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Trade: APT/USDT/120/SSF/WMA/7067

Strategy
APT/USDT/120/SSF/WMA/7067
Pair
APT_USDT
Interval
2h
Score
421158
Daily Profit
0.205131
Profit Factor
1.534512
Profitability
69.892473
Streak
13.296125
Best Strategy
Training Data Length
836.170000
Evaluation Time
2025-10-03 02:06
Expiration Time
2025-11-02 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171524.76 100673.6625 70851.0975 163394.3466 143184.884 20209.4626
Total P&L (%) 171.5248 100.6737 70.8511 163.3943 143.1849 20.2095
Avg Daily Profit (%) 0.2051 0.1204 0.0847 0.1159 0.1063 0.022
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95464 -55642 -63585 -175307 -61941 -140447
Profit Factor 1.5345 1.5994 1.4633 1.4117 1.8392 1.0893
Total Trades 93 47 46 93 47 46
Winning Trades 65 32 33 65 32 33
Losing Trades 28 15 13 28 15 13
Profitability (%) 69.8925 68.0851 71.7391 69.8925 68.0851 71.7391
Ratio Avg Win / Avg Loss 0.661 0.7497 0.5764 0.6081 0.8621 0.4291
Largest Winning Trade 23813 23813 17227 35577 35577 19668
Largest Losing Trade -46961 -34327 -46961 -109692 -42527 -109692
Avg Bars in Trades 105 110 99 105 110 99
Avg Bars in Winners 80 86 75 80 86 75
Avg Bars in Losers 162 163 160 162 163 160
Bars Traded 9798 5213 4585 9798 5213 4585
Profit Streak 13.2961 13.2961 14.5461 13.2961 13.2961 14.5461
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421158 -28997 -76931 -35001 -47286 -290649
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 10034,
    "actual_packets": 10034,
    "evaluation_days": 836.17,
    "actual_first_datapoint_time": 1687204800000,
    "first_datapoint_time": 1688853600000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759446385220,
    "expiration_time": 1762043212800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "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": [
        [
            171524.7599945693,
            100673.6625288962,
            70851.0974656732,
            163394.3466210371,
            143184.8839966051,
            20209.4626244321
        ],
        [
            171.52476,
            100.673663,
            70.851097,
            163.394347,
            143.184884,
            20.209463
        ],
        [
            0.205131,
            0.120399,
            0.084733,
            0.115891,
            0.106333,
            0.022015
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95464,
            -55642,
            -63585,
            -175307,
            -61941,
            -140447
        ],
        [
            1.534512,
            1.599369,
            1.46328,
            1.411727,
            1.839195,
            1.089331
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            69.892473,
            68.085106,
            71.73913,
            69.892473,
            68.085106,
            71.73913
        ],
        [
            0.66102,
            0.749704,
            0.576444,
            0.608128,
            0.862123,
            0.429131
        ],
        [
            23813,
            23813,
            17227,
            35577,
            35577,
            19668
        ],
        [
            -46961,
            -34327,
            -46961,
            -109692,
            -42527,
            -109692
        ],
        [
            105,
            110,
            99,
            105,
            110,
            99
        ],
        [
            80,
            86,
            75,
            80,
            86,
            75
        ],
        [
            162,
            163,
            160,
            162,
            163,
            160
        ],
        [
            9798,
            5213,
            4585,
            9798,
            5213,
            4585
        ],
        [
            13.296125,
            13.296125,
            14.546125,
            13.296125,
            13.296125,
            14.546125
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421158,
            -28997,
            -76931,
            -35001,
            -47286,
            -290649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 10034,
    "actual_packets": 10034,
    "evaluation_days": 836.17,
    "actual_first_datapoint_time": 1687204800000,
    "first_datapoint_time": 1688853600000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759446385220,
    "expiration_time": 1762043212800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "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)