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Trade: APT/USDT/480/HILO/VWMA/9660

Strategy
APT/USDT/480/HILO/VWMA/9660
Pair
APT_USDT
Interval
8h
Score
334572
Daily Profit
0.257317
Profit Factor
1.339494
Profitability
43.548387
Streak
7.398824
Best Strategy
Training Data Length
1076.670000
Evaluation Time
2025-09-29 12:34
Expiration Time
2025-10-31 17:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277045.9846 268749.3237 8296.6609 -34650.5204 -4086.6991 -30563.8213
Total P&L (%) 277.046 268.7493 8.2967 -34.6505 -4.0867 -30.5638
Avg Daily Profit (%) 0.2573 0.2496 0.0077 -0.0395 -0.0039 -0.0339
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182201 -137006 -109015 -194671 -142884 -78042
Profit Factor 1.3395 1.5562 1.0249 0.9357 0.9875 0.8568
Total Trades 248 124 124 248 124 124
Winning Trades 108 46 62 108 46 62
Losing Trades 140 78 62 140 78 62
Profitability (%) 43.5484 37.0968 50 43.5484 37.0968 50
Ratio Avg Win / Avg Loss 1.7364 2.6388 1.0249 1.213 1.6744 0.8568
Largest Winning Trade 380155 380155 28996 170808 170808 22030
Largest Losing Trade -23034 -23034 -20455 -29230 -29230 -24090
Avg Bars in Trades 12 18 7 12 18 7
Avg Bars in Winners 16 27 8 16 27 8
Avg Bars in Losers 9 13 5 9 13 5
Bars Traded 3184 2316 868 3184 2316 868
Profit Streak 7.3988 0 11.7322 7.3988 0 11.7322
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334572 210272 -540741 -579364 -582965 -580097
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3230,
    "evaluation_days": 1076.67,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1666915200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138458366,
    "expiration_time": 1761923520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "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": [
        [
            277045.984622768,
            268749.3237174486,
            8296.6609053194,
            -34650.5203562454,
            -4086.6990652985,
            -30563.8212909469
        ],
        [
            277.045985,
            268.749324,
            8.296661,
            -34.65052,
            -4.086699,
            -30.563821
        ],
        [
            0.257317,
            0.249612,
            0.007706,
            -0.039505,
            -0.003875,
            -0.033873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182201,
            -137006,
            -109015,
            -194671,
            -142884,
            -78042
        ],
        [
            1.339494,
            1.556239,
            1.024922,
            0.935747,
            0.987459,
            0.856791
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            108,
            46,
            62,
            108,
            46,
            62
        ],
        [
            140,
            78,
            62,
            140,
            78,
            62
        ],
        [
            43.548387,
            37.096774,
            50,
            43.548387,
            37.096774,
            50
        ],
        [
            1.736381,
            2.638839,
            1.024922,
            1.213006,
            1.674387,
            0.856791
        ],
        [
            380155,
            380155,
            28996,
            170808,
            170808,
            22030
        ],
        [
            -23034,
            -23034,
            -20455,
            -29230,
            -29230,
            -24090
        ],
        [
            12,
            18,
            7,
            12,
            18,
            7
        ],
        [
            16,
            27,
            8,
            16,
            27,
            8
        ],
        [
            9,
            13,
            5,
            9,
            13,
            5
        ],
        [
            3184,
            2316,
            868,
            3184,
            2316,
            868
        ],
        [
            7.398824,
            0,
            11.732157,
            7.398824,
            0,
            11.732157
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334572,
            210272,
            -540741,
            -579364,
            -582965,
            -580097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3230,
    "evaluation_days": 1076.67,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1666915200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759138458366,
    "expiration_time": 1761923520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "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)