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Trade: APT/USDT/15/SSF/PWMA/3605

Strategy
APT/USDT/15/SSF/PWMA/3605
Pair
APT_USDT
Interval
15m
Score
332772
Daily Profit
0.338626
Profit Factor
1.281551
Profitability
55.405405
Streak
4.235716
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 20:39
Expiration Time
2025-12-18 19:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88184.9531 24399.5259 63785.4272 87700.2056 3223.4973 84476.7083
Total P&L (%) 88.185 24.3995 63.7854 87.7002 3.2235 84.4767
Avg Daily Profit (%) 0.3386 0.0937 0.2449 0.2421 0.0122 0.2354
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70006 -34883 -41405 -185176 -101683 -106578
Profit Factor 1.2816 1.1433 1.4463 1.1186 1.008 1.2511
Total Trades 222 111 111 222 111 111
Winning Trades 123 61 62 123 61 62
Losing Trades 99 50 49 99 50 49
Profitability (%) 55.4054 54.955 55.8559 55.4054 54.955 55.8559
Ratio Avg Win / Avg Loss 1.0315 0.9371 1.1431 0.9003 0.8262 0.9887
Largest Winning Trade 13800 13800 11827 27428 27428 26113
Largest Losing Trade -23064 -13863 -23064 -61179 -30709 -61179
Avg Bars in Trades 109 110 109 109 110 109
Avg Bars in Winners 77 71 83 77 71 83
Avg Bars in Losers 150 158 141 150 158 141
Bars Traded 24395 12273 12122 24395 12273 12122
Profit Streak 4.2357 7.7774 0 4.2357 7.7774 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332772 -136310 276252 -83277 -555609 185278
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737099900000,
    "first_datapoint_time": 1737306900000,
    "last_datapoint_time": 1759599000000,
    "evaluation_time": 1759599565909,
    "expiration_time": 1766079000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 231,
            "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": [
        [
            88184.9531296047,
            24399.525901372,
            63785.4272282327,
            87700.2056290938,
            3223.4972835875,
            84476.7083455065
        ],
        [
            88.184953,
            24.399526,
            63.785427,
            87.700206,
            3.223497,
            84.476708
        ],
        [
            0.338626,
            0.093693,
            0.244933,
            0.242085,
            0.012183,
            0.235417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70006,
            -34883,
            -41405,
            -185176,
            -101683,
            -106578
        ],
        [
            1.281551,
            1.14327,
            1.446343,
            1.118608,
            1.008,
            1.251063
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            55.405405,
            54.954955,
            55.855856,
            55.405405,
            54.954955,
            55.855856
        ],
        [
            1.031492,
            0.937107,
            1.143077,
            0.900343,
            0.826229,
            0.988743
        ],
        [
            13800,
            13800,
            11827,
            27428,
            27428,
            26113
        ],
        [
            -23064,
            -13863,
            -23064,
            -61179,
            -30709,
            -61179
        ],
        [
            109,
            110,
            109,
            109,
            110,
            109
        ],
        [
            77,
            71,
            83,
            77,
            71,
            83
        ],
        [
            150,
            158,
            141,
            150,
            158,
            141
        ],
        [
            24395,
            12273,
            12122,
            24395,
            12273,
            12122
        ],
        [
            4.235716,
            7.777383,
            0,
            4.235717,
            7.777383,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332772,
            -136310,
            276252,
            -83277,
            -555609,
            185278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737099900000,
    "first_datapoint_time": 1737306900000,
    "last_datapoint_time": 1759599000000,
    "evaluation_time": 1759599565909,
    "expiration_time": 1766079000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 231,
            "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)