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Trade: AR/USDT/360/VWMA/PWMA/8877

Strategy
AR/USDT/360/VWMA/PWMA/8877
Pair
AR_USDT
Interval
6h
Score
534612
Daily Profit
0.338134
Profit Factor
2.874606
Profitability
47.115385
Streak
37.767048
Best Strategy
Training Data Length
1598.500000
Evaluation Time
2025-09-29 03:24
Expiration Time
2025-11-15 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221790.4706 334750.2596 -112959.789 21951083.7001 9081634.3575 12869449.3426
Total P&L (%) 221.7905 334.7503 -112.9598 21951.0837 9081.6344 12869.4493
Avg Daily Profit (%) 0.1387 0.2094 -0.0707 0.3381 0.2832 0.3048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -324532 -44641 -342201 -2408034 -2059926 -1481950
Profit Factor 1.2251 2.2418 0.8422 2.8746 2.3223 3.6581
Total Trades 104 52 52 104 52 52
Winning Trades 67 31 36 49 25 24
Losing Trades 37 21 16 55 27 28
Profitability (%) 64.4231 59.6154 69.2308 47.1154 48.0769 46.1538
Ratio Avg Win / Avg Loss 0.6765 1.5186 0.3743 3.2266 2.5081 4.2678
Largest Winning Trade 71155 71155 34725 5353766 5353766 2907056
Largest Losing Trade -267654 -37775 -267654 -1889220 -1889220 -894887
Avg Bars in Trades 58 54 62 58 54 62
Avg Bars in Winners 46 44 48 61 58 64
Avg Bars in Losers 79 69 93 55 50 60
Bars Traded 6075 2838 3237 6075 2838 3237
Profit Streak 37.767 37.767 54.517 37.767 37.767 54.517
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6712 -166295 -757778 534612 -167087 -165244
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6394,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625011200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759105472947,
    "expiration_time": 1763225712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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": [
        [
            221790.4706395141,
            334750.2596054365,
            -112959.7889659224,
            21951083.700116966,
            9081634.357479613,
            12869449.34263735
        ],
        [
            221.790471,
            334.75026,
            -112.959789,
            21951.0837,
            9081.634357,
            12869.449343
        ],
        [
            0.138749,
            0.209415,
            -0.070666,
            0.338134,
            0.283152,
            0.304823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -324532,
            -44641,
            -342201,
            -2408034,
            -2059926,
            -1481950
        ],
        [
            1.225077,
            2.241801,
            0.842197,
            2.874606,
            2.322277,
            3.658136
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            67,
            31,
            36,
            49,
            25,
            24
        ],
        [
            37,
            21,
            16,
            55,
            27,
            28
        ],
        [
            64.423077,
            59.615385,
            69.230769,
            47.115385,
            48.076923,
            46.153846
        ],
        [
            0.676535,
            1.51864,
            0.37431,
            3.226598,
            2.508059,
            4.267826
        ],
        [
            71155,
            71155,
            34725,
            5353766,
            5353766,
            2907056
        ],
        [
            -267654,
            -37775,
            -267654,
            -1889220,
            -1889220,
            -894887
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            46,
            44,
            48,
            61,
            58,
            64
        ],
        [
            79,
            69,
            93,
            55,
            50,
            60
        ],
        [
            6075,
            2838,
            3237,
            6075,
            2838,
            3237
        ],
        [
            37.767048,
            37.767048,
            54.517048,
            37.767048,
            37.767048,
            54.517048
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6712,
            -166295,
            -757778,
            534612,
            -167087,
            -165244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6394,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625011200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759105472947,
    "expiration_time": 1763225712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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)