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Trade: APT/USDT/15/ZLMA/VWMA/3388

Strategy
APT/USDT/15/ZLMA/VWMA/3388
Pair
APT_USDT
Interval
15m
Score
360957
Daily Profit
0.265703
Profit Factor
1.546887
Profitability
65.686275
Streak
7.270578
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 02:44
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88050.2439 18855.8972 69194.3467 91415.1812 -1834.4834 93249.6647
Total P&L (%) 88.0502 18.8559 69.1943 91.4152 -1.8345 93.2497
Avg Daily Profit (%) 0.3381 0.0724 0.2657 0.2496 -0.0071 0.2533
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43256 -25100 -29416 -117104 -74859 -68578
Profit Factor 1.3091 1.1191 1.5469 1.1521 0.9946 1.3599
Total Trades 203 101 102 203 101 102
Winning Trades 128 61 67 128 61 67
Losing Trades 75 40 35 75 40 35
Profitability (%) 63.0542 60.396 65.6863 63.0542 60.396 65.6863
Ratio Avg Win / Avg Loss 0.7671 0.7338 0.8081 0.6751 0.6522 0.7104
Largest Winning Trade 12723 12723 12668 22465 22465 18113
Largest Losing Trade -20383 -16700 -20383 -45214 -42677 -45214
Avg Bars in Trades 121 122 120 121 122 120
Avg Bars in Winners 80 79 81 80 79 81
Avg Bars in Losers 190 186 195 190 186 195
Bars Traded 24621 12322 12299 24621 12322 12299
Profit Streak 4.7393 4.7393 7.2706 4.7393 4.7393 7.2706
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360022 -194972 360957 -44106 -580639 317937
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736367300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758930277926,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "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": [
        [
            88050.2439208957,
            18855.8971942538,
            69194.3467266417,
            91415.1812282804,
            -1834.4834235107,
            93249.6646517913
        ],
        [
            88.050244,
            18.855897,
            69.194347,
            91.415181,
            -1.834483,
            93.249665
        ],
        [
            0.338109,
            0.072406,
            0.265703,
            0.249629,
            -0.007109,
            0.253301
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43256,
            -25100,
            -29416,
            -117104,
            -74859,
            -68578
        ],
        [
            1.309104,
            1.11909,
            1.546887,
            1.152105,
            0.994634,
            1.359894
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            63.054187,
            60.39604,
            65.686275,
            63.054187,
            60.39604,
            65.686275
        ],
        [
            0.767053,
            0.73383,
            0.808075,
            0.675062,
            0.652219,
            0.710392
        ],
        [
            12723,
            12723,
            12668,
            22465,
            22465,
            18113
        ],
        [
            -20383,
            -16700,
            -20383,
            -45214,
            -42677,
            -45214
        ],
        [
            121,
            122,
            120,
            121,
            122,
            120
        ],
        [
            80,
            79,
            81,
            80,
            79,
            81
        ],
        [
            190,
            186,
            195,
            190,
            186,
            195
        ],
        [
            24621,
            12322,
            12299,
            24621,
            12322,
            12299
        ],
        [
            4.739328,
            4.739328,
            7.270578,
            4.739328,
            4.739328,
            7.270578
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360022,
            -194972,
            360957,
            -44106,
            -580639,
            317937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736367300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758930277926,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "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)