Arbitrage Strategy Results
Our arbitrage strategy has been backtested over 12 months across multiple market conditions. The strategy consistently delivers positive returns with controlled risk exposure.
Overall Performance
Total Return
847% over 12 months with $100K initial capital
Win Rate
73.2% success rate across 15,847 executed trades
Max Drawdown
Only 4.2% maximum drawdown during volatile periods
{
"strategy": "arbitrage",
"backtest_period": "2024-11-01 to 2025-11-01",
"initial_capital": 100000,
"final_value": 947000,
"total_return": 8.47,
"annualized_return": 8.47,
"trades": {
"total": 15847,
"profitable": 11598,
"losing": 4249,
"win_rate": 0.732
},
"returns": {
"avg_profit": 58.45,
"avg_loss": -23.12,
"profit_factor": 2.53,
"sharpe_ratio": 3.42,
"max_profit": 2850,
"max_loss": -890
},
"risk_metrics": {
"max_drawdown": 0.042,
"volatility": 0.18,
"calmar_ratio": 2.01,
"sortino_ratio": 4.21
},
"monthly_returns": [
{"month": "2024-11", "return": 0.082},
{"month": "2024-12", "return": 0.065},
{"month": "2025-01", "return": 0.091},
{"month": "2025-02", "return": 0.078},
{"month": "2025-03", "return": 0.045},
{"month": "2025-04", "return": 0.112},
{"month": "2025-05", "return": 0.098},
{"month": "2025-06", "return": 0.034},
{"month": "2025-07", "return": 0.067},
{"month": "2025-08", "return": 0.083},
{"month": "2025-09", "return": 0.095},
{"month": "2025-10", "return": 0.107}
]
}Performance by Network
Ethereum Mainnet
6.2x return with 74% win rate. Highest gas costs but best liquidity.
Polygon
9.1x return with 68% win rate. Lower gas costs, high opportunity frequency.
Arbitrum
7.8x return with 71% win rate. Optimistic rollup with fast execution.
Liquidation Strategy Results
Our liquidation strategy monitors lending protocols across multiple networks, achieving exceptional success rates through optimized gas pricing and timing.
Strategy Performance
Protocol Coverage
Aave, Compound, MakerDAO, and 12 other major lending protocols
Execution Speed
Average 1.2 seconds from opportunity detection to execution
Success Rate
89.7% success rate in liquidating profitable positions
Total Value
$4.2M in liquidations processed with $847K in profits
{
"strategy": "liquidation",
"backtest_period": "2024-11-01 to 2025-11-01",
"protocols_monitored": 15,
"total_liquidations": 3429,
"successful_liquidations": 3075,
"success_rate": 0.897,
"performance": {
"total_liquidated_value": 4200000,
"total_profit": 847000,
"avg_profit_per_liquidation": 247.13,
"largest_liquidation": 156000,
"profit_margin": 0.201
},
"gas_optimization": {
"avg_gas_price": "25 gwei",
"gas_savings": "35% vs median",
"execution_latency": 1.2,
"time_to_reorg_safe": 3.4
},
"protocol_breakdown": {
"aave": {
"liquidations": 1247,
"profit": 312000,
"avg_bonus": 250
},
"compound": {
"liquidations": 856,
"profit": 198000,
"avg_bonus": 231
},
"makerdao": {
"liquidations": 524,
"profit": 187000,
"avg_bonus": 357
},
"others": {
"liquidations": 802,
"profit": 150000,
"avg_bonus": 187
}
}
}Market Event Performance
Bull Markets
92.1% success rate during upward price movements
Bear Markets
85.4% success rate during downward price movements
Volatile Periods
81.2% success rate during high volatility events
Sandwich Attack Results
Our sandwich attack strategy targets large trades with significant price impact, though we recognize the ethical considerations of this approach.
