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Trade: ARB/USDT/30/ALMA/MIDPOINT/8709

Strategy
ARB/USDT/30/ALMA/MIDPOINT/8709
Pair
ARB_USDT
Interval
30m
Score
336084
Daily Profit
0.339332
Profit Factor
1.424116
Profitability
44.489796
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-03 07:24
Expiration Time
2025-12-17 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 176734.4356 74742.7936 101991.642 247523.3261 62630.5915 184892.7346
Total P&L (%) 176.7344 74.7428 101.9916 247.5233 62.6306 184.8927
Avg Daily Profit (%) 0.3393 0.1435 0.1958 0.2395 0.0934 0.2012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67342 -62987 -31977 -261809 -259155 -118174
Profit Factor 1.4241 1.3341 1.5285 1.1836 1.0856 1.3
Total Trades 245 122 123 245 122 123
Winning Trades 109 51 58 109 51 58
Losing Trades 136 71 65 136 71 65
Profitability (%) 44.4898 41.8033 47.1545 44.4898 41.8033 47.1545
Ratio Avg Win / Avg Loss 1.7769 1.8572 1.713 1.4768 1.5113 1.4569
Largest Winning Trade 34400 34400 25255 112186 112186 65753
Largest Losing Trade -21953 -21953 -14032 -89781 -89781 -51599
Avg Bars in Trades 99 97 101 99 97 101
Avg Bars in Winners 136 133 139 136 133 139
Avg Bars in Losers 70 72 68 70 72 68
Bars Traded 24478 11937 12541 24478 11937 12541
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336084 -4047 297855 -11987 -197973 209251
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714465800000,
    "first_datapoint_time": 1714860000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759465491070,
    "expiration_time": 1765944000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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": [
        [
            176734.4355722782,
            74742.7935599717,
            101991.6420123062,
            247523.326082141,
            62630.5915008641,
            184892.7345812769
        ],
        [
            176.734436,
            74.742794,
            101.991642,
            247.523326,
            62.630592,
            184.892735
        ],
        [
            0.339332,
            0.143507,
            0.195825,
            0.239455,
            0.093416,
            0.201216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67342,
            -62987,
            -31977,
            -261809,
            -259155,
            -118174
        ],
        [
            1.424116,
            1.334079,
            1.528496,
            1.183647,
            1.085611,
            1.300029
        ],
        [
            245,
            122,
            123,
            245,
            122,
            123
        ],
        [
            109,
            51,
            58,
            109,
            51,
            58
        ],
        [
            136,
            71,
            65,
            136,
            71,
            65
        ],
        [
            44.489796,
            41.803279,
            47.154472,
            44.489796,
            41.803279,
            47.154472
        ],
        [
            1.776879,
            1.857247,
            1.71297,
            1.476844,
            1.511341,
            1.456929
        ],
        [
            34400,
            34400,
            25255,
            112186,
            112186,
            65753
        ],
        [
            -21953,
            -21953,
            -14032,
            -89781,
            -89781,
            -51599
        ],
        [
            99,
            97,
            101,
            99,
            97,
            101
        ],
        [
            136,
            133,
            139,
            136,
            133,
            139
        ],
        [
            70,
            72,
            68,
            70,
            72,
            68
        ],
        [
            24478,
            11937,
            12541,
            24478,
            11937,
            12541
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
            0,
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        ],
        [
            0.8,
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            0.8,
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            1.45
        ],
        [
            336084,
            -4047,
            297855,
            -11987,
            -197973,
            209251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714465800000,
    "first_datapoint_time": 1714860000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759465491070,
    "expiration_time": 1765944000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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)