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Trade: AR/USDT/240/VWMA/HILO/5411

Strategy
AR/USDT/240/VWMA/HILO/5411
Pair
AR_USDT
Interval
4h
Score
429480
Daily Profit
0.418863
Profit Factor
2.081965
Profitability
44.247788
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-26 18:04
Expiration Time
2025-11-11 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667738.3138 524181.0458 143557.268 790785.4392 406956.0764 383829.3628
Total P&L (%) 667.7383 524.181 143.5573 790.7854 406.9561 383.8294
Avg Daily Profit (%) 0.4189 0.3288 0.0901 0.1373 0.1019 0.0989
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155528 -118798 -110965 -2240024 -2457558 -606080
Profit Factor 2.082 2.5715 1.5062 1.1415 1.1188 1.1774
Total Trades 113 57 56 113 57 56
Winning Trades 50 21 29 50 21 29
Losing Trades 63 36 27 63 36 27
Profitability (%) 44.2478 36.8421 51.7857 44.2478 36.8421 51.7857
Ratio Avg Win / Avg Loss 2.6233 4.4082 1.4023 1.4383 1.918 1.0962
Largest Winning Trade 273941 273941 66699 1359133 1359133 525216
Largest Losing Trade -64068 -33403 -64068 -703095 -703095 -339262
Avg Bars in Trades 82 60 105 82 60 105
Avg Bars in Winners 134 105 155 134 105 155
Avg Bars in Losers 41 34 51 41 34 51
Bars Traded 9327 3441 5886 9327 3441 5886
Profit Streak 0 0 47.1279 0 0 47.1279
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429480 -171408 -250658 -76159 -331138 -265498
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623729600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899054497,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            667738.3137557515,
            524181.0457976309,
            143557.2679581203,
            790785.4391943539,
            406956.076355236,
            383829.3628391175
        ],
        [
            667.738314,
            524.181046,
            143.557268,
            790.785439,
            406.956076,
            383.829363
        ],
        [
            0.418863,
            0.328811,
            0.090051,
            0.137277,
            0.101876,
            0.098944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155528,
            -118798,
            -110965,
            -2240024,
            -2457558,
            -606080
        ],
        [
            2.081965,
            2.571461,
            1.506214,
            1.141507,
            1.118818,
            1.177431
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            44.247788,
            36.842105,
            51.785714,
            44.247788,
            36.842105,
            51.785714
        ],
        [
            2.623276,
            4.408219,
            1.402337,
            1.438299,
            1.917973,
            1.096228
        ],
        [
            273941,
            273941,
            66699,
            1359133,
            1359133,
            525216
        ],
        [
            -64068,
            -33403,
            -64068,
            -703095,
            -703095,
            -339262
        ],
        [
            82,
            60,
            105,
            82,
            60,
            105
        ],
        [
            134,
            105,
            155,
            134,
            105,
            155
        ],
        [
            41,
            34,
            51,
            41,
            34,
            51
        ],
        [
            9327,
            3441,
            5886,
            9327,
            3441,
            5886
        ],
        [
            0,
            0,
            47.127946,
            0,
            0,
            47.127946
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429480,
            -171408,
            -250658,
            -76159,
            -331138,
            -265498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623729600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899054497,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)