arbitrage direction | buying time | closing time | in-sample | 2 days out of sample success rate | 5 days out of sample success rate |
positive | 9:31 | 9:40 | 70.0% | 100% | 60.0% |
positive | 9:55 | 10:00 | 70.0% | 100% | 60.0% |
negative | 10:25 | 10:30 | 70.0% | 100% | 80.0% |
negative | 10:45 | 10:50 | 60.0% | 50% | 60.0% |
negative | 10:55 | 11:00 | 60.0% | 50% | 60.0% |
positive | 13:20 | 13:45 | 90.0% | 100% | 60.0% |
positive | 13:50 | 13:55 | 50.0% | 100% | 100.0% |
negative | 14:00 | 14:05 | 70.0% | 100% | 100.0% |
positive | 14:15 | 14:25 | 70.0% | 50% | 60.0% |
positive | 14:30 | 14:45 | 60% | 0% | 60.0% |
positive | 14:50 | 14:55 | 70% | 50% | 40% |
negative | 14:55 | 15:00 | 80% | 100% | 60% |
the total success rat | 69.2% | 83.3% | 66.7% | ||
profit (yuan) | 41951.54 | 7628.28 | 15424.53 | ||
the biggest profit (yuan) | 4284.81 | 1521.907 | 3121.601 | ||
the biggest loss (yuan) | −2877.28 | −1799.34 | −1799.34 |