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Trade: AR/USDT/360/VWMA/MIDPOINT/4452

Strategy
AR/USDT/360/VWMA/MIDPOINT/4452
Pair
AR_USDT
Interval
6h
Score
314266
Daily Profit
0.211951
Profit Factor
1.392521
Profitability
47.826087
Streak
3.941755
Best Strategy
Training Data Length
1598.750000
Evaluation Time
2025-09-29 07:36
Expiration Time
2025-11-16 01:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338856.9392 306462.543 32394.3962 -69356.7952 27610.1411 -96966.9362
Total P&L (%) 338.8569 306.4625 32.3944 -69.3568 27.6101 -96.9669
Avg Daily Profit (%) 0.212 0.1917 0.0203 -0.074 0.0153 -0.2184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176152 -110803 -121342 -142067 -85151 -120431
Profit Factor 1.3925 1.8159 1.0664 0.8862 1.1075 0.7252
Total Trades 138 69 69 138 69 69
Winning Trades 66 30 36 66 30 36
Losing Trades 72 39 33 72 39 33
Profitability (%) 47.8261 43.4783 52.1739 47.8261 43.4783 52.1739
Ratio Avg Win / Avg Loss 1.5191 2.3607 0.9776 0.9668 1.4398 0.6647
Largest Winning Trade 169237 169237 51471 47435 47435 33217
Largest Losing Trade -91731 -43998 -91731 -72660 -47408 -72660
Avg Bars in Trades 44 45 43 44 45 43
Avg Bars in Winners 55 60 52 55 60 52
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 6151 3136 3015 6151 3136 3015
Profit Streak 3.9418 0 80.1918 3.9418 0 80.1918
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314266 -93499 -417845 -581531 -382539 -680808
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6395,
    "evaluation_days": 1598.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120567618,
    "expiration_time": 1763247960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 105,
            "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": [
        [
            338856.9392389934,
            306462.5430326761,
            32394.3962063175,
            -69356.7951625021,
            27610.1410809542,
            -96966.9362434562
        ],
        [
            338.856939,
            306.462543,
            32.394396,
            -69.356795,
            27.610141,
            -96.966936
        ],
        [
            0.211951,
            0.191689,
            0.020262,
            -0.073953,
            0.015251,
            -0.218407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176152,
            -110803,
            -121342,
            -142067,
            -85151,
            -120431
        ],
        [
            1.392521,
            1.815932,
            1.066425,
            0.886229,
            1.107525,
            0.725178
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            47.826087,
            43.478261,
            52.173913,
            47.826087,
            43.478261,
            52.173913
        ],
        [
            1.519114,
            2.360712,
            0.977556,
            0.966795,
            1.439782,
            0.664746
        ],
        [
            169237,
            169237,
            51471,
            47435,
            47435,
            33217
        ],
        [
            -91731,
            -43998,
            -91731,
            -72660,
            -47408,
            -72660
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            55,
            60,
            52,
            55,
            60,
            52
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            6151,
            3136,
            3015,
            6151,
            3136,
            3015
        ],
        [
            3.941755,
            0,
            80.191755,
            3.941755,
            0,
            80.191755
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314266,
            -93499,
            -417845,
            -581531,
            -382539,
            -680808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6395,
    "evaluation_days": 1598.75,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120567618,
    "expiration_time": 1763247960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 105,
            "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)