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Trade: AR/USDT/120/VWMA/SUPERTREND/2555

Strategy
AR/USDT/120/VWMA/SUPERTREND/2555
Pair
AR_USDT
Interval
2h
Score
325785
Daily Profit
0.262492
Profit Factor
1.304056
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1597.920000
Evaluation Time
2025-09-28 15:59
Expiration Time
2025-11-25 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419441.7171 347274.5986 72167.1185 120944.7234 219649.7127 -98704.9893
Total P&L (%) 419.4417 347.2746 72.1671 120.9447 219.6497 -98.705
Avg Daily Profit (%) 0.2625 0.2173 0.0452 0.0496 0.0727 -0.2717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100409 -96962 -119637 -232464 -174588 -253243
Profit Factor 1.3041 1.5066 1.104 1.0538 1.2067 0.9168
Total Trades 351 176 175 351 176 175
Winning Trades 156 77 79 156 77 79
Losing Trades 195 99 96 195 99 96
Profitability (%) 44.4444 43.75 45.1429 44.4444 43.75 45.1429
Ratio Avg Win / Avg Loss 1.6301 1.9371 1.3416 1.3172 1.5515 1.1141
Largest Winning Trade 126506 126506 31795 147564 147564 52027
Largest Losing Trade -36610 -27536 -36610 -112906 -53832 -112906
Avg Bars in Trades 53 50 56 53 50 56
Avg Bars in Winners 74 64 85 74 64 85
Avg Bars in Losers 36 40 33 36 40 33
Bars Traded 18902 8960 9942 18902 8960 9942
Profit Streak 0 0 20.1249 0 0 20.1249
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325785 293848 -239703 -288342 -97247 -580084
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19175,
    "evaluation_days": 1597.92,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622008800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064394233,
    "expiration_time": 1764030960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 141,
            "offset": 0,
            "multiplier": 2.73478
        }
    }
}
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": [
        [
            419441.7170659711,
            347274.5986006472,
            72167.118465324,
            120944.7233894508,
            219649.7127044757,
            -98704.9893150249
        ],
        [
            419.441717,
            347.274599,
            72.167118,
            120.944723,
            219.649713,
            -98.704989
        ],
        [
            0.262492,
            0.217329,
            0.045163,
            0.049623,
            0.072749,
            -0.27165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100409,
            -96962,
            -119637,
            -232464,
            -174588,
            -253243
        ],
        [
            1.304056,
            1.506611,
            1.103987,
            1.053775,
            1.206694,
            0.916803
        ],
        [
            351,
            176,
            175,
            351,
            176,
            175
        ],
        [
            156,
            77,
            79,
            156,
            77,
            79
        ],
        [
            195,
            99,
            96,
            195,
            99,
            96
        ],
        [
            44.444444,
            43.75,
            45.142857,
            44.444444,
            43.75,
            45.142857
        ],
        [
            1.63007,
            1.937072,
            1.341554,
            1.317219,
            1.551464,
            1.11409
        ],
        [
            126506,
            126506,
            31795,
            147564,
            147564,
            52027
        ],
        [
            -36610,
            -27536,
            -36610,
            -112906,
            -53832,
            -112906
        ],
        [
            53,
            50,
            56,
            53,
            50,
            56
        ],
        [
            74,
            64,
            85,
            74,
            64,
            85
        ],
        [
            36,
            40,
            33,
            36,
            40,
            33
        ],
        [
            18902,
            8960,
            9942,
            18902,
            8960,
            9942
        ],
        [
            0,
            0,
            20.124933,
            0,
            0,
            20.124933
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325785,
            293848,
            -239703,
            -288342,
            -97247,
            -580084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19175,
    "evaluation_days": 1597.92,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622008800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064394233,
    "expiration_time": 1764030960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 141,
            "offset": 0,
            "multiplier": 2.73478
        }
    }
}

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)