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Trade: APT/USDT/15/VWAP/RMA/3269

Strategy
APT/USDT/15/VWAP/RMA/3269
Pair
APT_USDT
Interval
15m
Score
335919
Daily Profit
0.217052
Profit Factor
1.313434
Profitability
73.983740
Streak
11.432876
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:23
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 56524.6751 1062.1601 55462.515 50914.4729 -9012.278 59926.7509
Total P&L (%) 56.5247 1.0622 55.4625 50.9145 -9.0123 59.9268
Avg Daily Profit (%) 0.2171 0.0041 0.213 0.1582 -0.0363 0.1805
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47852 -34275 -27152 -69779 -43683 -35335
Profit Factor 1.3134 1.0093 1.8389 1.219 0.938 1.6877
Total Trades 123 61 62 123 61 62
Winning Trades 91 41 50 91 41 50
Losing Trades 32 20 12 32 20 12
Profitability (%) 73.9837 67.2131 80.6452 73.9837 67.2131 80.6452
Ratio Avg Win / Avg Loss 0.4619 0.4923 0.4413 0.4287 0.4576 0.405
Largest Winning Trade 12448 12448 10442 12369 12369 11668
Largest Losing Trade -21585 -21585 -12129 -28600 -28600 -13989
Avg Bars in Trades 198 222 174 198 222 174
Avg Bars in Winners 95 95 95 95 95 95
Avg Bars in Losers 490 483 502 490 483 502
Bars Traded 24386 13579 10807 24386 13579 10807
Profit Streak 11.4329 23.4329 11.4329 11.4329 23.4329 11.4329
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335919 -724406 -142628 283555 -740074 -142900

Evaluation Data

{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736419500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758882200491,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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": [
        [
            56524.6750642791,
            1062.1600902654,
            55462.5149740138,
            50914.4728589653,
            -9012.278027577,
            59926.7508865423
        ],
        [
            56.524675,
            1.06216,
            55.462515,
            50.914473,
            -9.012278,
            59.926751
        ],
        [
            0.217052,
            0.004079,
            0.212973,
            0.158155,
            -0.03626,
            0.180466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47852,
            -34275,
            -27152,
            -69779,
            -43683,
            -35335
        ],
        [
            1.313434,
            1.009299,
            1.838915,
            1.218985,
            0.938001,
            1.687701
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            32,
            20,
            12,
            32,
            20,
            12
        ],
        [
            73.98374,
            67.213115,
            80.645161,
            73.98374,
            67.213115,
            80.645161
        ],
        [
            0.461867,
            0.492341,
            0.44134,
            0.428654,
            0.457561,
            0.405048
        ],
        [
            12448,
            12448,
            10442,
            12369,
            12369,
            11668
        ],
        [
            -21585,
            -21585,
            -12129,
            -28600,
            -28600,
            -13989
        ],
        [
            198,
            222,
            174,
            198,
            222,
            174
        ],
        [
            95,
            95,
            95,
            95,
            95,
            95
        ],
        [
            490,
            483,
            502,
            490,
            483,
            502
        ],
        [
            24386,
            13579,
            10807,
            24386,
            13579,
            10807
        ],
        [
            11.432876,
            23.432876,
            11.432876,
            11.432876,
            23.432876,
            11.432876
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335919,
            -724406,
            -142628,
            283555,
            -740074,
            -142900
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736419500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758882200491,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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)