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Trade: AR/USDT/720/SSF/VWMA/6379

Strategy
AR/USDT/720/SSF/VWMA/6379
Pair
AR_USDT
Interval
12h
Score
301133
Daily Profit
0.334058
Profit Factor
2.251320
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
1611.500000
Evaluation Time
2025-10-12 03:10
Expiration Time
2025-11-28 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532733.4508 538334.6653 -5601.2145 -42412.4696 15196.7279 -57609.1975
Total P&L (%) 532.7335 538.3347 -5.6012 -42.4125 15.1967 -57.6092
Avg Daily Profit (%) 0.3306 0.3341 -0.0035 -0.0342 0.0088 -0.0532
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200843 -187553 -97490 -553161 -424712 -215385
Profit Factor 1.8005 2.2513 0.9762 0.9636 1.0207 0.8667
Total Trades 76 38 38 76 38 38
Winning Trades 33 14 19 33 14 19
Losing Trades 43 24 19 43 24 19
Profitability (%) 43.4211 36.8421 50 43.4211 36.8421 50
Ratio Avg Win / Avg Loss 2.3461 3.8594 0.9762 1.2556 1.7498 0.8667
Largest Winning Trade 444283 444283 30184 278684 278684 71294
Largest Losing Trade -48283 -48283 -36438 -215385 -125919 -215385
Avg Bars in Trades 40 56 24 40 56 24
Avg Bars in Winners 49 68 34 49 68 34
Avg Bars in Losers 34 49 15 34 49 15
Bars Traded 3098 2153 945 3098 2153 945
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 -43767 301133 -580487 -635447 -392936 -580487
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3223,
    "evaluation_days": 1611.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624449600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760227841176,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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": [
        [
            532733.450823173,
            538334.6652966968,
            -5601.2144735233,
            -42412.4696049444,
            15196.727914528,
            -57609.1975194726
        ],
        [
            532.733451,
            538.334665,
            -5.601214,
            -42.41247,
            15.196728,
            -57.609198
        ],
        [
            0.330582,
            0.334058,
            -0.003476,
            -0.03424,
            0.008779,
            -0.053243
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200843,
            -187553,
            -97490,
            -553161,
            -424712,
            -215385
        ],
        [
            1.800465,
            2.25132,
            0.976197,
            0.963631,
            1.020705,
            0.866712
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            43.421053,
            36.842105,
            50,
            43.421053,
            36.842105,
            50
        ],
        [
            2.34606,
            3.859405,
            0.976197,
            1.25564,
            1.749781,
            0.866712
        ],
        [
            444283,
            444283,
            30184,
            278684,
            278684,
            71294
        ],
        [
            -48283,
            -48283,
            -36438,
            -215385,
            -125919,
            -215385
        ],
        [
            40,
            56,
            24,
            40,
            56,
            24
        ],
        [
            49,
            68,
            34,
            49,
            68,
            34
        ],
        [
            34,
            49,
            15,
            34,
            49,
            15
        ],
        [
            3098,
            2153,
            945,
            3098,
            2153,
            945
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43767,
            301133,
            -580487,
            -635447,
            -392936,
            -580487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3223,
    "evaluation_days": 1611.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624449600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760227841176,
    "expiration_time": 1764361008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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)