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Trade: AR/USDT/480/VWAP/HLC3/1706

Strategy
AR/USDT/480/VWAP/HLC3/1706
Pair
AR_USDT
Interval
8h
Score
439922
Daily Profit
0.341608
Profit Factor
1.391152
Profitability
45.646438
Streak
10.406206
Best Strategy
Training Data Length
1601.000000
Evaluation Time
2025-10-01 04:44
Expiration Time
2025-11-18 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546913.8506 373801.6821 173112.1684 528171.2825 384660.1659 143511.1166
Total P&L (%) 546.9139 373.8017 173.1122 528.1713 384.6602 143.5111
Avg Daily Profit (%) 0.3416 0.2335 0.1081 0.1148 0.0986 0.0556
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162856 -79123 -170515 -238264 -163372 -329424
Profit Factor 1.3912 1.5381 1.2461 1.2316 1.3328 1.1276
Total Trades 379 189 190 379 189 190
Winning Trades 173 80 93 173 80 93
Losing Trades 206 109 97 206 109 97
Profitability (%) 45.6464 42.328 48.9474 45.6464 42.328 48.9474
Ratio Avg Win / Avg Loss 1.6565 2.0957 1.2996 1.4665 1.816 1.1761
Largest Winning Trade 105422 105422 52199 191232 191232 102052
Largest Losing Trade -60741 -25017 -60741 -93077 -93077 -90502
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 4791 2432 2359 4791 2432 2359
Profit Streak 10.4062 0 19.4062 10.4062 0 19.4062
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439922 298285 -47508 -38374 -62177 -197512
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4803,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1620979200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759283096203,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            546913.8505619656,
            373801.6821402845,
            173112.1684216814,
            528171.2824862326,
            384660.1658510584,
            143511.1166351741
        ],
        [
            546.913851,
            373.801682,
            173.112168,
            528.171282,
            384.660166,
            143.511117
        ],
        [
            0.341608,
            0.23348,
            0.108128,
            0.114847,
            0.098629,
            0.055605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162856,
            -79123,
            -170515,
            -238264,
            -163372,
            -329424
        ],
        [
            1.391152,
            1.538117,
            1.24605,
            1.231565,
            1.332818,
            1.127553
        ],
        [
            379,
            189,
            190,
            379,
            189,
            190
        ],
        [
            173,
            80,
            93,
            173,
            80,
            93
        ],
        [
            206,
            109,
            97,
            206,
            109,
            97
        ],
        [
            45.646438,
            42.328042,
            48.947368,
            45.646438,
            42.328042,
            48.947368
        ],
        [
            1.656516,
            2.095684,
            1.299643,
            1.466488,
            1.815965,
            1.17605
        ],
        [
            105422,
            105422,
            52199,
            191232,
            191232,
            102052
        ],
        [
            -60741,
            -25017,
            -60741,
            -93077,
            -93077,
            -90502
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            4791,
            2432,
            2359,
            4791,
            2432,
            2359
        ],
        [
            10.406206,
            0,
            19.406206,
            10.406206,
            0,
            19.406206
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439922,
            298285,
            -47508,
            -38374,
            -62177,
            -197512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4803,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1620979200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759283096203,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)