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Trade: AR/USDT/480/VWMA/HMA/3131

Strategy
AR/USDT/480/VWMA/HMA/3131
Pair
AR_USDT
Interval
8h
Score
305452
Daily Profit
0.421924
Profit Factor
1.798609
Profitability
34.000000
Streak
16.417405
Best Strategy
Training Data Length
1607.330000
Evaluation Time
2025-10-07 13:01
Expiration Time
2025-11-24 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 678170.4745 593342.2195 84828.255 108433.0007 59702.1456 48730.8552
Total P&L (%) 678.1705 593.3422 84.8283 108.433 59.7021 48.7309
Avg Daily Profit (%) 0.4219 0.3691 0.0528 0.0457 0.0291 0.0247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94940 -107980 -100684 -426536 -367159 -406224
Profit Factor 1.7986 2.3046 1.2151 1.0491 1.054 1.0441
Total Trades 150 75 75 150 75 75
Winning Trades 51 19 32 51 19 32
Losing Trades 99 56 43 99 56 43
Profitability (%) 34 25.3333 42.6667 34 25.3333 42.6667
Ratio Avg Win / Avg Loss 3.4914 6.7926 1.6328 2.0364 3.1066 1.403
Largest Winning Trade 466050 466050 55366 320236 320236 154867
Largest Losing Trade -45690 -26754 -45690 -147513 -101737 -147513
Avg Bars in Trades 31 26 37 31 26 37
Avg Bars in Winners 63 57 66 63 57 66
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 4757 1958 2799 4757 1958 2799
Profit Streak 16.4174 0 59.0841 16.4174 0 59.0841
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305452 -71154 -180594 -302169 -399674 -392149
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4822,
    "evaluation_days": 1607.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831263760,
    "expiration_time": 1763990208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "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": [
        [
            678170.4745051473,
            593342.2194909444,
            84828.2550142031,
            108433.0007258571,
            59702.1455523222,
            48730.8551735351
        ],
        [
            678.170475,
            593.342219,
            84.828255,
            108.433001,
            59.702146,
            48.730855
        ],
        [
            0.421924,
            0.369148,
            0.052776,
            0.045704,
            0.02913,
            0.0247
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94940,
            -107980,
            -100684,
            -426536,
            -367159,
            -406224
        ],
        [
            1.798609,
            2.304648,
            1.215082,
            1.049069,
            1.054019,
            1.044117
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            51,
            19,
            32,
            51,
            19,
            32
        ],
        [
            99,
            56,
            43,
            99,
            56,
            43
        ],
        [
            34,
            25.333333,
            42.666667,
            34,
            25.333333,
            42.666667
        ],
        [
            3.491417,
            6.792648,
            1.632767,
            2.036429,
            3.106584,
            1.403032
        ],
        [
            466050,
            466050,
            55366,
            320236,
            320236,
            154867
        ],
        [
            -45690,
            -26754,
            -45690,
            -147513,
            -101737,
            -147513
        ],
        [
            31,
            26,
            37,
            31,
            26,
            37
        ],
        [
            63,
            57,
            66,
            63,
            57,
            66
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            4757,
            1958,
            2799,
            4757,
            1958,
            2799
        ],
        [
            16.417405,
            0,
            59.084071,
            16.417405,
            0,
            59.084071
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305452,
            -71154,
            -180594,
            -302169,
            -399674,
            -392149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4822,
    "evaluation_days": 1607.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831263760,
    "expiration_time": 1763990208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "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)