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Trade: AR/USDT/720/VWMA/JMA/1121

Strategy
AR/USDT/720/VWMA/JMA/1121
Pair
AR_USDT
Interval
12h
Score
470494
Daily Profit
0.172655
Profit Factor
2.284381
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1594.500000
Evaluation Time
2025-09-27 19:26
Expiration Time
2025-11-11 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 173073.9091 154695.5212 18378.3879 -725289.3566 1465210.6584 -2190500.015
Total P&L (%) 173.0739 154.6955 18.3784 -725.2894 1465.2107 -2190.5
Avg Daily Profit (%) 0.1085 0.097 0.0115 0 0.1727 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228703 -92117 -241031 -3009721 -397541 -3497543
Profit Factor 1.3364 1.7723 1.0585 0.8599 2.2844 0.4575
Total Trades 70 35 35 70 35 35
Winning Trades 44 18 26 44 20 24
Losing Trades 26 17 9 26 15 11
Profitability (%) 62.8571 51.4286 74.2857 62.8571 57.1429 68.5714
Ratio Avg Win / Avg Loss 0.7897 1.6738 0.3664 0.5081 1.7133 0.2097
Largest Winning Trade 57867 57867 47743 412534 412534 290376
Largest Losing Trade -195529 -47230 -195529 -2117522 -378014 -2117522
Avg Bars in Trades 41 45 36 41 45 36
Avg Bars in Winners 32 28 34 35 37 33
Avg Bars in Losers 55 64 39 50 57 42
Bars Traded 2870 1605 1265 2870 1605 1265
Profit Streak 0 152.1853 0 76.6853 0 106.1853
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146274 -59337 -340132 -677053 470494 -577818
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628208000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990407255,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 168,
            "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": [
        [
            173073.9090829155,
            154695.5212052078,
            18378.3878777076,
            -725289.3565758137,
            1465210.6584376758,
            -2190500.015013489
        ],
        [
            173.073909,
            154.695521,
            18.378388,
            -725.289357,
            1465.210658,
            -2190.500015
        ],
        [
            0.108544,
            0.097018,
            0.011526,
            0,
            0.172655,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228703,
            -92117,
            -241031,
            -3009721,
            -397541,
            -3497543
        ],
        [
            1.336358,
            1.772308,
            1.058483,
            0.859938,
            2.284381,
            0.457467
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            44,
            18,
            26,
            44,
            20,
            24
        ],
        [
            26,
            17,
            9,
            26,
            15,
            11
        ],
        [
            62.857143,
            51.428571,
            74.285714,
            62.857143,
            57.142857,
            68.571429
        ],
        [
            0.789666,
            1.673847,
            0.366398,
            0.508145,
            1.713286,
            0.209672
        ],
        [
            57867,
            57867,
            47743,
            412534,
            412534,
            290376
        ],
        [
            -195529,
            -47230,
            -195529,
            -2117522,
            -378014,
            -2117522
        ],
        [
            41,
            45,
            36,
            41,
            45,
            36
        ],
        [
            32,
            28,
            34,
            35,
            37,
            33
        ],
        [
            55,
            64,
            39,
            50,
            57,
            42
        ],
        [
            2870,
            1605,
            1265,
            2870,
            1605,
            1265
        ],
        [
            0,
            152.185269,
            0,
            76.685269,
            0,
            106.185269
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146274,
            -59337,
            -340132,
            -677053,
            470494,
            -577818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3189,
    "evaluation_days": 1594.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628208000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990407255,
    "expiration_time": 1762848144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 168,
            "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)