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Trade: APT/USDT/120/SMA/VWMA/1354

Strategy
APT/USDT/120/SMA/VWMA/1354
Pair
APT_USDT
Interval
2h
Score
300586
Daily Profit
0.216163
Profit Factor
1.428389
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1086.670000
Evaluation Time
2025-10-09 18:37
Expiration Time
2025-11-17 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234897.7306 223903.2904 10994.4402 16011.5229 -48409.6094 64421.1323
Total P&L (%) 234.8977 223.9033 10.9944 16.0115 -48.4096 64.4211
Avg Daily Profit (%) 0.2162 0.206 0.0101 0.0137 -0.0609 0.0458
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201704 -145864 -101545 -403144 -375291 -118626
Profit Factor 1.4284 1.6707 1.0513 1.0152 0.9312 1.1861
Total Trades 143 71 72 143 71 72
Winning Trades 65 31 34 65 31 34
Losing Trades 78 40 38 78 40 38
Profitability (%) 45.4545 43.662 47.2222 45.4545 43.662 47.2222
Ratio Avg Win / Avg Loss 1.7141 2.1558 1.1749 1.2183 1.2016 1.3257
Largest Winning Trade 245156 245156 40319 215032 215032 77640
Largest Losing Trade -27301 -27301 -26819 -69551 -69551 -53014
Avg Bars in Trades 88 120 57 88 120 57
Avg Bars in Winners 116 145 89 116 145 89
Avg Bars in Losers 65 100 29 65 100 29
Bars Traded 12684 8526 4158 12684 8526 4158
Profit Streak 0 14.1514 0 0 14.1514 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300586 -77990 -558843 -389274 -667939 -228480
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13040,
    "evaluation_days": 1086.67,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1667469600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760024277304,
    "expiration_time": 1763398368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "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": [
        [
            234897.7305966452,
            223903.2904213549,
            10994.4401752903,
            16011.5229051255,
            -48409.6093535611,
            64421.1322586866
        ],
        [
            234.897731,
            223.90329,
            10.99444,
            16.011523,
            -48.409609,
            64.421132
        ],
        [
            0.216163,
            0.206045,
            0.010118,
            0.013668,
            -0.060886,
            0.045771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201704,
            -145864,
            -101545,
            -403144,
            -375291,
            -118626
        ],
        [
            1.428389,
            1.670746,
            1.051252,
            1.015247,
            0.931239,
            1.186123
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            45.454545,
            43.661972,
            47.222222,
            45.454545,
            43.661972,
            47.222222
        ],
        [
            1.714067,
            2.155801,
            1.174929,
            1.218296,
            1.201598,
            1.325667
        ],
        [
            245156,
            245156,
            40319,
            215032,
            215032,
            77640
        ],
        [
            -27301,
            -27301,
            -26819,
            -69551,
            -69551,
            -53014
        ],
        [
            88,
            120,
            57,
            88,
            120,
            57
        ],
        [
            116,
            145,
            89,
            116,
            145,
            89
        ],
        [
            65,
            100,
            29,
            65,
            100,
            29
        ],
        [
            12684,
            8526,
            4158,
            12684,
            8526,
            4158
        ],
        [
            0,
            14.151358,
            0,
            0,
            14.151358,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300586,
            -77990,
            -558843,
            -389274,
            -667939,
            -228480
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13040,
    "evaluation_days": 1086.67,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1667469600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760024277304,
    "expiration_time": 1763398368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "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)