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Trade: AR/USDT/360/VWMA/SSF/8365

Strategy
AR/USDT/360/VWMA/SSF/8365
Pair
AR_USDT
Interval
6h
Score
501732
Daily Profit
0.507477
Profit Factor
2.167753
Profitability
47.008547
Streak
0.000000
Best Strategy
Training Data Length
1603.250000
Evaluation Time
2025-10-03 21:16
Expiration Time
2025-11-20 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 813612.8963 664672.5394 148940.3569 847388.4367 701092.9368 146295.4998
Total P&L (%) 813.6129 664.6725 148.9404 847.3884 701.0929 146.2955
Avg Daily Profit (%) 0.5075 0.4146 0.0929 0.1403 0.1299 0.0562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122765 -95513 -100098 -547368 -305499 -464123
Profit Factor 2.1678 2.7575 1.4676 1.3756 1.6017 1.1341
Total Trades 117 59 58 117 59 58
Winning Trades 55 23 32 55 23 32
Losing Trades 62 36 26 62 36 26
Profitability (%) 47.0085 38.9831 55.1724 47.0085 38.9831 55.1724
Ratio Avg Win / Avg Loss 2.4436 4.316 1.1924 1.5506 2.507 0.9214
Largest Winning Trade 492301 492301 70007 537275 537275 181899
Largest Losing Trade -58624 -37295 -58624 -245211 -97079 -245211
Avg Bars in Trades 53 44 62 53 44 62
Avg Bars in Winners 78 69 85 78 69 85
Avg Bars in Losers 31 28 34 31 28 34
Bars Traded 6279 2650 3629 6279 2650 3629
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 501732 -166108 -247217 -4456 -197439 -371918
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6413,
    "evaluation_days": 1603.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622527200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515369217,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            813612.8963215256,
            664672.5393987609,
            148940.3569227649,
            847388.4366631712,
            701092.93684072,
            146295.4998224513
        ],
        [
            813.612896,
            664.672539,
            148.940357,
            847.388437,
            701.092937,
            146.2955
        ],
        [
            0.507477,
            0.414578,
            0.092899,
            0.140347,
            0.129871,
            0.056237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122765,
            -95513,
            -100098,
            -547368,
            -305499,
            -464123
        ],
        [
            2.167753,
            2.757472,
            1.467578,
            1.375567,
            1.601719,
            1.134076
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            62,
            36,
            26,
            62,
            36,
            26
        ],
        [
            47.008547,
            38.983051,
            55.172414,
            47.008547,
            38.983051,
            55.172414
        ],
        [
            2.443649,
            4.316044,
            1.192407,
            1.550639,
            2.507039,
            0.921437
        ],
        [
            492301,
            492301,
            70007,
            537275,
            537275,
            181899
        ],
        [
            -58624,
            -37295,
            -58624,
            -245211,
            -97079,
            -245211
        ],
        [
            53,
            44,
            62,
            53,
            44,
            62
        ],
        [
            78,
            69,
            85,
            78,
            69,
            85
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            6279,
            2650,
            3629,
            6279,
            2650,
            3629
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501732,
            -166108,
            -247217,
            -4456,
            -197439,
            -371918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6413,
    "evaluation_days": 1603.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622527200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515369217,
    "expiration_time": 1763648424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 2
        }
    }
}

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)