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Trade: AR/USDT/120/VWMA/EMA/3922

Strategy
AR/USDT/120/VWMA/EMA/3922
Pair
AR_USDT
Interval
2h
Score
405498
Daily Profit
0.529673
Profit Factor
2.036097
Profitability
36.257310
Streak
42.432494
Best Strategy
Training Data Length
1598.000000
Evaluation Time
2025-09-28 19:22
Expiration Time
2025-11-25 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 846417.9455 673259.5363 173158.4093 1609505.3926 1577019.2859 32486.1067
Total P&L (%) 846.4179 673.2595 173.1584 1609.5054 1577.0193 32.4861
Avg Daily Profit (%) 0.5297 0.4213 0.1084 0.1778 0.1766 0.0176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133063 -119863 -105522 -4871179 -4009387 -4061255
Profit Factor 2.0361 2.557 1.4503 1.0607 1.1195 1.0024
Total Trades 171 86 85 171 86 85
Winning Trades 62 23 39 62 23 39
Losing Trades 109 63 46 109 63 46
Profitability (%) 36.2573 26.7442 45.8824 36.2573 26.7442 45.8824
Ratio Avg Win / Avg Loss 3.5796 7.004 1.7106 1.8648 3.0664 1.1824
Largest Winning Trade 423352 423352 51151 4418790 4418790 1336054
Largest Losing Trade -26620 -19459 -26620 -1304635 -736499 -1304635
Avg Bars in Trades 110 93 126 110 93 126
Avg Bars in Winners 197 195 199 197 195 199
Avg Bars in Losers 60 56 65 60 56 65
Bars Traded 18843 8060 10783 18843 8060 10783
Profit Streak 42.4325 42.4325 50.3492 42.4325 42.4325 50.3492
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405498 -7095 -47577 -148277 -102047 -391431
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19176,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622124000000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759076567489,
    "expiration_time": 1764038419200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "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": [
        [
            846417.9455385703,
            673259.5362638712,
            173158.4092746988,
            1609505.392560026,
            1577019.2858744217,
            32486.1066856043
        ],
        [
            846.417946,
            673.259536,
            173.158409,
            1609.505393,
            1577.019286,
            32.486107
        ],
        [
            0.529673,
            0.421314,
            0.108359,
            0.177804,
            0.176602,
            0.017605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133063,
            -119863,
            -105522,
            -4871179,
            -4009387,
            -4061255
        ],
        [
            2.036097,
            2.557028,
            1.450314,
            1.060684,
            1.119483,
            1.002438
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            62,
            23,
            39,
            62,
            23,
            39
        ],
        [
            109,
            63,
            46,
            109,
            63,
            46
        ],
        [
            36.25731,
            26.744186,
            45.882353,
            36.25731,
            26.744186,
            45.882353
        ],
        [
            3.579591,
            7.004033,
            1.710626,
            1.864751,
            3.066409,
            1.182363
        ],
        [
            423352,
            423352,
            51151,
            4418790,
            4418790,
            1336054
        ],
        [
            -26620,
            -19459,
            -26620,
            -1304635,
            -736499,
            -1304635
        ],
        [
            110,
            93,
            126,
            110,
            93,
            126
        ],
        [
            197,
            195,
            199,
            197,
            195,
            199
        ],
        [
            60,
            56,
            65,
            60,
            56,
            65
        ],
        [
            18843,
            8060,
            10783,
            18843,
            8060,
            10783
        ],
        [
            42.432494,
            42.432494,
            50.349161,
            42.432494,
            42.432494,
            50.349161
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405498,
            -7095,
            -47577,
            -148277,
            -102047,
            -391431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19176,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622124000000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759076567489,
    "expiration_time": 1764038419200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "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)