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Trade: APT/USDT/360/VWAP/PWMA/5464

Strategy
APT/USDT/360/VWAP/PWMA/5464
Pair
APT_USDT
Interval
6h
Score
364013
Daily Profit
0.188644
Profit Factor
1.564481
Profitability
46.875000
Streak
27.614209
Best Strategy
Training Data Length
1071.750000
Evaluation Time
2025-09-26 11:44
Expiration Time
2025-10-26 17:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 158948.8691 202178.745 -43229.8759 -60203.7884 80375.4383 -140579.2267
Total P&L (%) 158.9489 202.1787 -43.2299 -60.2038 80.3754 -140.5792
Avg Daily Profit (%) 0.1483 0.1886 -0.0403 -0.0859 0.0551 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195863 -111994 -110427 -428885 -258517 -272186
Profit Factor 1.2344 1.5645 0.8649 0.9597 1.1049 0.807
Total Trades 192 96 96 192 96 96
Winning Trades 93 45 48 93 45 48
Losing Trades 99 51 48 99 51 48
Profitability (%) 48.4375 46.875 50 48.4375 46.875 50
Ratio Avg Win / Avg Loss 1.314 1.7731 0.8649 1.0216 1.2523 0.807
Largest Winning Trade 306944 306944 26412 345406 345406 83048
Largest Losing Trade -36695 -26495 -36695 -94900 -81222 -94900
Avg Bars in Trades 21 22 19 21 22 19
Avg Bars in Winners 21 23 18 21 23 18
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 4034 2121 1913 4034 2121 1913
Profit Streak 19.1142 27.6142 19.1142 19.1142 27.6142 19.1142
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 245384 364013 -579732 -576915 -224711 -579732

Evaluation Data

{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4287,
    "evaluation_days": 1071.75,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1670868000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876267691,
    "expiration_time": 1761493176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 90
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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": [
        [
            158948.8691325487,
            202178.7450024566,
            -43229.8758699079,
            -60203.7884033706,
            80375.438288701,
            -140579.2266920717
        ],
        [
            158.948869,
            202.178745,
            -43.229876,
            -60.203788,
            80.375438,
            -140.579227
        ],
        [
            0.148308,
            0.188644,
            -0.040336,
            -0.085934,
            0.055053,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195863,
            -111994,
            -110427,
            -428885,
            -258517,
            -272186
        ],
        [
            1.234373,
            1.564481,
            0.864915,
            0.959714,
            1.104947,
            0.807039
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            99,
            51,
            48,
            99,
            51,
            48
        ],
        [
            48.4375,
            46.875,
            50,
            48.4375,
            46.875,
            50
        ],
        [
            1.31401,
            1.773079,
            0.864915,
            1.021631,
            1.252274,
            0.807039
        ],
        [
            306944,
            306944,
            26412,
            345406,
            345406,
            83048
        ],
        [
            -36695,
            -26495,
            -36695,
            -94900,
            -81222,
            -94900
        ],
        [
            21,
            22,
            19,
            21,
            22,
            19
        ],
        [
            21,
            23,
            18,
            21,
            23,
            18
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            4034,
            2121,
            1913,
            4034,
            2121,
            1913
        ],
        [
            19.114209,
            27.614209,
            19.114209,
            19.114209,
            27.614209,
            19.114209
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            245384,
            364013,
            -579732,
            -576915,
            -224711,
            -579732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4287,
    "evaluation_days": 1071.75,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1670868000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876267691,
    "expiration_time": 1761493176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 90
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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)