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Trade: AR/USDT/60/VWMA/DCM/4464

Strategy
AR/USDT/60/VWMA/DCM/4464
Pair
AR_USDT
Interval
1h
Score
307779
Daily Profit
0.303773
Profit Factor
1.525797
Profitability
39.090909
Streak
50.013040
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 04:18
Expiration Time
2025-12-21 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316431.4866 302341.8198 14089.6668 20125.204 84469.6006 -64344.3966
Total P&L (%) 316.4315 302.3418 14.0897 20.1252 84.4696 -64.3444
Avg Daily Profit (%) 0.3038 0.2902 0.0135 0.0176 0.0588 -0.099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150251 -113923 -107530 -296313 -192554 -169566
Profit Factor 1.5258 1.9673 1.0487 1.0232 1.2003 0.8552
Total Trades 110 55 55 110 55 55
Winning Trades 43 19 24 43 19 24
Losing Trades 67 36 31 67 36 31
Profitability (%) 39.0909 34.5455 43.6364 39.0909 34.5455 43.6364
Ratio Avg Win / Avg Loss 2.3774 3.7276 1.3546 1.5944 2.2743 1.1046
Largest Winning Trade 304712 304712 37112 208729 208729 74640
Largest Losing Trade -39945 -36918 -39945 -90169 -60426 -90169
Avg Bars in Trades 218 209 228 218 209 228
Avg Bars in Winners 358 321 388 358 321 388
Avg Bars in Losers 129 149 104 129 149 104
Bars Traded 24073 11498 12575 24073 11498 12575
Profit Streak 50.013 50.013 89.263 50.013 50.013 89.263
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307779 -173648 -561430 -372523 -299600 -760279
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669798800000,
    "first_datapoint_time": 1670716800000,
    "last_datapoint_time": 1759798800000,
    "evaluation_time": 1759799926628,
    "expiration_time": 1766278800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 89
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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": [
        [
            316431.4865786631,
            302341.8197996708,
            14089.6667789924,
            20125.2039508148,
            84469.6005977571,
            -64344.3966469422
        ],
        [
            316.431487,
            302.34182,
            14.089667,
            20.125204,
            84.469601,
            -64.344397
        ],
        [
            0.303773,
            0.290247,
            0.013526,
            0.017604,
            0.058799,
            -0.098952
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150251,
            -113923,
            -107530,
            -296313,
            -192554,
            -169566
        ],
        [
            1.525797,
            1.967325,
            1.04871,
            1.023242,
            1.200344,
            0.855167
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            39.090909,
            34.545455,
            43.636364,
            39.090909,
            34.545455,
            43.636364
        ],
        [
            2.377404,
            3.727563,
            1.354583,
            1.594354,
            2.274336,
            1.104591
        ],
        [
            304712,
            304712,
            37112,
            208729,
            208729,
            74640
        ],
        [
            -39945,
            -36918,
            -39945,
            -90169,
            -60426,
            -90169
        ],
        [
            218,
            209,
            228,
            218,
            209,
            228
        ],
        [
            358,
            321,
            388,
            358,
            321,
            388
        ],
        [
            129,
            149,
            104,
            129,
            149,
            104
        ],
        [
            24073,
            11498,
            12575,
            24073,
            11498,
            12575
        ],
        [
            50.01304,
            50.01304,
            89.26304,
            50.01304,
            50.01304,
            89.26304
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307779,
            -173648,
            -561430,
            -372523,
            -299600,
            -760279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669798800000,
    "first_datapoint_time": 1670716800000,
    "last_datapoint_time": 1759798800000,
    "evaluation_time": 1759799926628,
    "expiration_time": 1766278800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 89
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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)