← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: APT/USDT/480/VWAP/ZLMA/9543

Strategy
APT/USDT/480/VWAP/ZLMA/9543
Pair
APT_USDT
Interval
8h
Score
451996
Daily Profit
0.167963
Profit Factor
1.507068
Profitability
80.291971
Streak
70.661417
Best Strategy
Training Data Length
1079.670000
Evaluation Time
2025-10-02 18:52
Expiration Time
2025-11-03 19:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181345.1489 68118.7766 113226.3723 128741.7322 107394.1096 21347.6226
Total P&L (%) 181.3451 68.1188 113.2264 128.7417 107.3941 21.3476
Avg Daily Profit (%) 0.168 0.0631 0.1049 0.0767 0.0676 0.0179
Buy And Hold Return (%) 32.7561 32.7561 32.7561 32.7561 32.7561 32.7561
Max Trade Drawdown -101268 -47244 -73766 -276187 -96444 -241948
Profit Factor 1.5071 1.3965 1.6093 1.1936 1.4231 1.0519
Total Trades 137 69 68 137 69 68
Winning Trades 110 54 56 110 54 56
Losing Trades 27 15 12 27 15 12
Profitability (%) 80.292 78.2609 82.3529 80.292 78.2609 82.3529
Ratio Avg Win / Avg Loss 0.3699 0.3879 0.3448 0.293 0.3953 0.2254
Largest Winning Trade 19994 19994 16313 32472 32472 31792
Largest Losing Trade -61972 -39296 -61972 -214378 -59306 -214378
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 12 11 13 12 11 13
Avg Bars in Losers 56 51 63 56 51 63
Bars Traded 2894 1382 1512 2894 1382 1512
Profit Streak 70.6614 100.3281 70.6614 70.6614 100.3281 70.6614
Trades During Streak 11 8 5 11 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451996 -212219 -158720 -95594 -202571 -603071
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3239,
    "evaluation_days": 1079.67,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1671753600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420346434,
    "expiration_time": 1762190496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 196,
            "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": [
        [
            181345.1489100821,
            68118.7765698652,
            113226.3723402169,
            128741.7321515582,
            107394.1095641993,
            21347.6225873588
        ],
        [
            181.345149,
            68.118777,
            113.226372,
            128.741732,
            107.39411,
            21.347623
        ],
        [
            0.167963,
            0.063092,
            0.104871,
            0.076666,
            0.067585,
            0.017923
        ],
        [
            32.756094,
            32.756094,
            32.756094,
            32.756094,
            32.756094,
            32.756094
        ],
        [
            -101268,
            -47244,
            -73766,
            -276187,
            -96444,
            -241948
        ],
        [
            1.507068,
            1.396496,
            1.609292,
            1.193606,
            1.423114,
            1.051922
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            110,
            54,
            56,
            110,
            54,
            56
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            80.291971,
            78.26087,
            82.352941,
            80.291971,
            78.26087,
            82.352941
        ],
        [
            0.369917,
            0.387915,
            0.344848,
            0.292976,
            0.395309,
            0.225412
        ],
        [
            19994,
            19994,
            16313,
            32472,
            32472,
            31792
        ],
        [
            -61972,
            -39296,
            -61972,
            -214378,
            -59306,
            -214378
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            56,
            51,
            63,
            56,
            51,
            63
        ],
        [
            2894,
            1382,
            1512,
            2894,
            1382,
            1512
        ],
        [
            70.661417,
            100.328084,
            70.661417,
            70.661417,
            100.328084,
            70.661417
        ],
        [
            11,
            8,
            5,
            11,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451996,
            -212219,
            -158720,
            -95594,
            -202571,
            -603071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3239,
    "evaluation_days": 1079.67,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1671753600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420346434,
    "expiration_time": 1762190496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 196,
            "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)