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Trade: AR/USDT/720/HILO/VWAP/2295

Strategy
AR/USDT/720/HILO/VWAP/2295
Pair
AR_USDT
Interval
12h
Score
325192
Daily Profit
0.316507
Profit Factor
1.526492
Profitability
37.566138
Streak
38.459234
Best Strategy
Training Data Length
1601.000000
Evaluation Time
2025-10-01 14:01
Expiration Time
2025-11-18 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506728.0855 416721.7872 90006.2983 156643.1449 89748.9779 66894.1671
Total P&L (%) 506.7281 416.7218 90.0063 156.6431 89.749 66.8942
Avg Daily Profit (%) 0.3165 0.2603 0.0562 0.0589 0.04 0.032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135934 -133600 -75669 -171467 -203918 -95539
Profit Factor 1.5265 1.8448 1.1918 1.1258 1.1389 1.1117
Total Trades 189 95 94 189 95 94
Winning Trades 71 31 40 71 31 40
Losing Trades 118 64 54 118 64 54
Profitability (%) 37.5661 32.6316 42.5532 37.5661 32.6316 42.5532
Ratio Avg Win / Avg Loss 2.537 3.8086 1.609 1.871 2.3512 1.5008
Largest Winning Trade 304021 304021 28906 169567 169567 75445
Largest Losing Trade -32152 -24573 -32152 -45075 -40726 -45075
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 29 32 27 29 32 27
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3149 1559 1590 3149 1559 1590
Profit Streak 38.4592 38.4592 39.9592 38.4592 38.4592 39.9592
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325192 194604 -128614 -197908 -212357 -249271
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3202,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759316477832,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            506728.0854613063,
            416721.7871586669,
            90006.2983026399,
            156643.1449497708,
            89748.9778994569,
            66894.1670503138
        ],
        [
            506.728085,
            416.721787,
            90.006298,
            156.643145,
            89.748978,
            66.894167
        ],
        [
            0.316507,
            0.260288,
            0.056219,
            0.058888,
            0.040016,
            0.031997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135934,
            -133600,
            -75669,
            -171467,
            -203918,
            -95539
        ],
        [
            1.526492,
            1.844789,
            1.191839,
            1.125796,
            1.138856,
            1.111699
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            71,
            31,
            40,
            71,
            31,
            40
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            37.566138,
            32.631579,
            42.553191,
            37.566138,
            32.631579,
            42.553191
        ],
        [
            2.536986,
            3.808597,
            1.608983,
            1.87104,
            2.351187,
            1.500794
        ],
        [
            304021,
            304021,
            28906,
            169567,
            169567,
            75445
        ],
        [
            -32152,
            -24573,
            -32152,
            -45075,
            -40726,
            -45075
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            29,
            32,
            27,
            29,
            32,
            27
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3149,
            1559,
            1590,
            3149,
            1559,
            1590
        ],
        [
            38.459234,
            38.459234,
            39.959234,
            38.459234,
            38.459234,
            39.959234
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325192,
            194604,
            -128614,
            -197908,
            -212357,
            -249271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3202,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759316477832,
    "expiration_time": 1763426592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)