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Trade: AR/USDT/240/HWMA/VWAP/9086

Strategy
AR/USDT/240/HWMA/VWAP/9086
Pair
AR_USDT
Interval
4h
Score
318579
Daily Profit
0.194969
Profit Factor
1.307236
Profitability
50.187266
Streak
0.000000
Best Strategy
Training Data Length
1605.500000
Evaluation Time
2025-10-06 02:52
Expiration Time
2025-11-23 01:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403891.1681 313023.3386 90867.8295 -1404.502 365695.5241 -367100.0261
Total P&L (%) 403.8912 313.0233 90.8678 -1.4045 365.6955 -367.1
Avg Daily Profit (%) 0.2516 0.195 0.0566 -0.0009 0.0959 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147455 -86783 -178453 -941997 -270088 -896708
Profit Factor 1.1932 1.3072 1.0848 0.9997 1.1816 0.8441
Total Trades 534 267 267 534 267 267
Winning Trades 278 134 144 278 134 144
Losing Trades 256 133 123 256 133 123
Profitability (%) 52.0599 50.1873 53.9326 52.0599 50.1873 53.9326
Ratio Avg Win / Avg Loss 1.0988 1.2975 0.9266 0.9206 1.1728 0.721
Largest Winning Trade 91701 91701 35936 163045 163045 86547
Largest Losing Trade -47265 -31697 -47265 -291405 -73930 -291405
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 17 18 17 17 18 17
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 9621 4821 4800 9621 4821 4800
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 121750 318579 -244646 -577442 -84597 -579149
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9633,
    "evaluation_days": 1605.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1620993600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759708339015,
    "expiration_time": 1763855856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04187,
            "nc": 0.993
        }
    },
    "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": [
        [
            403891.1681398688,
            313023.3386034002,
            90867.8295364689,
            -1404.5019608559,
            365695.5240974697,
            -367100.0260583255
        ],
        [
            403.891168,
            313.023339,
            90.86783,
            -1.404502,
            365.695524,
            -367.100026
        ],
        [
            0.251567,
            0.194969,
            0.056598,
            -0.000881,
            0.095864,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147455,
            -86783,
            -178453,
            -941997,
            -270088,
            -896708
        ],
        [
            1.193193,
            1.307236,
            1.084783,
            0.999679,
            1.181613,
            0.844149
        ],
        [
            534,
            267,
            267,
            534,
            267,
            267
        ],
        [
            278,
            134,
            144,
            278,
            134,
            144
        ],
        [
            256,
            133,
            123,
            256,
            133,
            123
        ],
        [
            52.059925,
            50.187266,
            53.932584,
            52.059925,
            50.187266,
            53.932584
        ],
        [
            1.098768,
            1.297481,
            0.926586,
            0.920567,
            1.172795,
            0.721044
        ],
        [
            91701,
            91701,
            35936,
            163045,
            163045,
            86547
        ],
        [
            -47265,
            -31697,
            -47265,
            -291405,
            -73930,
            -291405
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            9621,
            4821,
            4800,
            9621,
            4821,
            4800
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            121750,
            318579,
            -244646,
            -577442,
            -84597,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9633,
    "evaluation_days": 1605.5,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1620993600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759708339015,
    "expiration_time": 1763855856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04187,
            "nc": 0.993
        }
    },
    "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)