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Trade: APE/USDT/120/VWMA/KCL/5026

Strategy
APE/USDT/120/VWMA/KCL/5026
Pair
APE_USDT
Interval
2h
Score
397006
Daily Profit
0.162026
Profit Factor
1.912145
Profitability
72.222222
Streak
0.000000
Best Strategy
Training Data Length
1287.080000
Evaluation Time
2025-09-26 05:15
Expiration Time
2025-11-10 00:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236205.0022 27664.1749 208540.8272 258880.0888 47735.8159 211144.273
Total P&L (%) 236.205 27.6642 208.5408 258.8801 47.7358 211.1443
Avg Daily Profit (%) 0.1835 0.0215 0.162 0.0993 0.0303 0.0882
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66583 -36152 -54654 -210863 -74477 -183770
Profit Factor 1.7236 1.2828 1.9121 1.3864 1.2721 1.4269
Total Trades 73 37 36 73 37 36
Winning Trades 46 20 26 46 20 26
Losing Trades 27 17 10 27 17 10
Profitability (%) 63.0137 54.0541 72.2222 63.0137 54.0541 72.2222
Ratio Avg Win / Avg Loss 1.0117 1.0904 0.7354 0.8137 1.0813 0.5488
Largest Winning Trade 45620 26314 45620 88969 48204 88969
Largest Losing Trade -43584 -22998 -43584 -183770 -38240 -183770
Avg Bars in Trades 194 53 339 194 53 339
Avg Bars in Winners 142 43 218 142 43 218
Avg Bars in Losers 283 64 654 283 64 654
Bars Traded 14208 1971 12237 14208 1971 12237
Profit Streak 53.9273 54.094 0 53.9273 54.094 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64114 -166393 397006 -135171 -152899 -73094

Evaluation Data

{
    "trading_pair": "APE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15445,
    "evaluation_days": 1287.08,
    "actual_first_datapoint_time": 1647525600000,
    "first_datapoint_time": 1648440000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852921804,
    "expiration_time": 1762725744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            236205.0021626447,
            27664.1749393215,
            208540.8272233232,
            258880.0888463676,
            47735.8158806693,
            211144.2729656983
        ],
        [
            236.205002,
            27.664175,
            208.540827,
            258.880089,
            47.735816,
            211.144273
        ],
        [
            0.18352,
            0.021494,
            0.162026,
            0.09933,
            0.030326,
            0.08823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66583,
            -36152,
            -54654,
            -210863,
            -74477,
            -183770
        ],
        [
            1.723581,
            1.28283,
            1.912145,
            1.386373,
            1.272079,
            1.426917
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            63.013699,
            54.054054,
            72.222222,
            63.013699,
            54.054054,
            72.222222
        ],
        [
            1.011667,
            1.090405,
            0.735441,
            0.81374,
            1.081267,
            0.548814
        ],
        [
            45620,
            26314,
            45620,
            88969,
            48204,
            88969
        ],
        [
            -43584,
            -22998,
            -43584,
            -183770,
            -38240,
            -183770
        ],
        [
            194,
            53,
            339,
            194,
            53,
            339
        ],
        [
            142,
            43,
            218,
            142,
            43,
            218
        ],
        [
            283,
            64,
            654,
            283,
            64,
            654
        ],
        [
            14208,
            1971,
            12237,
            14208,
            1971,
            12237
        ],
        [
            53.927336,
            54.094002,
            0,
            53.927336,
            54.094002,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64114,
            -166393,
            397006,
            -135171,
            -152899,
            -73094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15445,
    "evaluation_days": 1287.08,
    "actual_first_datapoint_time": 1647525600000,
    "first_datapoint_time": 1648440000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852921804,
    "expiration_time": 1762725744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)