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Trade: AR/USDT/720/VWAP/KCL/4772

Strategy
AR/USDT/720/VWAP/KCL/4772
Pair
AR_USDT
Interval
12h
Score
436784
Daily Profit
0.185601
Profit Factor
2.035463
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1612.000000
Evaluation Time
2025-10-12 10:18
Expiration Time
2025-11-29 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -175486.8768 16297.1415 -191784.0182 -8622568.6473 1886811.4556 -10509380.1029
Total P&L (%) -175.4869 16.2971 -191.784 -8622.5686 1886.8115 -10509.3801
Avg Daily Profit (%) -0.1089 0.0101 -0.119 0 0.1856 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -531669 -49430 -531669 -9281137 -1271755 -11065212
Profit Factor 0.7268 1.1486 0.6399 0.3334 2.0355 0.0544
Total Trades 64 32 32 64 32 32
Winning Trades 55 26 29 41 19 22
Losing Trades 9 6 3 23 13 10
Profitability (%) 85.9375 81.25 90.625 64.0625 59.375 68.75
Ratio Avg Win / Avg Loss 0.1189 0.2651 0.0662 0.187 1.3927 0.0247
Largest Winning Trade 34900 21881 34900 3338557 3338557 76352
Largest Losing Trade -531669 -47648 -531669 -3359233 -305010 -3359233
Avg Bars in Trades 42 16 68 42 16 68
Avg Bars in Winners 33 4 59 29 11 44
Avg Bars in Losers 98 66 162 66 22 122
Bars Traded 2715 515 2200 2715 515 2200
Profit Streak 114.8042 172.3042 114.8042 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -718422 -241848 -574930 -722454 436784 -578379
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3224,
    "evaluation_days": 1612,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628208000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760253485130,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -175486.8767639977,
            16297.1414600788,
            -191784.0182240765,
            -8622568.647331025,
            1886811.4555887927,
            -10509380.102919819
        ],
        [
            -175.486877,
            16.297141,
            -191.784018,
            -8622.568647,
            1886.811456,
            -10509.380103
        ],
        [
            -0.108863,
            0.01011,
            -0.118973,
            0,
            0.185601,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -531669,
            -49430,
            -531669,
            -9281137,
            -1271755,
            -11065212
        ],
        [
            0.726773,
            1.148562,
            0.639894,
            0.333423,
            2.035463,
            0.05435
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            55,
            26,
            29,
            41,
            19,
            22
        ],
        [
            9,
            6,
            3,
            23,
            13,
            10
        ],
        [
            85.9375,
            81.25,
            90.625,
            64.0625,
            59.375,
            68.75
        ],
        [
            0.118927,
            0.265053,
            0.066196,
            0.187042,
            1.392685,
            0.024705
        ],
        [
            34900,
            21881,
            34900,
            3338557,
            3338557,
            76352
        ],
        [
            -531669,
            -47648,
            -531669,
            -3359233,
            -305010,
            -3359233
        ],
        [
            42,
            16,
            68,
            42,
            16,
            68
        ],
        [
            33,
            4,
            59,
            29,
            11,
            44
        ],
        [
            98,
            66,
            162,
            66,
            22,
            122
        ],
        [
            2715,
            515,
            2200,
            2715,
            515,
            2200
        ],
        [
            114.804226,
            172.304226,
            114.804226,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -718422,
            -241848,
            -574930,
            -722454,
            436784,
            -578379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3224,
    "evaluation_days": 1612,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1628208000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760253485130,
    "expiration_time": 1764405504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)