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Trade: AR/USDT/720/VWAP/PSAR/1178

Strategy
AR/USDT/720/VWAP/PSAR/1178
Pair
AR_USDT
Interval
12h
Score
341272
Daily Profit
0.230080
Profit Factor
2.294009
Profitability
38.461538
Streak
42.597766
Best Strategy
Training Data Length
1603.500000
Evaluation Time
2025-10-03 17:20
Expiration Time
2025-11-20 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452503.2008 368933.9689 83569.2319 45713.862 -39763.3335 85477.1955
Total P&L (%) 452.5032 368.934 83.5692 45.7139 -39.7633 85.4772
Avg Daily Profit (%) 0.2822 0.2301 0.0521 0.0235 -0.0316 0.0385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132277 -133585 -61358 -191061 -230429 -63781
Profit Factor 2.0176 2.294 1.5238 1.0615 0.9192 1.34
Total Trades 78 39 39 78 39 39
Winning Trades 36 15 21 36 15 21
Losing Trades 42 24 18 42 24 18
Profitability (%) 46.1538 38.4615 53.8462 46.1538 38.4615 53.8462
Ratio Avg Win / Avg Loss 2.3539 3.6704 1.3061 1.2384 1.4707 1.1486
Largest Winning Trade 496578 496578 45441 226325 226325 52641
Largest Losing Trade -38929 -38929 -37710 -106834 -106834 -56103
Avg Bars in Trades 38 26 49 38 26 49
Avg Bars in Winners 65 54 74 65 54 74
Avg Bars in Losers 14 9 20 14 9 20
Bars Traded 2970 1043 1927 2970 1043 1927
Profit Streak 0 42.5978 0 0 42.5978 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28115 341272 -121346 -356380 -581877 -140581
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3207,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628942400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501247008,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 184
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            452503.2007964145,
            368933.9688820444,
            83569.2319143703,
            45713.862026856,
            -39763.3334812826,
            85477.1955081387
        ],
        [
            452.503201,
            368.933969,
            83.569232,
            45.713862,
            -39.763333,
            85.477196
        ],
        [
            0.282197,
            0.23008,
            0.052117,
            0.023481,
            -0.031606,
            0.038533
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132277,
            -133585,
            -61358,
            -191061,
            -230429,
            -63781
        ],
        [
            2.017648,
            2.294009,
            1.523792,
            1.061484,
            0.919197,
            1.339993
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            46.153846,
            38.461538,
            53.846154,
            46.153846,
            38.461538,
            53.846154
        ],
        [
            2.353923,
            3.670414,
            1.306108,
            1.238398,
            1.470715,
            1.148565
        ],
        [
            496578,
            496578,
            45441,
            226325,
            226325,
            52641
        ],
        [
            -38929,
            -38929,
            -37710,
            -106834,
            -106834,
            -56103
        ],
        [
            38,
            26,
            49,
            38,
            26,
            49
        ],
        [
            65,
            54,
            74,
            65,
            54,
            74
        ],
        [
            14,
            9,
            20,
            14,
            9,
            20
        ],
        [
            2970,
            1043,
            1927,
            2970,
            1043,
            1927
        ],
        [
            0,
            42.597766,
            0,
            0,
            42.597766,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28115,
            341272,
            -121346,
            -356380,
            -581877,
            -140581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3207,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628942400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501247008,
    "expiration_time": 1763649072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 184
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)