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Trade: AR/USDT/480/VWMA/MIDPRICE/5440

Strategy
AR/USDT/480/VWMA/MIDPRICE/5440
Pair
AR_USDT
Interval
8h
Score
606950
Daily Profit
0.555801
Profit Factor
2.543945
Profitability
55.208333
Streak
0.000000
Best Strategy
Training Data Length
1606.330000
Evaluation Time
2025-10-06 13:45
Expiration Time
2025-11-23 14:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 892800.5414 724301.5097 168499.0318 1461793.1379 601484.1837 860308.9542
Total P&L (%) 892.8005 724.3015 168.499 1461.7931 601.4842 860.309
Avg Daily Profit (%) 0.5558 0.4509 0.1049 0.1712 0.1213 0.1409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121181 -125410 -58173 -2643769 -2334747 -1131550
Profit Factor 2.5439 2.8428 1.9097 1.2485 1.1587 1.4114
Total Trades 96 48 48 96 48 48
Winning Trades 53 19 34 53 19 34
Losing Trades 43 29 14 43 29 14
Profitability (%) 55.2083 39.5833 70.8333 55.2083 39.5833 70.8333
Ratio Avg Win / Avg Loss 2.064 4.339 0.7864 1.013 1.7685 0.5812
Largest Winning Trade 414555 414555 40302 1596471 1596471 954780
Largest Losing Trade -42190 -42190 -39139 -683321 -601000 -683321
Avg Bars in Trades 48 61 34 48 61 34
Avg Bars in Winners 53 77 40 53 77 40
Avg Bars in Losers 41 51 21 41 51 21
Bars Traded 4639 2975 1664 4639 2975 1664
Profit Streak 0 0 99.7819 0 0 99.7819
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 606950 419282 -47949 305726 -79418 -1249
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4819,
    "evaluation_days": 1606.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624982400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759747554357,
    "expiration_time": 1763901216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 47
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 140,
            "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": [
        [
            892800.5414142145,
            724301.5096587682,
            168499.0317554463,
            1461793.1379164767,
            601484.1837231907,
            860308.9541932862
        ],
        [
            892.800541,
            724.30151,
            168.499032,
            1461.793138,
            601.484184,
            860.308954
        ],
        [
            0.555801,
            0.450905,
            0.104897,
            0.171246,
            0.121346,
            0.140922
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121181,
            -125410,
            -58173,
            -2643769,
            -2334747,
            -1131550
        ],
        [
            2.543945,
            2.842818,
            1.909728,
            1.248546,
            1.158686,
            1.411439
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            53,
            19,
            34,
            53,
            19,
            34
        ],
        [
            43,
            29,
            14,
            43,
            29,
            14
        ],
        [
            55.208333,
            39.583333,
            70.833333,
            55.208333,
            39.583333,
            70.833333
        ],
        [
            2.063955,
            4.339038,
            0.786359,
            1.012971,
            1.768521,
            0.581181
        ],
        [
            414555,
            414555,
            40302,
            1596471,
            1596471,
            954780
        ],
        [
            -42190,
            -42190,
            -39139,
            -683321,
            -601000,
            -683321
        ],
        [
            48,
            61,
            34,
            48,
            61,
            34
        ],
        [
            53,
            77,
            40,
            53,
            77,
            40
        ],
        [
            41,
            51,
            21,
            41,
            51,
            21
        ],
        [
            4639,
            2975,
            1664,
            4639,
            2975,
            1664
        ],
        [
            0,
            0,
            99.781879,
            0,
            0,
            99.781879
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            606950,
            419282,
            -47949,
            305726,
            -79418,
            -1249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4819,
    "evaluation_days": 1606.33,
    "actual_first_datapoint_time": 1620979200000,
    "first_datapoint_time": 1624982400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759747554357,
    "expiration_time": 1763901216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 47
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 140,
            "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)