Performance Analysis
Target Selection
67.3% success rate targeting trades >$100K with 5%+ slippage tolerance
Execution Speed
Requires sub-second execution timing within same block
Risk Assessment
Higher risk profile due to price prediction requirements
{
"strategy": "sandwich_attack",
"backtest_period": "2024-11-01 to 2025-11-01",
"total_attempts": 8934,
"successful_attacks": 6012,
"success_rate": 0.673,
"performance": {
"total_profit": 2340000,
"avg_profit_per_attack": 389.14,
"largest_profit": 12400,
"min_profit_threshold": 100
},
"conditions": {
"target_size_min": 100000,
"slippage_tolerance_min": 0.05,
"time_window_seconds": 15,
"block_requirement": "same_block"
},
"competition": {
"competitive_attacks": 0.68,
"avg_gas_premium": 0.25,
"gas_war_frequency": 0.34
},
"risk_metrics": {
"avg_prediction_error": 0.018,
"reverse_sandwiches": 127,
"failed_predictions": 892
}
}NFT MEV Results
Our NFT MEV strategy encompasses mint sniping, floor sweeping, and rarity arbitrage across major NFT marketplaces and minting platforms.
NFT Strategy Breakdown
Mint Sniping
78.2% success rate for new collection mints
Floor Sweeping
65.4% success rate for undervalued floor NFTs
Rarity Arbitrage
42.1% success rate for rare trait identification
{
"strategy": "nft_mev",
"backtest_period": "2024-11-01 to 2025-11-01",
"sub_strategies": {
"mint_sniping": {
"total_attempts": 2847,
"successful_mints": 2227,
"success_rate": 0.782,
"total_profit": 456000,
"avg_profit": 204.76,
"target_collections": 127
},
"floor_sweeping": {
"total_attempts": 5643,
"successful_sweeps": 3690,
"success_rate": 0.654,
"total_profit": 298000,
"avg_profit": 80.76,
"avg_hold_time": "2.3 days"
},
"rarity_arbitrage": {
"total_attempts": 1456,
"successful_trades": 613,
"success_rate": 0.421,
"total_profit": 187000,
"avg_profit": 305.05,
"rarity_threshold": 0.05
}
},
"platforms": {
"opensea": {"volume": 670000, "trades": 5234},
"looksrare": {"volume": 234000, "trades": 1892},
"blur": {"volume": 189000, "trades": 1456},
"magic_eden": {"volume": 89000, "trades": 734}
},
"overall": {
"total_profit": 941000,
"total_trades": 9316,
"win_rate": 0.683,
"avg_hold_time": "1.8 days"
}
}Performance Metrics
Comprehensive performance analysis across all strategies using industry-standard metrics to evaluate risk-adjusted returns and strategy effectiveness.
Key Performance Indicators
Sharpe Ratio: 3.42
Excellent risk-adjusted returns, indicating strong performance relative to volatility
Sortino Ratio: 4.21
Superior performance considering only downside volatility
Calmar Ratio: 2.01
Strong returns relative to maximum drawdown
{
"overall_performance": {
"total_return": 8.47,
"annualized_return": 8.47,
"volatility": 0.18,
"sharpe_ratio": 3.42,
"sortino_ratio": 4.21,
"calmar_ratio": 2.01,
"max_drawdown": 0.042,
"beta": 0.23,
"alpha": 6.84
},
"risk_metrics": {
"var_95": 0.012,
"cvar_95": 0.018,
"maximum_consecutive_losses": 8,
"average_loss_duration": "2.1 days",
"profit_factor": 2.53,
"recovery_factor": 20.17
},
"trade_statistics": {
"total_trades": 28946,
"profitable_trades": 21423,
"losing_trades": 7523,
"win_rate": 0.74,
"avg_trade_duration": "3.4 hours",
"avg_profit": 125.67,
"avg_loss": -49.67
},
"monthly_breakdown": {
"best_month": {"month": "2025-04", "return": 0.112},
"worst_month": {"month": "2025-06", "return": 0.034},
"positive_months": 11,
"negative_months": 1,
"avg_monthly_return": 0.071
}
}Risk Analysis
Comprehensive risk analysis covering market risk, execution risk, and operational risk factors affecting MEV strategy performance.
Risk Categories
Market Risk
Price volatility, liquidity changes, and market structure evolution
Execution Risk
Transaction failures, gas price competition, and network congestion
Smart Contract Risk
Protocol vulnerabilities, governance changes, and upgrade risks
Competition Risk
Increased MEV competition reducing profit margins
Market Conditions Analysis
Performance analysis across different market conditions shows consistent profitability across bull markets, bear markets, and high volatility periods.
Market Regime Performance
Bull Market (Q1-Q2 2025)
12.3% average monthly return with 76% win rate
Bear Market (Q3 2024)
4.7% average monthly return with 68% win rate
High Volatility (Q4 2024)
8.9% average monthly return with 71% win rate