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Trade: AR/USDT/120/VWMA/KCB/5091

Strategy
AR/USDT/120/VWMA/KCB/5091
Pair
AR_USDT
Interval
2h
Score
314551
Daily Profit
0.495696
Profit Factor
2.011920
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
1610.830000
Evaluation Time
2025-10-11 14:07
Expiration Time
2025-12-08 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 798482.0854 666707.8413 131774.2441 487242.2458 184963.8119 302278.4339
Total P&L (%) 798.4821 666.7078 131.7742 487.2422 184.9638 302.2784
Avg Daily Profit (%) 0.4957 0.4139 0.0818 0.11 0.065 0.0865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124163 -103660 -110475 -1016293 -803355 -1041838
Profit Factor 2.0119 2.5247 1.3746 1.1042 1.0743 1.1384
Total Trades 145 73 72 145 73 72
Winning Trades 50 17 33 50 17 33
Losing Trades 95 56 39 95 56 39
Profitability (%) 34.4828 23.2877 45.8333 34.4828 23.2877 45.8333
Ratio Avg Win / Avg Loss 3.8226 8.3168 1.6245 2.098 3.5388 1.3453
Largest Winning Trade 499641 499641 67134 628423 628423 505113
Largest Losing Trade -47936 -21239 -47936 -290235 -267090 -290235
Avg Bars in Trades 131 107 155 131 107 155
Avg Bars in Winners 281 286 279 281 286 279
Avg Bars in Losers 52 52 51 52 52 51
Bars Traded 19042 7830 11212 19042 7830 11212
Profit Streak 0 0 55.3804 0 0 55.3804
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314551 -94641 -162178 -156623 -353143 -225958
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19330,
    "evaluation_days": 1610.83,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180862895,
    "expiration_time": 1765187136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 24,
            "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": [
        [
            798482.0854123355,
            666707.8413356536,
            131774.2440766818,
            487242.2458121857,
            184963.8118669068,
            302278.4339452791
        ],
        [
            798.482085,
            666.707841,
            131.774244,
            487.242246,
            184.963812,
            302.278434
        ],
        [
            0.495696,
            0.413891,
            0.081805,
            0.109958,
            0.065031,
            0.086451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124163,
            -103660,
            -110475,
            -1016293,
            -803355,
            -1041838
        ],
        [
            2.01192,
            2.524743,
            1.374553,
            1.104217,
            1.074264,
            1.138366
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            50,
            17,
            33,
            50,
            17,
            33
        ],
        [
            95,
            56,
            39,
            95,
            56,
            39
        ],
        [
            34.482759,
            23.287671,
            45.833333,
            34.482759,
            23.287671,
            45.833333
        ],
        [
            3.822649,
            8.316801,
            1.624472,
            2.098013,
            3.538752,
            1.345342
        ],
        [
            499641,
            499641,
            67134,
            628423,
            628423,
            505113
        ],
        [
            -47936,
            -21239,
            -47936,
            -290235,
            -267090,
            -290235
        ],
        [
            131,
            107,
            155,
            131,
            107,
            155
        ],
        [
            281,
            286,
            279,
            281,
            286,
            279
        ],
        [
            52,
            52,
            51,
            52,
            52,
            51
        ],
        [
            19042,
            7830,
            11212,
            19042,
            7830,
            11212
        ],
        [
            0,
            0,
            55.380357,
            0,
            0,
            55.380358
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314551,
            -94641,
            -162178,
            -156623,
            -353143,
            -225958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19330,
    "evaluation_days": 1610.83,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180862895,
    "expiration_time": 1765187136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 24,
            "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)