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Trade: AR/USDT/240/ALMA/VWMA/5126

Strategy
AR/USDT/240/ALMA/VWMA/5126
Pair
AR_USDT
Interval
4h
Score
458958
Daily Profit
0.372447
Profit Factor
1.895212
Profitability
48.421053
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-27 20:15
Expiration Time
2025-11-11 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593743.6582 511528.533 82215.1251 205232.554 1100371.598 -895139.044
Total P&L (%) 593.7437 511.5285 82.2151 205.2326 1100.3716 -895.139
Avg Daily Profit (%) 0.3724 0.3209 0.0516 0.07 0.156 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171855 -148786 -100445 -2846390 -1815760 -1560454
Profit Factor 1.8952 2.4985 1.2554 1.0335 1.3632 0.7102
Total Trades 95 47 48 95 47 48
Winning Trades 46 18 28 46 18 28
Losing Trades 49 29 20 49 29 20
Profitability (%) 48.4211 38.2979 58.3333 48.4211 38.2979 58.3333
Ratio Avg Win / Avg Loss 2.0188 4.0254 0.8967 1.1009 2.1963 0.5073
Largest Winning Trade 292401 292401 51826 2348459 2348459 513566
Largest Losing Trade -55122 -28581 -55122 -1340772 -561848 -1340772
Avg Bars in Trades 97 96 98 97 96 98
Avg Bars in Winners 132 157 116 132 157 116
Avg Bars in Losers 64 58 72 64 58 72
Bars Traded 9258 4534 4724 9258 4534 4724
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458958 337085 -124729 -283433 171839 -579609
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623211200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993335738,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "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": [
        [
            593743.6581643913,
            511528.5330403252,
            82215.125124066,
            205232.5540202908,
            1100371.5980369393,
            -895139.0440166483
        ],
        [
            593.743658,
            511.528533,
            82.215125,
            205.232554,
            1100.371598,
            -895.139044
        ],
        [
            0.372447,
            0.320875,
            0.051572,
            0.070024,
            0.156016,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171855,
            -148786,
            -100445,
            -2846390,
            -1815760,
            -1560454
        ],
        [
            1.895212,
            2.498544,
            1.255411,
            1.033541,
            1.363204,
            0.710241
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            48.421053,
            38.297872,
            58.333333,
            48.421053,
            38.297872,
            58.333333
        ],
        [
            2.018812,
            4.025432,
            0.896722,
            1.100946,
            2.196273,
            0.507315
        ],
        [
            292401,
            292401,
            51826,
            2348459,
            2348459,
            513566
        ],
        [
            -55122,
            -28581,
            -55122,
            -1340772,
            -561848,
            -1340772
        ],
        [
            97,
            96,
            98,
            97,
            96,
            98
        ],
        [
            132,
            157,
            116,
            132,
            157,
            116
        ],
        [
            64,
            58,
            72,
            64,
            58,
            72
        ],
        [
            9258,
            4534,
            4724,
            9258,
            4534,
            4724
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458958,
            337085,
            -124729,
            -283433,
            171839,
            -579609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623211200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993335738,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "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)