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Trade: AR/USDT/720/SINWMA/VWAP/2749

Strategy
AR/USDT/720/SINWMA/VWAP/2749
Pair
AR_USDT
Interval
12h
Score
342341
Daily Profit
0.508802
Profit Factor
2.104655
Profitability
32.317073
Streak
17.130750
Best Strategy
Training Data Length
1607.000000
Evaluation Time
2025-10-07 06:08
Expiration Time
2025-11-24 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 817645.4613 650561.6382 167083.8231 1304687.9101 806778.6193 497909.2907
Total P&L (%) 817.6455 650.5616 167.0838 1304.6879 806.7786 497.9093
Avg Daily Profit (%) 0.5088 0.4048 0.104 0.1646 0.1373 0.1113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72503 -77683 -86954 -1084873 -1147661 -1036615
Profit Factor 2.1047 2.6259 1.4913 1.2105 1.2451 1.1714
Total Trades 164 82 82 164 82 82
Winning Trades 53 20 33 53 20 33
Losing Trades 111 62 49 111 62 49
Profitability (%) 32.3171 24.3902 40.2439 32.3171 24.3902 40.2439
Ratio Avg Win / Avg Loss 4.4079 8.1402 2.2144 2.5353 3.8597 1.7393
Largest Winning Trade 446112 446112 53838 1426940 1426940 307001
Largest Losing Trade -23927 -15565 -23927 -353876 -212375 -353876
Avg Bars in Trades 19 16 22 19 16 22
Avg Bars in Winners 45 43 46 45 43 46
Avg Bars in Losers 6 7 6 6 7 6
Bars Traded 3166 1343 1823 3166 1343 1823
Profit Streak 17.1308 0 59.1308 17.1308 0 59.1308
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342341 -21886 -58807 115679 -45160 -82231
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3214,
    "evaluation_days": 1607,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622851200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806496827,
    "expiration_time": 1763960544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "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": [
        [
            817645.4612568724,
            650561.6381721307,
            167083.8230847409,
            1304687.9100541857,
            806778.6193171511,
            497909.2907370345
        ],
        [
            817.645461,
            650.561638,
            167.083823,
            1304.68791,
            806.778619,
            497.909291
        ],
        [
            0.508802,
            0.40483,
            0.103973,
            0.164566,
            0.137289,
            0.111342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72503,
            -77683,
            -86954,
            -1084873,
            -1147661,
            -1036615
        ],
        [
            2.104655,
            2.625886,
            1.491345,
            1.210532,
            1.245071,
            1.171392
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            53,
            20,
            33,
            53,
            20,
            33
        ],
        [
            111,
            62,
            49,
            111,
            62,
            49
        ],
        [
            32.317073,
            24.390244,
            40.243902,
            32.317073,
            24.390244,
            40.243902
        ],
        [
            4.407863,
            8.140248,
            2.214421,
            2.535265,
            3.85972,
            1.73934
        ],
        [
            446112,
            446112,
            53838,
            1426940,
            1426940,
            307001
        ],
        [
            -23927,
            -15565,
            -23927,
            -353876,
            -212375,
            -353876
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            45,
            43,
            46,
            45,
            43,
            46
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            3166,
            1343,
            1823,
            3166,
            1343,
            1823
        ],
        [
            17.13075,
            0,
            59.13075,
            17.13075,
            0,
            59.13075
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342341,
            -21886,
            -58807,
            115679,
            -45160,
            -82231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3214,
    "evaluation_days": 1607,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622851200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759806496827,
    "expiration_time": 1763960544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "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)