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Trade: AR/USDT/480/SMA/VWAP/7462

Strategy
AR/USDT/480/SMA/VWAP/7462
Pair
AR_USDT
Interval
8h
Score
336236
Daily Profit
0.484210
Profit Factor
1.884272
Profitability
31.674208
Streak
46.587483
Best Strategy
Training Data Length
1603.330000
Evaluation Time
2025-10-03 17:05
Expiration Time
2025-11-20 12:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 776348.7085 640549.2998 135799.4088 707212.6348 321393.5347 385819.1002
Total P&L (%) 776.3487 640.5493 135.7994 707.2126 321.3935 385.8191
Avg Daily Profit (%) 0.4842 0.3995 0.0847 0.1303 0.0898 0.0986
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106712 -117273 -88509 -378889 -379512 -399400
Profit Factor 1.8843 2.3833 1.3273 1.2391 1.2075 1.2739
Total Trades 221 111 110 221 111 110
Winning Trades 70 29 41 70 29 41
Losing Trades 151 82 69 151 82 69
Profitability (%) 31.6742 26.1261 37.2727 31.6742 26.1261 37.2727
Ratio Avg Win / Avg Loss 4.0646 6.7389 2.2338 2.673 3.4144 2.1438
Largest Winning Trade 421734 421734 55682 444572 444572 177006
Largest Losing Trade -21143 -15543 -21143 -90852 -80743 -90852
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 47 44 49 47 44 49
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 4711 2121 2590 4711 2121 2590
Profit Streak 46.5875 46.5875 70.2541 46.5875 46.5875 70.2541
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336236 -9991 -82478 -22483 -96780 -64222
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4810,
    "evaluation_days": 1603.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1622275200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759500358515,
    "expiration_time": 1763634240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            776348.7085131805,
            640549.2997518351,
            135799.4087613458,
            707212.6348268386,
            321393.5346609899,
            385819.1001658495
        ],
        [
            776.348709,
            640.5493,
            135.799409,
            707.212635,
            321.393535,
            385.8191
        ],
        [
            0.48421,
            0.399512,
            0.084698,
            0.13034,
            0.089753,
            0.098635
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106712,
            -117273,
            -88509,
            -378889,
            -379512,
            -399400
        ],
        [
            1.884272,
            2.383273,
            1.327319,
            1.239132,
            1.207538,
            1.273861
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            151,
            82,
            69,
            151,
            82,
            69
        ],
        [
            31.674208,
            26.126126,
            37.272727,
            31.674208,
            26.126126,
            37.272727
        ],
        [
            4.064644,
            6.738909,
            2.23378,
            2.672984,
            3.414417,
            2.143814
        ],
        [
            421734,
            421734,
            55682,
            444572,
            444572,
            177006
        ],
        [
            -21143,
            -15543,
            -21143,
            -90852,
            -80743,
            -90852
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            4711,
            2121,
            2590,
            4711,
            2121,
            2590
        ],
        [
            46.587483,
            46.587483,
            70.254149,
            46.587483,
            46.587483,
            70.254149
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336236,
            -9991,
            -82478,
            -22483,
            -96780,
            -64222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4810,
    "evaluation_days": 1603.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1622275200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759500358515,
    "expiration_time": 1763634240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)