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Trade: AR/USDT/480/MIDPOINT/VWMA/9972

Strategy
AR/USDT/480/MIDPOINT/VWMA/9972
Pair
AR_USDT
Interval
8h
Score
564818
Daily Profit
0.260557
Profit Factor
2.667719
Profitability
58.139535
Streak
228.281609
Best Strategy
Training Data Length
1605.670000
Evaluation Time
2025-10-06 01:45
Expiration Time
2025-11-22 22:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412299.4222 418369.1216 -6069.6993 8208161.6361 260408.29 7947753.346
Total P&L (%) 412.2994 418.3691 -6.0697 8208.1616 260.4083 7947.7533
Avg Daily Profit (%) 0.2568 0.2606 -0.0038 0.2756 0.0799 0.2737
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -296689 -80593 -306220 -5977794 -4640791 -3398858
Profit Factor 1.5343 2.6677 0.9883 1.5395 1.0247 2.7023
Total Trades 87 43 44 87 43 44
Winning Trades 58 25 33 48 26 22
Losing Trades 29 18 11 39 17 22
Profitability (%) 66.6667 58.1395 75 55.1724 60.4651 50
Ratio Avg Win / Avg Loss 0.7671 1.9208 0.3294 1.2509 0.67 2.7023
Largest Winning Trade 80660 80660 57310 2921593 2921593 2850366
Largest Losing Trade -233093 -40458 -233093 -2838855 -2838855 -1046863
Avg Bars in Trades 52 51 54 52 51 54
Avg Bars in Winners 52 51 52 50 45 56
Avg Bars in Losers 54 50 60 55 59 52
Bars Traded 4600 2198 2402 4600 2198 2402
Profit Streak 228.2816 228.2816 440.2816 228.2816 228.2816 440.2816
Trades During Streak 7 3 9 7 3 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434806 564818 -576031 453134 -278566 551839
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4817,
    "evaluation_days": 1605.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1626537600000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759704331055,
    "expiration_time": 1763841888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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": [
        [
            412299.4222089032,
            418369.121553598,
            -6069.6993446945,
            8208161.636065688,
            260408.2900367364,
            7947753.346028953
        ],
        [
            412.299422,
            418.369122,
            -6.069699,
            8208.161636,
            260.40829,
            7947.753346
        ],
        [
            0.256777,
            0.260557,
            -0.00378,
            0.275643,
            0.079878,
            0.273654
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -296689,
            -80593,
            -306220,
            -5977794,
            -4640791,
            -3398858
        ],
        [
            1.534261,
            2.667719,
            0.988347,
            1.539547,
            1.024697,
            2.702302
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            58,
            25,
            33,
            48,
            26,
            22
        ],
        [
            29,
            18,
            11,
            39,
            17,
            22
        ],
        [
            66.666667,
            58.139535,
            75,
            55.172414,
            60.465116,
            50
        ],
        [
            0.76713,
            1.920758,
            0.329449,
            1.250882,
            0.669994,
            2.702302
        ],
        [
            80660,
            80660,
            57310,
            2921593,
            2921593,
            2850366
        ],
        [
            -233093,
            -40458,
            -233093,
            -2838855,
            -2838855,
            -1046863
        ],
        [
            52,
            51,
            54,
            52,
            51,
            54
        ],
        [
            52,
            51,
            52,
            50,
            45,
            56
        ],
        [
            54,
            50,
            60,
            55,
            59,
            52
        ],
        [
            4600,
            2198,
            2402,
            4600,
            2198,
            2402
        ],
        [
            228.281609,
            228.281609,
            440.281609,
            228.281609,
            228.281609,
            440.281609
        ],
        [
            7,
            3,
            9,
            7,
            3,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434806,
            564818,
            -576031,
            453134,
            -278566,
            551839
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4817,
    "evaluation_days": 1605.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1626537600000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759704331055,
    "expiration_time": 1763841888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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)