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Trade: AR/USDT/360/SMA/VWAP/6863

Strategy
AR/USDT/360/SMA/VWAP/6863
Pair
AR_USDT
Interval
6h
Score
451888
Daily Profit
0.369343
Profit Factor
1.494772
Profitability
51.600000
Streak
0.000000
Best Strategy
Training Data Length
1609.750000
Evaluation Time
2025-10-10 09:42
Expiration Time
2025-11-27 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 594549.5792 547555.6913 46993.8879 -27118.3799 548311.386 -575429.7659
Total P&L (%) 594.5496 547.5557 46.9939 -27.1184 548.3114 -575.4298
Avg Daily Profit (%) 0.3693 0.3402 0.0292 -0.0196 0.1162 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220280 -174305 -109797 -1319081 -772965 -705289
Profit Factor 1.4948 1.8863 1.0805 0.9926 1.3134 0.7011
Total Trades 250 125 125 250 125 125
Winning Trades 129 55 74 129 55 74
Losing Trades 121 70 51 121 70 51
Profitability (%) 51.6 44 59.2 51.6 44 59.2
Ratio Avg Win / Avg Loss 1.4021 2.4007 0.7447 0.9311 1.6716 0.4832
Largest Winning Trade 461445 461445 39094 755017 755017 272552
Largest Losing Trade -50752 -36868 -50752 -556154 -285575 -556154
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 25 19 32 25 19 32
Bars Traded 6280 2698 3582 6280 2698 3582
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 451888 379386 -287891 -578984 -38477 -579529
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6439,
    "evaluation_days": 1609.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078574974,
    "expiration_time": 1764226872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 22
        }
    }
}
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": [
        [
            594549.5792072914,
            547555.6912959142,
            46993.8879113768,
            -27118.3798719346,
            548311.3860382235,
            -575429.7659101584
        ],
        [
            594.549579,
            547.555691,
            46.993888,
            -27.11838,
            548.311386,
            -575.429766
        ],
        [
            0.369343,
            0.34015,
            0.029193,
            -0.019649,
            0.116185,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220280,
            -174305,
            -109797,
            -1319081,
            -772965,
            -705289
        ],
        [
            1.494772,
            1.886296,
            1.080488,
            0.99262,
            1.313412,
            0.701052
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            129,
            55,
            74,
            129,
            55,
            74
        ],
        [
            121,
            70,
            51,
            121,
            70,
            51
        ],
        [
            51.6,
            44,
            59.2,
            51.6,
            44,
            59.2
        ],
        [
            1.402073,
            2.40074,
            0.744661,
            0.931062,
            1.671615,
            0.483157
        ],
        [
            461445,
            461445,
            39094,
            755017,
            755017,
            272552
        ],
        [
            -50752,
            -36868,
            -50752,
            -556154,
            -285575,
            -556154
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            25,
            19,
            32,
            25,
            19,
            32
        ],
        [
            6280,
            2698,
            3582,
            6280,
            2698,
            3582
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451888,
            379386,
            -287891,
            -578984,
            -38477,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6439,
    "evaluation_days": 1609.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078574974,
    "expiration_time": 1764226872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 22
        }
    }
}

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)