.147491,
            0.109591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43650,
            -45573,
            -32998,
            -170477,
            -102828,
            -134432
        ],
        [
            1.421509,
            1.378563,
            1.461478,
            1.230513,
            1.277483,
            1.183806
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            112,
            62,
            50,
            112,
            62,
            50
        ],
        [
            41.968912,
            36.082474,
            47.916667,
            41.968912,
            36.082474,
            47.916667
        ],
        [
            1.965543,
            2.442025,
            1.588563,
            1.701451,
            2.262969,
            1.286745
        ],
        [
            39048,
            39048,
            28223,
            119634,
            119634,
            42144
        ],
        [
            -19523,
            -18984,
            -19523,
            -49445,
            -44141,
            -49445
        ],
        [
            126,
            121,
            132,
            126,
            121,
            132
        ],
        [
            205,
            207,
            203,
            205,
            207,
            203
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            24481,
            11745,
            12736,
            24481,
            11745,
            12736
        ],
        [
            0,
            0,
            18.908639,
            0,
            0,
            18.908639
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            283924,
            -13770,
            306666,
            207466,
            -1370,
            -66142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713997800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758984506390,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 150
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 134,
            "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)