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Trade: AR/USDT/30/VWMA/KCB/4811

Strategy
AR/USDT/30/VWMA/KCB/4811
Pair
AR_USDT
Interval
30m
Score
323272
Daily Profit
0.232688
Profit Factor
1.463164
Profitability
47.826087
Streak
12.910508
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 11:21
Expiration Time
2025-12-15 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140196 19004.9723 121191.0277 78801.261 -5690.7916 84492.0526
Total P&L (%) 140.196 19.005 121.191 78.8013 -5.6908 84.4921
Avg Daily Profit (%) 0.2692 0.0365 0.2327 0.1116 -0.0112 0.1177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72342 -54240 -47490 -111609 -92224 -94264
Profit Factor 1.2529 1.0649 1.4632 1.1115 0.9855 1.268
Total Trades 184 92 92 184 92 92
Winning Trades 79 35 44 79 35 44
Losing Trades 105 57 48 105 57 48
Profitability (%) 42.9348 38.0435 47.8261 42.9348 38.0435 47.8261
Ratio Avg Win / Avg Loss 1.6653 1.7343 1.5962 1.4773 1.6049 1.3833
Largest Winning Trade 48013 48013 41982 88270 88270 31772
Largest Losing Trade -21598 -19361 -21598 -38517 -34045 -38517
Avg Bars in Trades 132 133 132 132 133 132
Avg Bars in Winners 185 202 171 185 202 171
Avg Bars in Losers 93 91 96 93 91 96
Bars Traded 24469 12285 12184 24469 12285 12184
Profit Streak 0 0 12.9105 0 0 12.9105
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 243605 -305209 323272 -144235 -583527 -37153
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714307400000,
    "first_datapoint_time": 1714687200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759306867916,
    "expiration_time": 1765785600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            140196.0000049221,
            19004.9723274065,
            121191.0276775155,
            78801.2610301188,
            -5690.7915573872,
            84492.0525875059
        ],
        [
            140.196,
            19.004972,
            121.191028,
            78.801261,
            -5.690792,
            84.492053
        ],
        [
            0.269178,
            0.03649,
            0.232688,
            0.111635,
            -0.011249,
            0.117658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72342,
            -54240,
            -47490,
            -111609,
            -92224,
            -94264
        ],
        [
            1.252926,
            1.064944,
            1.463164,
            1.111458,
            0.985474,
            1.268022
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            79,
            35,
            44,
            79,
            35,
            44
        ],
        [
            105,
            57,
            48,
            105,
            57,
            48
        ],
        [
            42.934783,
            38.043478,
            47.826087,
            42.934783,
            38.043478,
            47.826087
        ],
        [
            1.665282,
            1.734337,
            1.596179,
            1.477255,
            1.604914,
            1.383297
        ],
        [
            48013,
            48013,
            41982,
            88270,
            88270,
            31772
        ],
        [
            -21598,
            -19361,
            -21598,
            -38517,
            -34045,
            -38517
        ],
        [
            132,
            133,
            132,
            132,
            133,
            132
        ],
        [
            185,
            202,
            171,
            185,
            202,
            171
        ],
        [
            93,
            91,
            96,
            93,
            91,
            96
        ],
        [
            24469,
            12285,
            12184,
            24469,
            12285,
            12184
        ],
        [
            0,
            0,
            12.910508,
            0,
            0,
            12.910508
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            243605,
            -305209,
            323272,
            -144235,
            -583527,
            -37153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714307400000,
    "first_datapoint_time": 1714687200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759306867916,
    "expiration_time": 1765785600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)