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Trade: ARB/USDT/360/EMA/MIDPRICE/5798

Strategy
ARB/USDT/360/EMA/MIDPRICE/5798
Pair
ARB_USDT
Interval
6h
Score
395468
Daily Profit
0.241945
Profit Factor
1.741781
Profitability
55.421687
Streak
62.200444
Best Strategy
Training Data Length
923.000000
Evaluation Time
2025-10-01 13:48
Expiration Time
2025-10-31 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223315.5255 114020.7768 109294.7487 231912.6197 45246.9664 186665.6533
Total P&L (%) 223.3155 114.0208 109.2947 231.9126 45.247 186.6657
Avg Daily Profit (%) 0.2419 0.1235 0.1184 0.1301 0.0404 0.1142
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69964 -77081 -31357 -251539 -235494 -117824
Profit Factor 1.7418 1.5492 2.1695 1.2726 1.0796 1.6617
Total Trades 83 41 42 83 41 42
Winning Trades 46 18 28 46 18 28
Losing Trades 37 23 14 37 23 14
Profitability (%) 55.4217 43.9024 66.6667 55.4217 43.9024 66.6667
Ratio Avg Win / Avg Loss 1.401 1.9796 1.0847 1.0236 1.3794 0.8308
Largest Winning Trade 109290 109290 29809 144009 144009 67847
Largest Losing Trade -36847 -36847 -20805 -125342 -125342 -66013
Avg Bars in Trades 41 48 33 41 48 33
Avg Bars in Winners 48 65 36 48 65 36
Avg Bars in Losers 32 35 26 32 35 26
Bars Traded 3403 2005 1398 3403 2005 1398
Profit Streak 62.2004 62.2004 75.4504 62.2004 62.2004 75.4504
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395468 -27153 -28281 -18657 -275409 -36592
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3692,
    "evaluation_days": 923,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682359200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759315718411,
    "expiration_time": 1761890400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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": [
        [
            223315.5254812294,
            114020.7768305109,
            109294.7486507186,
            231912.6196791924,
            45246.966368847,
            186665.6533103453
        ],
        [
            223.315525,
            114.020777,
            109.294749,
            231.91262,
            45.246966,
            186.665653
        ],
        [
            0.241945,
            0.123533,
            0.118413,
            0.130063,
            0.040449,
            0.114165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69964,
            -77081,
            -31357,
            -251539,
            -235494,
            -117824
        ],
        [
            1.741781,
            1.549237,
            2.169498,
            1.272589,
            1.079567,
            1.661665
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            55.421687,
            43.902439,
            66.666667,
            55.421687,
            43.902439,
            66.666667
        ],
        [
            1.400998,
            1.97958,
            1.084749,
            1.023604,
            1.379447,
            0.830832
        ],
        [
            109290,
            109290,
            29809,
            144009,
            144009,
            67847
        ],
        [
            -36847,
            -36847,
            -20805,
            -125342,
            -125342,
            -66013
        ],
        [
            41,
            48,
            33,
            41,
            48,
            33
        ],
        [
            48,
            65,
            36,
            48,
            65,
            36
        ],
        [
            32,
            35,
            26,
            32,
            35,
            26
        ],
        [
            3403,
            2005,
            1398,
            3403,
            2005,
            1398
        ],
        [
            62.200444,
            62.200444,
            75.450444,
            62.200445,
            62.200445,
            75.450445
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395468,
            -27153,
            -28281,
            -18657,
            -275409,
            -36592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3692,
    "evaluation_days": 923,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682359200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759315718411,
    "expiration_time": 1761890400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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)