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Trade: AR/USDT/360/VWMA/PSAR/6863

Strategy
AR/USDT/360/VWMA/PSAR/6863
Pair
AR_USDT
Interval
6h
Score
354408
Daily Profit
0.298738
Profit Factor
1.699470
Profitability
44.360902
Streak
0.000000
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-27 00:36
Expiration Time
2025-11-11 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476263.1414 408282.4462 67980.6952 202681.1271 305798.0862 -103116.9591
Total P&L (%) 476.2631 408.2824 67.9807 202.6811 305.7981 -103.117
Avg Daily Profit (%) 0.2987 0.2561 0.0426 0.0695 0.0879 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158951 -91205 -103248 -468808 -449229 -263992
Profit Factor 1.6995 2.2596 1.1905 1.1103 1.3683 0.8976
Total Trades 133 67 66 133 67 66
Winning Trades 59 28 31 59 28 31
Losing Trades 74 39 35 74 39 35
Profitability (%) 44.3609 41.791 46.9697 44.3609 41.791 46.9697
Ratio Avg Win / Avg Loss 2.1315 3.1473 1.3442 1.3926 1.9058 1.0134
Largest Winning Trade 245920 245920 62564 347123 347123 154993
Largest Losing Trade -44936 -30646 -44936 -141933 -141933 -133465
Avg Bars in Trades 45 35 55 45 35 55
Avg Bars in Winners 70 48 89 70 48 89
Avg Bars in Losers 25 26 24 25 26 24
Bars Traded 6043 2393 3650 6043 2393 3650
Profit Streak 0 0 13.9001 0 0 13.9001
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354408 -107748 -272048 -201173 -194148 -704150
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625011200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922570300,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "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": [
        [
            476263.14136634,
            408282.4461896912,
            67980.6951766484,
            202681.1270724909,
            305798.0862058825,
            -103116.9591333916
        ],
        [
            476.263141,
            408.282446,
            67.980695,
            202.681127,
            305.798086,
            -103.116959
        ],
        [
            0.298738,
            0.256097,
            0.042641,
            0.069493,
            0.087897,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158951,
            -91205,
            -103248,
            -468808,
            -449229,
            -263992
        ],
        [
            1.69947,
            2.259627,
            1.190549,
            1.110312,
            1.368264,
            0.897597
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            44.360902,
            41.791045,
            46.969697,
            44.360902,
            41.791045,
            46.969697
        ],
        [
            2.131539,
            3.147337,
            1.344169,
            1.392594,
            1.905796,
            1.013416
        ],
        [
            245920,
            245920,
            62564,
            347123,
            347123,
            154993
        ],
        [
            -44936,
            -30646,
            -44936,
            -141933,
            -141933,
            -133465
        ],
        [
            45,
            35,
            55,
            45,
            35,
            55
        ],
        [
            70,
            48,
            89,
            70,
            48,
            89
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            6043,
            2393,
            3650,
            6043,
            2393,
            3650
        ],
        [
            0,
            0,
            13.900119,
            0,
            0,
            13.900119
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354408,
            -107748,
            -272048,
            -201173,
            -194148,
            -704150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1625011200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922570300,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "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)