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Trade: ARB/USDT/15/VWMA/VWAP/6370

Strategy
ARB/USDT/15/VWMA/VWAP/6370
Pair
ARB_USDT
Interval
15m
Score
319146
Daily Profit
0.560881
Profit Factor
1.476292
Profitability
40.414508
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 12:53
Expiration Time
2025-12-12 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 146064.7492 61783.6953 84281.0539 208028.9943 110404.5019 97624.4924
Total P&L (%) 146.0647 61.7837 84.2811 208.029 110.4045 97.6245
Avg Daily Profit (%) 0.5609 0.2372 0.3236 0.4329 0.286 0.2619
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37859 -41332 -21333 -54469 -43166 -50599
Profit Factor 1.4763 1.4062 1.5452 1.3942 1.4216 1.3671
Total Trades 193 97 96 193 97 96
Winning Trades 78 38 40 78 38 40
Losing Trades 115 59 56 115 59 56
Profitability (%) 40.4145 39.1753 41.6667 40.4145 39.1753 41.6667
Ratio Avg Win / Avg Loss 2.1766 2.1834 2.1633 2.0555 2.2073 1.914
Largest Winning Trade 45901 45901 20321 58086 58086 31128
Largest Losing Trade -8819 -8819 -8353 -22638 -17041 -22638
Avg Bars in Trades 128 128 128 128 128 128
Avg Bars in Winners 225 211 238 225 211 238
Avg Bars in Losers 62 75 49 62 75 49
Bars Traded 24790 12447 12343 24790 12447 12343
Profit Streak 0 0 4.1518 0 0 4.1518
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319146 120075 228895 261709 158192 170726
Evaluation Data
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736553600000,
    "first_datapoint_time": 1736700300000,
    "last_datapoint_time": 1759052700000,
    "evaluation_time": 1759053211476,
    "expiration_time": 1765532700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            146064.7491980757,
            61783.6953134835,
            84281.0538845921,
            208028.9942851668,
            110404.5018615859,
            97624.492423581
        ],
        [
            146.064749,
            61.783695,
            84.281054,
            208.028994,
            110.404502,
            97.624492
        ],
        [
            0.560881,
            0.237246,
            0.323635,
            0.432938,
            0.286048,
            0.261919
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37859,
            -41332,
            -21333,
            -54469,
            -43166,
            -50599
        ],
        [
            1.476292,
            1.406249,
            1.545201,
            1.394156,
            1.421622,
            1.36711
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            40.414508,
            39.175258,
            41.666667,
            40.414508,
            39.175258,
            41.666667
        ],
        [
            2.176585,
            2.183387,
            2.163281,
            2.055486,
            2.207255,
            1.913954
        ],
        [
            45901,
            45901,
            20321,
            58086,
            58086,
            31128
        ],
        [
            -8819,
            -8819,
            -8353,
            -22638,
            -17041,
            -22638
        ],
        [
            128,
            128,
            128,
            128,
            128,
            128
        ],
        [
            225,
            211,
            238,
            225,
            211,
            238
        ],
        [
            62,
            75,
            49,
            62,
            75,
            49
        ],
        [
            24790,
            12447,
            12343,
            24790,
            12447,
            12343
        ],
        [
            0,
            0,
            4.151753,
            0,
            0,
            4.151753
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319146,
            120075,
            228895,
            261709,
            158192,
            170726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ARB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736553600000,
    "first_datapoint_time": 1736700300000,
    "last_datapoint_time": 1759052700000,
    "evaluation_time": 1759053211476,
    "expiration_time": 1765532700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)