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Trade: APT/USDT/240/VWAP/T3/6630

Strategy
APT/USDT/240/VWAP/T3/6630
Pair
APT_USDT
Interval
4h
Score
343019
Daily Profit
0.236828
Profit Factor
1.715477
Profitability
46.464646
Streak
4.242987
Best Strategy
Training Data Length
1080.500000
Evaluation Time
2025-10-03 12:49
Expiration Time
2025-11-04 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 232103.5881 255892.4651 -23788.877 -47910.5009 -11563.7769 -36346.724
Total P&L (%) 232.1036 255.8925 -23.7889 -47.9105 -11.5638 -36.3467
Avg Daily Profit (%) 0.2148 0.2368 -0.022 -0.0603 -0.0114 -0.0418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217488 -121273 -133939 -350321 -262971 -110013
Profit Factor 1.3381 1.7155 0.9277 0.9349 0.974 0.8752
Total Trades 197 99 98 197 99 98
Winning Trades 96 46 50 96 46 50
Losing Trades 101 53 48 101 53 48
Profitability (%) 48.731 46.4646 51.0204 48.731 46.4646 51.0204
Ratio Avg Win / Avg Loss 1.4078 1.9765 0.8906 0.9836 1.1222 0.8402
Largest Winning Trade 360626 360626 40658 270222 270222 29984
Largest Losing Trade -34059 -28752 -34059 -54187 -54187 -30385
Avg Bars in Trades 32 36 27 32 36 27
Avg Bars in Winners 28 29 27 28 29 27
Avg Bars in Losers 35 42 28 35 42 28
Bars Traded 6342 3620 2722 6342 3620 2722
Profit Streak 4.0763 4.243 0 4.0763 4.243 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304312 343019 -580660 -580389 -580770 -580660
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6483,
    "evaluation_days": 1080.5,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1667851200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484994111,
    "expiration_time": 1762279056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 119
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.07575
        }
    }
}
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": [
        [
            232103.5881047654,
            255892.465126536,
            -23788.8770217704,
            -47910.5009118568,
            -11563.7768674836,
            -36346.7240443731
        ],
        [
            232.103588,
            255.892465,
            -23.788877,
            -47.910501,
            -11.563777,
            -36.346724
        ],
        [
            0.214811,
            0.236828,
            -0.022017,
            -0.060343,
            -0.011373,
            -0.041798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217488,
            -121273,
            -133939,
            -350321,
            -262971,
            -110013
        ],
        [
            1.338074,
            1.715477,
            0.92767,
            0.934943,
            0.974024,
            0.875211
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            48.730964,
            46.464646,
            51.020408,
            48.730964,
            46.464646,
            51.020408
        ],
        [
            1.407765,
            1.976528,
            0.890563,
            0.983638,
            1.122245,
            0.840202
        ],
        [
            360626,
            360626,
            40658,
            270222,
            270222,
            29984
        ],
        [
            -34059,
            -28752,
            -34059,
            -54187,
            -54187,
            -30385
        ],
        [
            32,
            36,
            27,
            32,
            36,
            27
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            35,
            42,
            28,
            35,
            42,
            28
        ],
        [
            6342,
            3620,
            2722,
            6342,
            3620,
            2722
        ],
        [
            4.076321,
            4.242987,
            0,
            4.076321,
            4.242987,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304312,
            343019,
            -580660,
            -580389,
            -580770,
            -580660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6483,
    "evaluation_days": 1080.5,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1667851200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484994111,
    "expiration_time": 1762279056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 119
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.07575
        }
    }
}

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)