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Trade: AR/USDT/480/VWAP/KCL/8024

Strategy
AR/USDT/480/VWAP/KCL/8024
Pair
AR_USDT
Interval
8h
Score
300964
Daily Profit
0.354427
Profit Factor
1.585941
Profitability
38.888889
Streak
0.000000
Best Strategy
Training Data Length
1598.670000
Evaluation Time
2025-09-28 20:00
Expiration Time
2025-11-15 17:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -691727.2728 9065.5197 -700792.7924 28503216.3991 -14129733.0963 42632949.4954
Total P&L (%) -691.7273 9.0655 -700.7928 28503.2164 -14129.7331 42632.9495
Avg Daily Profit (%) -0.4327 0.0057 -0.4384 0.3544 0 0.3796
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -823853 -64056 -834433 -32339797 -33637305 -5310742
Profit Factor 0.4665 1.0477 0.3667 1.5859 0.6172 4.6337
Total Trades 144 72 72 144 72 72
Winning Trades 116 51 65 56 29 27
Losing Trades 28 21 7 88 43 45
Profitability (%) 80.5556 70.8333 90.2778 38.8889 40.2778 37.5
Ratio Avg Win / Avg Loss 0.1126 0.4314 0.0395 2.4922 0.9152 7.7229
Largest Winning Trade 14841 13592 14841 12060627 6370028 12060627
Largest Losing Trade -655274 -52427 -655274 -25208706 -25208706 -5310742
Avg Bars in Trades 31 15 48 31 15 48
Avg Bars in Winners 14 4 23 37 20 56
Avg Bars in Losers 102 42 282 28 12 43
Bars Traded 4589 1112 3477 4589 1112 3477
Profit Streak 0 91.0423 0 0 91.0423 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576176 -596004 -655070 300964 -662779 -67219
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4796,
    "evaluation_days": 1598.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624867200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078858735,
    "expiration_time": 1763218944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -691727.2727572804,
            9065.5196653303,
            -700792.792422611,
            28503216.399137378,
            -14129733.096295228,
            42632949.495432615
        ],
        [
            -691.727273,
            9.06552,
            -700.792792,
            28503.216399,
            -14129.733096,
            42632.949495
        ],
        [
            -0.432689,
            0.005671,
            -0.43836,
            0.354427,
            0,
            0.379631
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -823853,
            -64056,
            -834433,
            -32339797,
            -33637305,
            -5310742
        ],
        [
            0.466534,
            1.047686,
            0.36669,
            1.585941,
            0.617212,
            4.633729
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            116,
            51,
            65,
            56,
            29,
            27
        ],
        [
            28,
            21,
            7,
            88,
            43,
            45
        ],
        [
            80.555556,
            70.833333,
            90.277778,
            38.888889,
            40.277778,
            37.5
        ],
        [
            0.112612,
            0.4314,
            0.03949,
            2.492193,
            0.915176,
            7.722882
        ],
        [
            14841,
            13592,
            14841,
            12060627,
            6370028,
            12060627
        ],
        [
            -655274,
            -52427,
            -655274,
            -25208706,
            -25208706,
            -5310742
        ],
        [
            31,
            15,
            48,
            31,
            15,
            48
        ],
        [
            14,
            4,
            23,
            37,
            20,
            56
        ],
        [
            102,
            42,
            282,
            28,
            12,
            43
        ],
        [
            4589,
            1112,
            3477,
            4589,
            1112,
            3477
        ],
        [
            0,
            91.042346,
            0,
            0,
            91.042346,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576176,
            -596004,
            -655070,
            300964,
            -662779,
            -67219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4796,
    "evaluation_days": 1598.67,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624867200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078858735,
    "expiration_time": 1763218944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)