正在抓取实时行情...
正在抓取实时行情...
base · arbitrage
arbitrage · base
94
Final signal
Track Record
7-day rolling
+-32.85%
Monthly return
Per-trade return: -0.12%
30d Win Rate: 65.7%
Trades: 67
Max drawdown: 25.71%
Sharpe: -2.06 · PF: 0.74
30-day rolling
+-20.46%
Monthly return
Per-trade return: -0.08%
30d Win Rate: 65.7%
Trades: 283
Max drawdown: 31.38%
Sharpe: -1.44 · PF: 0.81
90-day rolling
+-5.66%
Monthly return
Per-trade return: -0.02%
30d Win Rate: 68.4%
Trades: 849
Max drawdown: 35.5%
Sharpe: -0.36 · PF: 0.95
Recent simulated copies
Backtests simulate historical on-chain trades; not a guarantee of future returns.
Score breakdown