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Trade: ARB/USDT/240/VWAP/PSAR/1199

Strategy
ARB/USDT/240/VWAP/PSAR/1199
Pair
ARB_USDT
Interval
4h
Score
344234
Daily Profit
0.172208
Profit Factor
1.599363
Profitability
45.744681
Streak
87.312849
Best Strategy
Training Data Length
928.000000
Evaluation Time
2025-10-06 14:30
Expiration Time
2025-11-05 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159809.3504 70677.7457 89131.6047 147945.962 26023.8522 121922.1097
Total P&L (%) 159.8094 70.6777 89.1316 147.946 26.0239 121.9221
Avg Daily Profit (%) 0.1722 0.0762 0.096 0.0979 0.0249 0.0859
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51969 -43443 -32897 -157565 -116052 -91085
Profit Factor 1.5994 1.4969 1.7165 1.2674 1.0901 1.4611
Total Trades 94 47 47 94 47 47
Winning Trades 43 19 24 43 19 24
Losing Trades 51 28 23 51 28 23
Profitability (%) 45.7447 40.4255 51.0638 45.7447 40.4255 51.0638
Ratio Avg Win / Avg Loss 1.8969 2.206 1.6449 1.5031 1.6064 1.4002
Largest Winning Trade 66359 66359 47304 103035 70138 103035
Largest Losing Trade -22958 -20164 -22958 -62247 -41962 -62247
Avg Bars in Trades 55 48 62 55 48 62
Avg Bars in Winners 89 79 97 89 79 97
Avg Bars in Losers 27 27 26 27 27 26
Bars Traded 5241 2285 2956 5241 2285 2956
Profit Streak 87.3128 112.9795 0 87.3128 112.9795 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344234 -91544 -61271 -62127 -286071 -76936
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5568,
    "evaluation_days": 928,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682812800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759750230146,
    "expiration_time": 1762329600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 225
        }
    },
    "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": [
        [
            159809.3503750586,
            70677.7456647981,
            89131.6047102607,
            147945.961967531,
            26023.8522483753,
            121922.1097191558
        ],
        [
            159.80935,
            70.677746,
            89.131605,
            147.945962,
            26.023852,
            121.92211
        ],
        [
            0.172208,
            0.076161,
            0.096047,
            0.097897,
            0.024928,
            0.085937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51969,
            -43443,
            -32897,
            -157565,
            -116052,
            -91085
        ],
        [
            1.599363,
            1.49694,
            1.716456,
            1.267354,
            1.090057,
            1.461123
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            45.744681,
            40.425532,
            51.06383,
            45.744681,
            40.425532,
            51.06383
        ],
        [
            1.896918,
            2.206017,
            1.644937,
            1.50314,
            1.6064,
            1.400243
        ],
        [
            66359,
            66359,
            47304,
            103035,
            70138,
            103035
        ],
        [
            -22958,
            -20164,
            -22958,
            -62247,
            -41962,
            -62247
        ],
        [
            55,
            48,
            62,
            55,
            48,
            62
        ],
        [
            89,
            79,
            97,
            89,
            79,
            97
        ],
        [
            27,
            27,
            26,
            27,
            27,
            26
        ],
        [
            5241,
            2285,
            2956,
            5241,
            2285,
            2956
        ],
        [
            87.312849,
            112.979515,
            0,
            87.312849,
            112.979516,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344234,
            -91544,
            -61271,
            -62127,
            -286071,
            -76936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5568,
    "evaluation_days": 928,
    "actual_first_datapoint_time": 1679572800000,
    "first_datapoint_time": 1682812800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759750230146,
    "expiration_time": 1762329600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 225
        }
    },
    "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)