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Trade: AR/USDT/240/WMA/VWMA/2278

Strategy
AR/USDT/240/WMA/VWMA/2278
Pair
AR_USDT
Interval
4h
Score
342130
Daily Profit
0.271985
Profit Factor
1.453067
Profitability
45.625000
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-28 10:10
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 433590.6306 432451.3565 1139.2741 -64960.9498 -44108.9501 -20851.9997
Total P&L (%) 433.5906 432.4514 1.1393 -64.961 -44.109 -20.852
Avg Daily Profit (%) 0.272 0.2713 0.0007 -0.0658 -0.0365 -0.0147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166409 -144145 -145203 -80542 -60923 -56316
Profit Factor 1.4531 1.848 1.0025 0.8269 0.8083 0.8564
Total Trades 160 80 80 160 80 80
Winning Trades 73 33 40 73 33 40
Losing Trades 87 47 40 87 47 40
Profitability (%) 45.625 41.25 50 45.625 41.25 50
Ratio Avg Win / Avg Loss 1.7317 2.632 1.0025 0.9855 1.1512 0.8564
Largest Winning Trade 325313 325313 56434 53310 53310 11309
Largest Losing Trade -54571 -41493 -54571 -40755 -40755 -22354
Avg Bars in Trades 58 66 51 58 66 51
Avg Bars in Winners 69 87 54 69 87 54
Avg Bars in Losers 49 51 47 49 51 47
Bars Traded 9381 5300 4081 9381 5300 4081
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342130 -11123 -594813 -581641 -601972 -600236
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": 1622894400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043453685,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            433590.6306093244,
            432451.3564939778,
            1139.2741153464,
            -64960.9497906925,
            -44108.9500756169,
            -20851.9997150756
        ],
        [
            433.590631,
            432.451356,
            1.139274,
            -64.96095,
            -44.10895,
            -20.852
        ],
        [
            0.271985,
            0.271271,
            0.000715,
            -0.065762,
            -0.036487,
            -0.014668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166409,
            -144145,
            -145203,
            -80542,
            -60923,
            -56316
        ],
        [
            1.453067,
            1.847997,
            1.002548,
            0.826887,
            0.80828,
            0.856373
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            87,
            47,
            40,
            87,
            47,
            40
        ],
        [
            45.625,
            41.25,
            50,
            45.625,
            41.25,
            50
        ],
        [
            1.731738,
            2.631996,
            1.002548,
            0.985468,
            1.151187,
            0.856373
        ],
        [
            325313,
            325313,
            56434,
            53310,
            53310,
            11309
        ],
        [
            -54571,
            -41493,
            -54571,
            -40755,
            -40755,
            -22354
        ],
        [
            58,
            66,
            51,
            58,
            66,
            51
        ],
        [
            69,
            87,
            54,
            69,
            87,
            54
        ],
        [
            49,
            51,
            47,
            49,
            51,
            47
        ],
        [
            9381,
            5300,
            4081,
            9381,
            5300,
            4081
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342130,
            -11123,
            -594813,
            -581641,
            -601972,
            -600236
        ]
    ]
}
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": 1622894400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043453685,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)