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Trade: APE/USDT/720/VWMA/DCM/9972

Strategy
APE/USDT/720/VWMA/DCM/9972
Pair
APE_USDT
Interval
12h
Score
417264
Daily Profit
0.160937
Profit Factor
1.983126
Profitability
48.979592
Streak
19.257403
Best Strategy
Training Data Length
1287.500000
Evaluation Time
2025-09-28 09:10
Expiration Time
2025-11-02 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330054.6987 122848.756 207205.9427 424007.0944 86230.3362 337776.7582
Total P&L (%) 330.0547 122.8488 207.2059 424.0071 86.2303 337.7768
Avg Daily Profit (%) 0.2564 0.0954 0.1609 0.1287 0.0483 0.1147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95031 -58046 -49666 -156670 -193439 -183934
Profit Factor 1.7066 1.4792 1.9831 1.3925 1.1476 1.6811
Total Trades 99 50 49 99 50 49
Winning Trades 43 19 24 43 19 24
Losing Trades 56 31 25 56 31 25
Profitability (%) 43.4343 38 48.9796 43.4343 38 48.9796
Ratio Avg Win / Avg Loss 2.2225 2.4135 2.0658 1.8135 1.8724 1.7512
Largest Winning Trade 121778 121778 72061 159719 143347 159719
Largest Losing Trade -40277 -23698 -40277 -108549 -86458 -108549
Avg Bars in Trades 25 20 29 25 20 29
Avg Bars in Winners 39 30 46 39 30 46
Avg Bars in Losers 14 15 13 14 15 13
Bars Traded 2506 1043 1463 2506 1043 1463
Profit Streak 0 0 19.2574 0 0 19.2574
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335695 -247737 417264 -21417 -369916 -36088
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2575,
    "evaluation_days": 1287.5,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1649160000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039839658,
    "expiration_time": 1762052400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "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": [
        [
            330054.6987277921,
            122848.7560386889,
            207205.9426891032,
            424007.0943693475,
            86230.3361745223,
            337776.758194825
        ],
        [
            330.054699,
            122.848756,
            207.205943,
            424.007094,
            86.230336,
            337.776758
        ],
        [
            0.256353,
            0.095417,
            0.160937,
            0.12873,
            0.048308,
            0.114748
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95031,
            -58046,
            -49666,
            -156670,
            -193439,
            -183934
        ],
        [
            1.706598,
            1.479239,
            1.983126,
            1.392521,
            1.147581,
            1.681107
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            43.434343,
            38,
            48.979592,
            43.434343,
            38,
            48.979592
        ],
        [
            2.222547,
            2.413495,
            2.065756,
            1.813515,
            1.872369,
            1.751153
        ],
        [
            121778,
            121778,
            72061,
            159719,
            143347,
            159719
        ],
        [
            -40277,
            -23698,
            -40277,
            -108549,
            -86458,
            -108549
        ],
        [
            25,
            20,
            29,
            25,
            20,
            29
        ],
        [
            39,
            30,
            46,
            39,
            30,
            46
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            2506,
            1043,
            1463,
            2506,
            1043,
            1463
        ],
        [
            0,
            0,
            19.257403,
            0,
            0,
            19.257403
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335695,
            -247737,
            417264,
            -21417,
            -369916,
            -36088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2575,
    "evaluation_days": 1287.5,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1649160000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039839658,
    "expiration_time": 1762052400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "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)