← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: AR/USDT/360/SSF/VWMA/8639

Strategy
AR/USDT/360/SSF/VWMA/8639
Pair
AR_USDT
Interval
6h
Score
305753
Daily Profit
0.329819
Profit Factor
2.361819
Profitability
34.285714
Streak
171.168004
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-26 13:01
Expiration Time
2025-11-11 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 561485.7709 525814.0463 35671.7247 38713.1153 30605.4238 8107.6915
Total P&L (%) 561.4858 525.814 35.6717 38.7131 30.6054 8.1077
Avg Daily Profit (%) 0.3522 0.3298 0.0224 0.0205 0.0168 0.0049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196470 -145326 -78195 -586944 -435855 -197912
Profit Factor 1.8803 2.3618 1.1417 1.0223 1.0287 1.0121
Total Trades 71 35 36 71 35 36
Winning Trades 30 12 18 30 12 18
Losing Trades 41 23 18 41 23 18
Profitability (%) 42.2535 34.2857 50 42.2535 34.2857 50
Ratio Avg Win / Avg Loss 2.5698 4.5268 1.1417 1.3972 1.9717 1.0121
Largest Winning Trade 329778 329778 44238 311145 311145 186744
Largest Losing Trade -39370 -34229 -39370 -146042 -146042 -119569
Avg Bars in Trades 86 103 70 86 103 70
Avg Bars in Winners 110 136 93 110 136 93
Avg Bars in Losers 68 86 46 68 86 46
Bars Traded 6138 3612 2526 6138 3612 2526
Profit Streak 155.668 171.168 155.668 155.668 171.168 155.668
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80000 305753 -229250 -456666 -366534 -558291

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624320000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880915517,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            561485.7709277711,
            525814.0462739719,
            35671.7246537993,
            38713.1153058896,
            30605.4237683741,
            8107.6915375153
        ],
        [
            561.485771,
            525.814046,
            35.671725,
            38.713115,
            30.605424,
            8.107692
        ],
        [
            0.352194,
            0.329819,
            0.022375,
            0.020528,
            0.01675,
            0.00489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196470,
            -145326,
            -78195,
            -586944,
            -435855,
            -197912
        ],
        [
            1.880329,
            2.361819,
            1.141722,
            1.02231,
            1.028695,
            1.012125
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            42.253521,
            34.285714,
            50,
            42.253521,
            34.285714,
            50
        ],
        [
            2.569783,
            4.526819,
            1.141722,
            1.397157,
            1.971665,
            1.012125
        ],
        [
            329778,
            329778,
            44238,
            311145,
            311145,
            186744
        ],
        [
            -39370,
            -34229,
            -39370,
            -146042,
            -146042,
            -119569
        ],
        [
            86,
            103,
            70,
            86,
            103,
            70
        ],
        [
            110,
            136,
            93,
            110,
            136,
            93
        ],
        [
            68,
            86,
            46,
            68,
            86,
            46
        ],
        [
            6138,
            3612,
            2526,
            6138,
            3612,
            2526
        ],
        [
            155.668004,
            171.168004,
            155.668004,
            155.668004,
            171.168004,
            155.668004
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80000,
            305753,
            -229250,
            -456666,
            -366534,
            -558291
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624320000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880915517,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "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)