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Trade: AR/USDT/240/VWMA/MIDPOINT/5300

Strategy
AR/USDT/240/VWMA/MIDPOINT/5300
Pair
AR_USDT
Interval
4h
Score
327087
Daily Profit
0.253437
Profit Factor
2.932793
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-26 12:30
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 461773.3531 404022.3625 57750.9906 212065.7071 505160.475 -293094.7679
Total P&L (%) 461.7734 404.0224 57.751 212.0657 505.1605 -293.0948
Avg Daily Profit (%) 0.2897 0.2534 0.0362 0.0714 0.113 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148709 -88905 -96403 -736381 -448776 -437968
Profit Factor 2.0274 2.9328 1.2402 1.1438 1.7401 0.6301
Total Trades 67 34 33 67 34 33
Winning Trades 24 13 11 24 13 11
Losing Trades 43 21 22 43 21 22
Profitability (%) 35.8209 38.2353 33.3333 35.8209 38.2353 33.3333
Ratio Avg Win / Avg Loss 3.6325 4.7376 2.4804 2.0493 2.8109 1.2603
Largest Winning Trade 238509 238509 68765 643209 643209 131430
Largest Losing Trade -43103 -26251 -43103 -256848 -173080 -256848
Avg Bars in Trades 135 105 165 135 105 165
Avg Bars in Winners 274 201 361 274 201 361
Avg Bars in Losers 57 46 68 57 46 68
Bars Traded 9068 3599 5469 9068 3599 5469
Profit Streak 0 0 14.8964 0 0 14.8964
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114551 327087 -150410 -285651 -43022 -585030

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": 1624521600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879050007,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 22,
            "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": [
        [
            461773.3530824498,
            404022.3624505789,
            57750.9906318708,
            212065.7070646254,
            505160.4749620741,
            -293094.7678974487
        ],
        [
            461.773353,
            404.022362,
            57.750991,
            212.065707,
            505.160475,
            -293.094768
        ],
        [
            0.289664,
            0.253437,
            0.036226,
            0.071413,
            0.112996,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148709,
            -88905,
            -96403,
            -736381,
            -448776,
            -437968
        ],
        [
            2.027434,
            2.932793,
            1.240221,
            1.143768,
            1.740056,
            0.630143
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            35.820896,
            38.235294,
            33.333333,
            35.820896,
            38.235294,
            33.333333
        ],
        [
            3.632486,
            4.737588,
            2.480442,
            2.049251,
            2.81086,
            1.260287
        ],
        [
            238509,
            238509,
            68765,
            643209,
            643209,
            131430
        ],
        [
            -43103,
            -26251,
            -43103,
            -256848,
            -173080,
            -256848
        ],
        [
            135,
            105,
            165,
            135,
            105,
            165
        ],
        [
            274,
            201,
            361,
            274,
            201,
            361
        ],
        [
            57,
            46,
            68,
            57,
            46,
            68
        ],
        [
            9068,
            3599,
            5469,
            9068,
            3599,
            5469
        ],
        [
            0,
            0,
            14.896412,
            0,
            0,
            14.896412
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114551,
            327087,
            -150410,
            -285651,
            -43022,
            -585030
        ]
    ]
}
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": 1624521600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879050007,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 22,
            "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)