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Trade: APE/USDT/360/VWMA/SWMA/1060

Strategy
APE/USDT/360/VWMA/SWMA/1060
Pair
APE_USDT
Interval
6h
Score
407911
Daily Profit
0.194797
Profit Factor
1.526342
Profitability
65.476190
Streak
90.986605
Best Strategy
Training Data Length
1292.000000
Evaluation Time
2025-09-29 14:40
Expiration Time
2025-11-07 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251677.3569 94254.3204 157423.0365 38269.1469 141537.4025 -103268.2556
Total P&L (%) 251.6774 94.2543 157.423 38.2691 141.5374 -103.2683
Avg Daily Profit (%) 0.1948 0.073 0.1218 0.0251 0.0683 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139074 -99584 -89007 -252009 -125624 -241973
Profit Factor 1.5263 1.426 1.6127 1.0571 1.641 0.77
Total Trades 84 42 42 84 42 42
Winning Trades 55 26 29 55 26 29
Losing Trades 29 16 13 29 16 13
Profitability (%) 65.4762 61.9048 69.0476 65.4762 61.9048 69.0476
Ratio Avg Win / Avg Loss 0.8048 0.8776 0.7229 0.5574 1.0098 0.3452
Largest Winning Trade 57772 36249 57772 77860 71357 77860
Largest Losing Trade -76280 -40479 -76280 -197229 -69160 -197229
Avg Bars in Trades 58 49 67 58 49 67
Avg Bars in Winners 48 39 57 48 39 57
Avg Bars in Losers 77 66 90 77 66 90
Bars Traded 4927 2083 2843 4927 2083 2843
Profit Streak 90.9866 90.9866 147.4866 90.9866 90.9866 147.4866
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407911 -93803 -26085 -317136 -97226 -576790
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5168,
    "evaluation_days": 1292,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1650542400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146042679,
    "expiration_time": 1762474464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "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": [
        [
            251677.3569327342,
            94254.3203913329,
            157423.0365414012,
            38269.1468863942,
            141537.4025200673,
            -103268.2556336732
        ],
        [
            251.677357,
            94.25432,
            157.423037,
            38.269147,
            141.537403,
            -103.268256
        ],
        [
            0.194797,
            0.072952,
            0.121844,
            0.025083,
            0.068278,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139074,
            -99584,
            -89007,
            -252009,
            -125624,
            -241973
        ],
        [
            1.526342,
            1.42602,
            1.612733,
            1.057129,
            1.640963,
            0.770033
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            65.47619,
            61.904762,
            69.047619,
            65.47619,
            61.904762,
            69.047619
        ],
        [
            0.804798,
            0.877551,
            0.722949,
            0.557395,
            1.009824,
            0.345187
        ],
        [
            57772,
            36249,
            57772,
            77860,
            71357,
            77860
        ],
        [
            -76280,
            -40479,
            -76280,
            -197229,
            -69160,
            -197229
        ],
        [
            58,
            49,
            67,
            58,
            49,
            67
        ],
        [
            48,
            39,
            57,
            48,
            39,
            57
        ],
        [
            77,
            66,
            90,
            77,
            66,
            90
        ],
        [
            4927,
            2083,
            2843,
            4927,
            2083,
            2843
        ],
        [
            90.986605,
            90.986605,
            147.486605,
            90.986605,
            90.986605,
            147.486605
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407911,
            -93803,
            -26085,
            -317136,
            -97226,
            -576790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5168,
    "evaluation_days": 1292,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1650542400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146042679,
    "expiration_time": 1762474464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "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)