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Trade: AR/USDT/60/VWAP/KCU/2426

Strategy
AR/USDT/60/VWAP/KCU/2426
Pair
AR_USDT
Interval
1h
Score
322682
Daily Profit
0.155740
Profit Factor
1.380974
Profitability
63.440860
Streak
31.948684
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 01:46
Expiration Time
2025-12-25 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 162229.2116 158212.4056 4016.8059 4114.1846 8850.9455 -4736.7609
Total P&L (%) 162.2292 158.2124 4.0168 4.1142 8.8509 -4.7368
Avg Daily Profit (%) 0.1557 0.1519 0.0039 0.0039 0.0081 -0.0047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146516 -137175 -24335 -660199 -650177 -72188
Profit Factor 1.381 1.4155 1.0892 1.0033 1.008 0.9612
Total Trades 93 46 47 93 46 47
Winning Trades 59 29 30 59 29 30
Losing Trades 34 17 17 34 17 17
Profitability (%) 63.4409 63.0435 63.8298 63.4409 63.0435 63.8298
Ratio Avg Win / Avg Loss 0.7958 0.8298 0.6172 0.5782 0.5909 0.5447
Largest Winning Trade 61016 61016 5405 264019 264019 37660
Largest Losing Trade -61862 -61862 -13715 -307469 -307469 -58259
Avg Bars in Trades 251 502 5 251 502 5
Avg Bars in Winners 100 201 3 100 201 3
Avg Bars in Losers 512 1018 7 512 1018 7
Bars Traded 23376 23136 240 23376 23136 240
Profit Streak 31.9487 0 66.8654 31.9487 0 66.8654
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322682 291496 -473991 -569132 -559378 -577243
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670133600000,
    "first_datapoint_time": 1670320800000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760136366344,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            162229.2115551765,
            158212.4056279418,
            4016.8059272348,
            4114.1845722439,
            8850.9454924697,
            -4736.7609202258
        ],
        [
            162.229212,
            158.212406,
            4.016806,
            4.114185,
            8.850945,
            -4.736761
        ],
        [
            0.15574,
            0.151883,
            0.003856,
            0.003871,
            0.008142,
            -0.004658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146516,
            -137175,
            -24335,
            -660199,
            -650177,
            -72188
        ],
        [
            1.380974,
            1.415482,
            1.089192,
            1.003341,
            1.007981,
            0.961241
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            63.44086,
            63.043478,
            63.829787,
            63.44086,
            63.043478,
            63.829787
        ],
        [
            0.795815,
            0.829765,
            0.617209,
            0.578197,
            0.590885,
            0.544703
        ],
        [
            61016,
            61016,
            5405,
            264019,
            264019,
            37660
        ],
        [
            -61862,
            -61862,
            -13715,
            -307469,
            -307469,
            -58259
        ],
        [
            251,
            502,
            5,
            251,
            502,
            5
        ],
        [
            100,
            201,
            3,
            100,
            201,
            3
        ],
        [
            512,
            1018,
            7,
            512,
            1018,
            7
        ],
        [
            23376,
            23136,
            240,
            23376,
            23136,
            240
        ],
        [
            31.948684,
            0,
            66.865351,
            31.948684,
            0,
            66.865351
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322682,
            291496,
            -473991,
            -569132,
            -559378,
            -577243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670133600000,
    "first_datapoint_time": 1670320800000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760136366344,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)