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Trade: AR/USDT/480/VWAP/JMA/2734

Strategy
AR/USDT/480/VWAP/JMA/2734
Pair
AR_USDT
Interval
8h
Score
454345
Daily Profit
0.470413
Profit Factor
2.754680
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1602.000000
Evaluation Time
2025-10-02 04:40
Expiration Time
2025-11-19 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 753601.9876 586207.7158 167394.2718 1187344.9638 36641.068 1150703.8958
Total P&L (%) 753.602 586.2077 167.3943 1187.345 36.6411 1150.7039
Avg Daily Profit (%) 0.4704 0.3659 0.1045 0.1596 0.0195 0.1578
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107097 -119583 -65537 -1406249 -2245433 -625692
Profit Factor 2.7547 3.3755 1.9162 1.2295 1.0115 1.5811
Total Trades 96 48 48 96 48 48
Winning Trades 40 15 25 40 15 25
Losing Trades 56 33 23 56 33 23
Profitability (%) 41.6667 31.25 52.0833 41.6667 31.25 52.0833
Ratio Avg Win / Avg Loss 3.8566 7.4261 1.7629 1.7213 2.2252 1.4546
Largest Winning Trade 398864 398864 51597 1909300 1909300 695942
Largest Losing Trade -49601 -26232 -49601 -603828 -603828 -416757
Avg Bars in Trades 47 33 60 47 33 60
Avg Bars in Winners 88 79 94 88 79 94
Avg Bars in Losers 17 13 23 17 13 23
Bars Traded 4531 1624 2907 4531 1624 2907
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454345 313474 -49487 196980 -383342 354152
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4806,
    "evaluation_days": 1602,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1628179200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759369235203,
    "expiration_time": 1763515584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 250
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 8,
            "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": [
        [
            753601.9876066571,
            586207.715775256,
            167394.2718314011,
            1187344.963754291,
            36641.0679807615,
            1150703.8957735295
        ],
        [
            753.601988,
            586.207716,
            167.394272,
            1187.344964,
            36.641068,
            1150.703896
        ],
        [
            0.470413,
            0.365922,
            0.104491,
            0.159626,
            0.019489,
            0.157821
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107097,
            -119583,
            -65537,
            -1406249,
            -2245433,
            -625692
        ],
        [
            2.75468,
            3.375491,
            1.916185,
            1.229465,
            1.011471,
            1.581084
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            40,
            15,
            25,
            40,
            15,
            25
        ],
        [
            56,
            33,
            23,
            56,
            33,
            23
        ],
        [
            41.666667,
            31.25,
            52.083333,
            41.666667,
            31.25,
            52.083333
        ],
        [
            3.856552,
            7.42608,
            1.76289,
            1.721251,
            2.225237,
            1.454598
        ],
        [
            398864,
            398864,
            51597,
            1909300,
            1909300,
            695942
        ],
        [
            -49601,
            -26232,
            -49601,
            -603828,
            -603828,
            -416757
        ],
        [
            47,
            33,
            60,
            47,
            33,
            60
        ],
        [
            88,
            79,
            94,
            88,
            79,
            94
        ],
        [
            17,
            13,
            23,
            17,
            13,
            23
        ],
        [
            4531,
            1624,
            2907,
            4531,
            1624,
            2907
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454345,
            313474,
            -49487,
            196980,
            -383342,
            354152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4806,
    "evaluation_days": 1602,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1628179200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759369235203,
    "expiration_time": 1763515584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 250
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 8,
            "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)