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Trade: AR/USDT/360/VWMA/SINWMA/2531

Strategy
AR/USDT/360/VWMA/SINWMA/2531
Pair
AR_USDT
Interval
6h
Score
330005
Daily Profit
0.211026
Profit Factor
2.548687
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1606.750000
Evaluation Time
2025-10-07 08:31
Expiration Time
2025-11-24 06:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415121.7578 339066.3076 76055.4503 184838.1886 745890.7239 -561052.5353
Total P&L (%) 415.1218 339.0663 76.0555 184.8382 745.8907 -561.0525
Avg Daily Profit (%) 0.2584 0.211 0.0473 0.0652 0.133 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148133 -81973 -148088 -964462 -425750 -1064439
Profit Factor 1.8522 2.5487 1.2836 1.0764 1.8434 0.6348
Total Trades 57 29 28 57 29 28
Winning Trades 25 12 13 25 12 13
Losing Trades 32 17 15 32 17 15
Profitability (%) 43.8596 41.3793 46.4286 43.8596 41.3793 46.4286
Ratio Avg Win / Avg Loss 2.3709 3.6106 1.4811 1.3777 2.6115 0.7325
Largest Winning Trade 148945 148945 63294 474901 474901 206066
Largest Losing Trade -61318 -39903 -61318 -466685 -254323 -466685
Avg Bars in Trades 106 80 133 106 80 133
Avg Bars in Winners 151 110 189 151 110 189
Avg Bars in Losers 70 59 84 70 59 84
Bars Traded 6058 2333 3725 6058 2333 3725
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 -170252 330005 -152153 -424337 -14993 -603222
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6427,
    "evaluation_days": 1606.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624039200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759815066058,
    "expiration_time": 1763959896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "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": [
        [
            415121.7578419335,
            339066.3075731376,
            76055.450268796,
            184838.1885892862,
            745890.7238806479,
            -561052.5352913612
        ],
        [
            415.121758,
            339.066308,
            76.05545,
            184.838189,
            745.890724,
            -561.052535
        ],
        [
            0.258361,
            0.211026,
            0.047335,
            0.065168,
            0.132979,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148133,
            -81973,
            -148088,
            -964462,
            -425750,
            -1064439
        ],
        [
            1.852242,
            2.548687,
            1.283624,
            1.076357,
            1.843376,
            0.634802
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43.859649,
            41.37931,
            46.428571,
            43.859649,
            41.37931,
            46.428571
        ],
        [
            2.370869,
            3.61064,
            1.481104,
            1.377737,
            2.61145,
            0.732464
        ],
        [
            148945,
            148945,
            63294,
            474901,
            474901,
            206066
        ],
        [
            -61318,
            -39903,
            -61318,
            -466685,
            -254323,
            -466685
        ],
        [
            106,
            80,
            133,
            106,
            80,
            133
        ],
        [
            151,
            110,
            189,
            151,
            110,
            189
        ],
        [
            70,
            59,
            84,
            70,
            59,
            84
        ],
        [
            6058,
            2333,
            3725,
            6058,
            2333,
            3725
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170252,
            330005,
            -152153,
            -424337,
            -14993,
            -603222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6427,
    "evaluation_days": 1606.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624039200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759815066058,
    "expiration_time": 1763959896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "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)