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Trade: AR/USDT/240/KCU/VWAP/5267

Strategy
AR/USDT/240/KCU/VWAP/5267
Pair
AR_USDT
Interval
4h
Score
301017
Daily Profit
0.149540
Profit Factor
2.434865
Profitability
54.878049
Streak
42.137733
Best Strategy
Training Data Length
1602.670000
Evaluation Time
2025-10-03 06:18
Expiration Time
2025-11-20 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -399655.3311 48107.2846 -447762.6156 832907.1506 996648.1899 -163741.0393
Total P&L (%) -399.6553 48.1073 -447.7626 832.9072 996.6482 -163.741
Avg Daily Profit (%) -0.2494 0.03 -0.2794 0.1394 0.1495 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -819257 -108286 -730996 -997028 -98229 -1246066
Profit Factor 0.697 1.1512 0.5526 1.312 2.4349 0.9171
Total Trades 165 82 83 165 82 83
Winning Trades 101 46 55 89 45 44
Losing Trades 64 36 28 76 37 39
Profitability (%) 61.2121 56.0976 66.2651 53.9394 54.878 53.012
Ratio Avg Win / Avg Loss 0.4417 0.9009 0.2813 1.1203 2.002 0.8129
Largest Winning Trade 41208 33898 41208 410835 410835 274937
Largest Losing Trade -408037 -59467 -408037 -943942 -98229 -943942
Avg Bars in Trades 57 49 65 57 49 65
Avg Bars in Winners 41 29 51 63 54 72
Avg Bars in Losers 82 74 92 49 42 56
Bars Traded 9421 4022 5398 9421 4022 5398
Profit Streak 42.1377 42.1377 51.1377 42.1377 42.1377 51.1377
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577036 -213261 -577244 -3519 301017 -579239
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9616,
    "evaluation_days": 1602.67,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461500095,
    "expiration_time": 1763603712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 138
        }
    }
}
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": [
        [
            -399655.3310698948,
            48107.2845773715,
            -447762.6156472664,
            832907.1506064907,
            996648.1899298648,
            -163741.0393233736
        ],
        [
            -399.655331,
            48.107285,
            -447.762616,
            832.907151,
            996.64819,
            -163.741039
        ],
        [
            -0.249368,
            0.030017,
            -0.279385,
            0.139436,
            0.14954,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -819257,
            -108286,
            -730996,
            -997028,
            -98229,
            -1246066
        ],
        [
            0.697002,
            1.151213,
            0.552623,
            1.311959,
            2.434865,
            0.917107
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            101,
            46,
            55,
            89,
            45,
            44
        ],
        [
            64,
            36,
            28,
            76,
            37,
            39
        ],
        [
            61.212121,
            56.097561,
            66.26506,
            53.939394,
            54.878049,
            53.012048
        ],
        [
            0.441665,
            0.900949,
            0.281335,
            1.120324,
            2.002,
            0.81289
        ],
        [
            41208,
            33898,
            41208,
            410835,
            410835,
            274937
        ],
        [
            -408037,
            -59467,
            -408037,
            -943942,
            -98229,
            -943942
        ],
        [
            57,
            49,
            65,
            57,
            49,
            65
        ],
        [
            41,
            29,
            51,
            63,
            54,
            72
        ],
        [
            82,
            74,
            92,
            49,
            42,
            56
        ],
        [
            9421,
            4022,
            5398,
            9421,
            4022,
            5398
        ],
        [
            42.137732,
            42.137732,
            51.137732,
            42.137733,
            42.137733,
            51.137733
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577036,
            -213261,
            -577244,
            -3519,
            301017,
            -579239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9616,
    "evaluation_days": 1602.67,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461500095,
    "expiration_time": 1763603712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 138
        }
    }
}

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)