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Trade: APT/USDT/5/VWAP/BBM/1941

Strategy
APT/USDT/5/VWAP/BBM/1941
Pair
APT_USDT
Interval
5m
Score
347938
Daily Profit
0.670367
Profit Factor
1.242124
Profitability
44.836957
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 22:52
Expiration Time
2025-12-25 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58194.5431 28018.8879 30175.6552 43134.0778 26285.2442 16848.8336
Total P&L (%) 58.1945 28.0189 30.1757 43.1341 26.2852 16.8488
Avg Daily Profit (%) 0.6704 0.3228 0.3476 0.414 0.2692 0.1795
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54407 -30044 -35504 -50421 -28349 -31946
Profit Factor 1.2421 1.2214 1.2651 1.1914 1.217 1.1616
Total Trades 368 184 184 368 184 184
Winning Trades 165 87 78 165 87 78
Losing Trades 203 97 106 203 97 106
Profitability (%) 44.837 47.2826 42.3913 44.837 47.2826 42.3913
Ratio Avg Win / Avg Loss 1.5282 1.3618 1.7193 1.4657 1.3568 1.5786
Largest Winning Trade 47859 45139 47859 48668 48668 34899
Largest Losing Trade -5845 -5845 -4657 -9072 -9072 -4642
Avg Bars in Trades 67 70 65 67 70 65
Avg Bars in Winners 76 82 70 76 82 70
Avg Bars in Losers 60 59 61 60 59 61
Bars Traded 24939 12932 12007 24939 12932 12007
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347938 86091 91773 -4546 63076 -47382
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752712200000,
    "first_datapoint_time": 1752729000000,
    "last_datapoint_time": 1760211900000,
    "evaluation_time": 1760212351740,
    "expiration_time": 1766691900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 1.21245
        }
    }
}
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": [
        [
            58194.5431245801,
            28018.8879018669,
            30175.6552227132,
            43134.0778001521,
            26285.2442063532,
            16848.8335937989
        ],
        [
            58.194543,
            28.018888,
            30.175655,
            43.134078,
            26.285244,
            16.848834
        ],
        [
            0.670367,
            0.322761,
            0.347606,
            0.413954,
            0.269194,
            0.179531
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54407,
            -30044,
            -35504,
            -50421,
            -28349,
            -31946
        ],
        [
            1.242124,
            1.22143,
            1.265131,
            1.191368,
            1.21695,
            1.161634
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            165,
            87,
            78,
            165,
            87,
            78
        ],
        [
            203,
            97,
            106,
            203,
            97,
            106
        ],
        [
            44.836957,
            47.282609,
            42.391304,
            44.836957,
            47.282609,
            42.391304
        ],
        [
            1.528189,
            1.361825,
            1.71928,
            1.465744,
            1.356829,
            1.578631
        ],
        [
            47859,
            45139,
            47859,
            48668,
            48668,
            34899
        ],
        [
            -5845,
            -5845,
            -4657,
            -9072,
            -9072,
            -4642
        ],
        [
            67,
            70,
            65,
            67,
            70,
            65
        ],
        [
            76,
            82,
            70,
            76,
            82,
            70
        ],
        [
            60,
            59,
            61,
            60,
            59,
            61
        ],
        [
            24939,
            12932,
            12007,
            24939,
            12932,
            12007
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347938,
            86091,
            91773,
            -4546,
            63076,
            -47382
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752712200000,
    "first_datapoint_time": 1752729000000,
    "last_datapoint_time": 1760211900000,
    "evaluation_time": 1760212351740,
    "expiration_time": 1766691900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 1.21245
        }
    }
}

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)