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Trade: APT/USDT/5/VWAP/ZLMA/7957

Strategy
APT/USDT/5/VWAP/ZLMA/7957
Pair
APT_USDT
Interval
5m
Score
405870
Daily Profit
0.759403
Profit Factor
1.357532
Profitability
48.373984
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 04:40
Expiration Time
2025-12-26 03:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65923.8148 31405.3518 34518.463 55058.3195 38878.693 16179.6265
Total P&L (%) 65.9238 31.4054 34.5185 55.0583 38.8787 16.1796
Avg Daily Profit (%) 0.7594 0.3618 0.3976 0.5066 0.379 0.1729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30359 -17067 -23820 -40700 -18870 -27236
Profit Factor 1.3575 1.327 1.3907 1.2543 1.3538 1.1518
Total Trades 246 123 123 246 123 123
Winning Trades 119 61 58 119 61 58
Losing Trades 127 62 65 127 62 65
Profitability (%) 48.374 49.5935 47.1545 48.374 49.5935 47.1545
Ratio Avg Win / Avg Loss 1.4488 1.3488 1.5585 1.3386 1.376 1.2908
Largest Winning Trade 48332 44160 48332 59966 59966 44246
Largest Losing Trade -11367 -7724 -11367 -21551 -12980 -21551
Avg Bars in Trades 100 104 96 100 104 96
Avg Bars in Winners 120 130 110 120 130 110
Avg Bars in Losers 81 78 83 81 78 83
Bars Traded 24655 12799 11856 24655 12799 11856
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 405870 141631 182490 279287 176763 -58920
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752733200000,
    "first_datapoint_time": 1752789900000,
    "last_datapoint_time": 1760232900000,
    "evaluation_time": 1760233208700,
    "expiration_time": 1766712900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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": [
        [
            65923.8147672089,
            31405.3517995164,
            34518.4629676925,
            55058.3195430246,
            38878.6930357985,
            16179.6265072261
        ],
        [
            65.923815,
            31.405352,
            34.518463,
            55.05832,
            38.878693,
            16.179627
        ],
        [
            0.759403,
            0.361771,
            0.397632,
            0.506556,
            0.379049,
            0.172903
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30359,
            -17067,
            -23820,
            -40700,
            -18870,
            -27236
        ],
        [
            1.357532,
            1.32702,
            1.390697,
            1.25432,
            1.353837,
            1.151758
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            119,
            61,
            58,
            119,
            61,
            58
        ],
        [
            127,
            62,
            65,
            127,
            62,
            65
        ],
        [
            48.373984,
            49.593496,
            47.154472,
            48.373984,
            49.593496,
            47.154472
        ],
        [
            1.448794,
            1.348775,
            1.558539,
            1.338644,
            1.376031,
            1.290763
        ],
        [
            48332,
            44160,
            48332,
            59966,
            59966,
            44246
        ],
        [
            -11367,
            -7724,
            -11367,
            -21551,
            -12980,
            -21551
        ],
        [
            100,
            104,
            96,
            100,
            104,
            96
        ],
        [
            120,
            130,
            110,
            120,
            130,
            110
        ],
        [
            81,
            78,
            83,
            81,
            78,
            83
        ],
        [
            24655,
            12799,
            11856,
            24655,
            12799,
            11856
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405870,
            141631,
            182490,
            279287,
            176763,
            -58920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752733200000,
    "first_datapoint_time": 1752789900000,
    "last_datapoint_time": 1760232900000,
    "evaluation_time": 1760233208700,
    "expiration_time": 1766712900000,
    "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": 190,
            "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)