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Trade: AR/USDT/240/WMA/VWMA/2769

Strategy
AR/USDT/240/WMA/VWMA/2769
Pair
AR_USDT
Interval
4h
Score
314135
Daily Profit
0.293507
Profit Factor
2.785129
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1594.170000
Evaluation Time
2025-09-26 12:30
Expiration Time
2025-11-11 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536355.6335 467900.1958 68455.4377 175336.5774 411708.1959 -236371.6186
Total P&L (%) 536.3556 467.9002 68.4554 175.3366 411.7082 -236.3716
Avg Daily Profit (%) 0.3364 0.2935 0.0429 0.0636 0.1025 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143449 -119556 -98058 -1137080 -989012 -441415
Profit Factor 2.0065 2.7851 1.2528 1.0714 1.2847 0.7661
Total Trades 71 35 36 71 35 36
Winning Trades 30 13 17 30 13 17
Losing Trades 41 22 19 41 22 19
Profitability (%) 42.2535 37.1429 47.2222 42.2535 37.1429 47.2222
Ratio Avg Win / Avg Loss 2.7422 4.7133 1.4002 1.4642 2.174 0.8562
Largest Winning Trade 309389 309389 62102 1061368 1061368 167100
Largest Losing Trade -45258 -29026 -45258 -328206 -328206 -170870
Avg Bars in Trades 130 122 138 130 122 138
Avg Bars in Winners 197 203 192 197 203 192
Avg Bars in Losers 81 74 90 81 74 90
Bars Traded 9270 4277 4993 9270 4277 4993
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 -81273 314135 -136941 -344383 -60098 -581860

Evaluation Data

{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623600000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879050417,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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": [
        [
            536355.633459045,
            467900.1958035708,
            68455.4376554744,
            175336.5773830796,
            411708.1959486511,
            -236371.6185655714
        ],
        [
            536.355633,
            467.900196,
            68.455438,
            175.336577,
            411.708196,
            -236.371619
        ],
        [
            0.336448,
            0.293507,
            0.042941,
            0.063553,
            0.102462,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143449,
            -119556,
            -98058,
            -1137080,
            -989012,
            -441415
        ],
        [
            2.00648,
            2.785129,
            1.252797,
            1.071366,
            1.28466,
            0.766099
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            42.253521,
            37.142857,
            47.222222,
            42.253521,
            37.142857,
            47.222222
        ],
        [
            2.742189,
            4.713296,
            1.400184,
            1.4642,
            2.17404,
            0.856228
        ],
        [
            309389,
            309389,
            62102,
            1061368,
            1061368,
            167100
        ],
        [
            -45258,
            -29026,
            -45258,
            -328206,
            -328206,
            -170870
        ],
        [
            130,
            122,
            138,
            130,
            122,
            138
        ],
        [
            197,
            203,
            192,
            197,
            203,
            192
        ],
        [
            81,
            74,
            90,
            81,
            74,
            90
        ],
        [
            9270,
            4277,
            4993,
            9270,
            4277,
            4993
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81273,
            314135,
            -136941,
            -344383,
            -60098,
            -581860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9565,
    "evaluation_days": 1594.17,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623600000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879050417,
    "expiration_time": 1762847280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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)