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Trade: AR/USDT/720/HILO/VWAP/3037

Strategy
AR/USDT/720/HILO/VWAP/3037
Pair
AR_USDT
Interval
12h
Score
351321
Daily Profit
0.324554
Profit Factor
1.540384
Profitability
37.894737
Streak
39.942776
Best Strategy
Training Data Length
1602.500000
Evaluation Time
2025-10-03 01:37
Expiration Time
2025-11-19 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 520098.4936 416721.7872 103376.7065 190957.381 89748.9779 101208.4031
Total P&L (%) 520.0985 416.7218 103.3767 190.9574 89.749 101.2084
Avg Daily Profit (%) 0.3246 0.26 0.0645 0.0667 0.04 0.0436
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135934 -133600 -75669 -171467 -203918 -95539
Profit Factor 1.5404 1.8448 1.2203 1.1534 1.1389 1.169
Total Trades 190 95 95 190 95 95
Winning Trades 72 31 41 72 31 41
Losing Trades 118 64 54 118 64 54
Profitability (%) 37.8947 32.6316 43.1579 37.8947 32.6316 43.1579
Ratio Avg Win / Avg Loss 2.5245 3.8086 1.6073 1.8902 2.3512 1.5397
Largest Winning Trade 304021 304021 28906 169567 169567 75445
Largest Losing Trade -32152 -24573 -32152 -45075 -40726 -45075
Avg Bars in Trades 16 16 17 16 16 17
Avg Bars in Winners 29 32 27 29 32 27
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3176 1559 1617 3176 1559 1617
Profit Streak 39.9428 39.9428 41.4428 39.9428 39.9428 41.4428
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351321 194598 -107781 -156651 -212404 -169835
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3205,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759444655857,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            520098.4936245716,
            416721.7871586669,
            103376.7064659052,
            190957.3809525958,
            89748.9778994569,
            101208.4030531388
        ],
        [
            520.098494,
            416.721787,
            103.376706,
            190.957381,
            89.748978,
            101.208403
        ],
        [
            0.324554,
            0.260045,
            0.06451,
            0.066668,
            0.039979,
            0.04364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135934,
            -133600,
            -75669,
            -171467,
            -203918,
            -95539
        ],
        [
            1.540384,
            1.844789,
            1.220337,
            1.153352,
            1.138856,
            1.168997
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            37.894737,
            32.631579,
            43.157895,
            37.894737,
            32.631579,
            43.157895
        ],
        [
            2.524518,
            3.808597,
            1.607273,
            1.890216,
            2.351187,
            1.539655
        ],
        [
            304021,
            304021,
            28906,
            169567,
            169567,
            75445
        ],
        [
            -32152,
            -24573,
            -32152,
            -45075,
            -40726,
            -45075
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            29,
            32,
            27,
            29,
            32,
            27
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3176,
            1559,
            1617,
            3176,
            1559,
            1617
        ],
        [
            39.942776,
            39.942776,
            41.442776,
            39.942776,
            39.942776,
            41.442776
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351321,
            194598,
            -107781,
            -156651,
            -212404,
            -169835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3205,
    "evaluation_days": 1602.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759444655857,
    "expiration_time": 1763560080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)