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Trade: AR/USDT/240/VWMA/MIDPRICE/2568

Strategy
AR/USDT/240/VWMA/MIDPRICE/2568
Pair
AR_USDT
Interval
4h
Score
476528
Daily Profit
0.579081
Profit Factor
2.470427
Profitability
41.958042
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-28 07:47
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 923154.0362 710724.6389 212429.3973 3014432.8853 1773326.5709 1241106.3144
Total P&L (%) 923.154 710.7246 212.4294 3014.4329 1773.3266 1241.1063
Avg Daily Profit (%) 0.5791 0.4458 0.1333 0.2159 0.184 0.163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92485 -68477 -110427 -1757826 -1626742 -2562083
Profit Factor 2.4704 2.7945 1.9166 1.2591 1.2539 1.2669
Total Trades 143 72 71 143 72 71
Winning Trades 60 26 34 60 26 34
Losing Trades 83 46 37 83 46 37
Profitability (%) 41.958 36.1111 47.8873 41.958 36.1111 47.8873
Ratio Avg Win / Avg Loss 3.4174 4.9441 2.0857 1.7417 2.2184 1.3787
Largest Winning Trade 448896 448896 61094 2346486 2346486 933221
Largest Losing Trade -40009 -23450 -40009 -1300537 -636614 -1300537
Avg Bars in Trades 65 57 74 65 57 74
Avg Bars in Winners 108 93 120 108 93 120
Avg Bars in Losers 34 36 32 34 36 32
Bars Traded 9426 4115 5311 9426 4115 5311
Profit Streak 0 0 49.5327 0 0 49.5327
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476528 -69387 -98710 229316 -76045 -79613
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": 1622462400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759034825182,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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": [
        [
            923154.0362290535,
            710724.638930774,
            212429.3972982796,
            3014432.88532869,
            1773326.570918297,
            1241106.3144103938
        ],
        [
            923.154036,
            710.724639,
            212.429397,
            3014.432885,
            1773.326571,
            1241.106314
        ],
        [
            0.579081,
            0.445827,
            0.133254,
            0.215933,
            0.183983,
            0.162981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92485,
            -68477,
            -110427,
            -1757826,
            -1626742,
            -2562083
        ],
        [
            2.470427,
            2.794496,
            1.916611,
            1.259081,
            1.253887,
            1.266882
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            41.958042,
            36.111111,
            47.887324,
            41.958042,
            36.111111,
            47.887324
        ],
        [
            3.417425,
            4.944108,
            2.085724,
            1.741729,
            2.218416,
            1.378666
        ],
        [
            448896,
            448896,
            61094,
            2346486,
            2346486,
            933221
        ],
        [
            -40009,
            -23450,
            -40009,
            -1300537,
            -636614,
            -1300537
        ],
        [
            65,
            57,
            74,
            65,
            57,
            74
        ],
        [
            108,
            93,
            120,
            108,
            93,
            120
        ],
        [
            34,
            36,
            32,
            34,
            36,
            32
        ],
        [
            9426,
            4115,
            5311,
            9426,
            4115,
            5311
        ],
        [
            0,
            0,
            49.532699,
            0,
            0,
            49.532699
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476528,
            -69387,
            -98710,
            229316,
            -76045,
            -79613
        ]
    ]
}
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": 1622462400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759034825182,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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)