ethereum · arbitrage

0x00000000000000000000000000140417d8aa2000

arbitrage · ethereum

100

Final signal

Track Record

Moderate copy · Copy strength 17

7-day rolling

+-7.02%

Monthly return

Per-trade return: -0.01%

30d Win Rate: 69.1%

Trades: 94

Max drawdown: 26.66%

Sharpe: -0.19 · PF: 0.97

30-day rolling

+-2.9%

Monthly return

Per-trade return: +0%

30d Win Rate: 71.2%

Trades: 403

Max drawdown: 39.25%

Sharpe: -0.05 · PF: 0.99

90-day rolling

+16.41%

Monthly return

Per-trade return: +0.04%

30d Win Rate: 73.4%

Trades: 1207

Max drawdown: 39.25%

Sharpe: 0.66 · PF: 1.1

Recent simulated copies

BUY JUP-1.345%

BUY JUP-1.352%

BUY ARB+0.503%

BUY ARB+0.506%

BUY ARB+0.509%

BUY ARB+0.512%

BUY ARB+0.546%

BUY ARB+0.549%

BUY WIF+0.635%

BUY JUP-1.894%

BUY JUP-1.899%

BUY JUP-1.906%

Backtests simulate historical on-chain trades; not a guarantee of future returns.

Cross-validated

· 样本外表现稳定
· 信号新鲜（8m内）
· 近15min有方向性买入信号
· 集群方向共识明确
· 流动性可跟单
· 通过反操纵检测

Score breakdown

winRate71

riskAdjustedReturn98

maxDrawdown62

frequencyStability100

tradeSize100

holdingPeriod60

tokenDiversity59

alpha98

liquidity78

contractSafety80

addressPurity78

labelValidation76

Copy sizing mode

Every copy trade uses the same USDC amount.

Per-trade amount100 USDC