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Trade: AR/USDT/240/PWMA/VWAP/6310

Strategy
AR/USDT/240/PWMA/VWAP/6310
Pair
AR_USDT
Interval
4h
Score
300932
Daily Profit
0.398093
Profit Factor
1.772157
Profitability
35.233161
Streak
0.000000
Best Strategy
Training Data Length
1612.330000
Evaluation Time
2025-10-12 19:41
Expiration Time
2025-11-30 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641856.809 538513.3441 103343.4649 205897.7038 284818.3241 -78920.6203
Total P&L (%) 641.8568 538.5133 103.3435 205.8977 284.8183 -78.9206
Avg Daily Profit (%) 0.3981 0.334 0.0641 0.0694 0.0836 -0.0965
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105899 -92176 -100609 -425040 -227250 -441982
Profit Factor 1.7722 2.1979 1.2707 1.0992 1.2707 0.9229
Total Trades 193 97 96 193 97 96
Winning Trades 68 27 41 68 27 41
Losing Trades 125 70 55 125 70 55
Profitability (%) 35.2332 27.8351 42.7083 35.2332 27.8351 42.7083
Ratio Avg Win / Avg Loss 3.2576 5.6982 1.7047 2.0206 3.2943 1.238
Largest Winning Trade 419203 419203 57726 401332 401332 133375
Largest Losing Trade -40009 -22574 -40009 -227787 -77104 -227787
Avg Bars in Trades 49 44 54 49 44 54
Avg Bars in Winners 97 102 93 97 102 93
Avg Bars in Losers 23 21 25 23 21 25
Bars Traded 9542 4289 5253 9542 4289 5253
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 300932 -4249 -109462 -215323 -97917 -582244
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9674,
    "evaluation_days": 1612.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622332800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760287261508,
    "expiration_time": 1764463968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 31,
            "offset": 63
        }
    },
    "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": [
        [
            641856.8090121872,
            538513.3440680943,
            103343.4649440928,
            205897.7038129545,
            284818.3241000678,
            -78920.6202871134
        ],
        [
            641.856809,
            538.513344,
            103.343465,
            205.897704,
            284.818324,
            -78.92062
        ],
        [
            0.398093,
            0.333997,
            0.064096,
            0.06937,
            0.083616,
            -0.096514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105899,
            -92176,
            -100609,
            -425040,
            -227250,
            -441982
        ],
        [
            1.772157,
            2.197876,
            1.270749,
            1.099216,
            1.270664,
            0.922851
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            68,
            27,
            41,
            68,
            27,
            41
        ],
        [
            125,
            70,
            55,
            125,
            70,
            55
        ],
        [
            35.233161,
            27.835052,
            42.708333,
            35.233161,
            27.835052,
            42.708333
        ],
        [
            3.257642,
            5.698197,
            1.704663,
            2.020617,
            3.294315,
            1.237971
        ],
        [
            419203,
            419203,
            57726,
            401332,
            401332,
            133375
        ],
        [
            -40009,
            -22574,
            -40009,
            -227787,
            -77104,
            -227787
        ],
        [
            49,
            44,
            54,
            49,
            44,
            54
        ],
        [
            97,
            102,
            93,
            97,
            102,
            93
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            9542,
            4289,
            5253,
            9542,
            4289,
            5253
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300932,
            -4249,
            -109462,
            -215323,
            -97917,
            -582244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9674,
    "evaluation_days": 1612.33,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1622332800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760287261508,
    "expiration_time": 1764463968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 31,
            "offset": 63
        }
    },
    "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)