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Trade: APE/USDT/720/VWMA/MIDPOINT/1626

Strategy
APE/USDT/720/VWMA/MIDPOINT/1626
Pair
APE_USDT
Interval
12h
Score
687623
Daily Profit
0.264723
Profit Factor
3.589850
Profitability
68.571429
Streak
129.904940
Best Strategy
Training Data Length
1301.500000
Evaluation Time
2025-10-09 00:43
Expiration Time
2025-11-16 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 513752.2971 210719.512 303032.7851 5300005.9492 2278749.7466 3021256.2027
Total P&L (%) 513.7523 210.7195 303.0328 5300.0059 2278.7497 3021.2562
Avg Daily Profit (%) 0.3947 0.1619 0.2328 0.307 0.2438 0.2647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46087 -25882 -28466 -1295390 -611109 -864571
Profit Factor 3.8454 3.7661 3.9033 3.1733 2.7913 3.5899
Total Trades 70 35 35 70 35 35
Winning Trades 44 20 24 44 20 24
Losing Trades 26 15 11 26 15 11
Profitability (%) 62.8571 57.1429 68.5714 62.8571 57.1429 68.5714
Ratio Avg Win / Avg Loss 2.2723 2.8246 1.789 1.8751 2.0935 1.6453
Largest Winning Trade 95534 95534 44253 1251637 1251637 972570
Largest Losing Trade -36721 -12892 -36721 -864571 -504347 -864571
Avg Bars in Trades 35 27 43 35 27 43
Avg Bars in Winners 49 37 58 49 37 58
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 2491 954 1537 2491 954 1537
Profit Streak 55.4049 55.4049 129.9049 55.4049 55.4049 129.9049
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78717 589032 671086 -80351 572972 687623
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2603,
    "evaluation_days": 1301.5,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1650844800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759959786859,
    "expiration_time": 1763298288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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": [
        [
            513752.2971053631,
            210719.5120464233,
            303032.7850589397,
            5300005.949244573,
            2278749.7465641885,
            3021256.202680386
        ],
        [
            513.752297,
            210.719512,
            303.032785,
            5300.005949,
            2278.749747,
            3021.256203
        ],
        [
            0.394739,
            0.161905,
            0.232833,
            0.306962,
            0.243797,
            0.264723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46087,
            -25882,
            -28466,
            -1295390,
            -611109,
            -864571
        ],
        [
            3.845408,
            3.766096,
            3.903295,
            3.173318,
            2.791337,
            3.58985
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            62.857143,
            57.142857,
            68.571429,
            62.857143,
            57.142857,
            68.571429
        ],
        [
            2.272287,
            2.824572,
            1.78901,
            1.875142,
            2.093503,
            1.645348
        ],
        [
            95534,
            95534,
            44253,
            1251637,
            1251637,
            972570
        ],
        [
            -36721,
            -12892,
            -36721,
            -864571,
            -504347,
            -864571
        ],
        [
            35,
            27,
            43,
            35,
            27,
            43
        ],
        [
            49,
            37,
            58,
            49,
            37,
            58
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            2491,
            954,
            1537,
            2491,
            954,
            1537
        ],
        [
            55.40494,
            55.40494,
            129.90494,
            55.40494,
            55.40494,
            129.90494
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78717,
            589032,
            671086,
            -80351,
            572972,
            687623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2603,
    "evaluation_days": 1301.5,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1650844800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759959786859,
    "expiration_time": 1763298288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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)