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Trade: APE/USDT/360/MIDPRICE/WMA/3496

Strategy
APE/USDT/360/MIDPRICE/WMA/3496
Pair
APE_USDT
Interval
6h
Score
441947
Daily Profit
0.160607
Profit Factor
2.171421
Profitability
70.967742
Streak
137.681198
Best Strategy
Training Data Length
1292.500000
Evaluation Time
2025-09-30 01:20
Expiration Time
2025-11-07 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223447.3303 15862.1632 207585.1671 147701.6071 -3412.7033 151114.3104
Total P&L (%) 223.4473 15.8622 207.5852 147.7016 -3.4127 151.1143
Avg Daily Profit (%) 0.1729 0.0123 0.1606 0.0702 -0.0027 0.0713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102364 -86975 -64470 -146396 -112097 -82744
Profit Factor 1.7039 1.1131 2.1714 1.4057 0.9794 1.7625
Total Trades 62 31 31 62 31 31
Winning Trades 38 16 22 38 16 22
Losing Trades 24 15 9 24 15 9
Profitability (%) 61.2903 51.6129 70.9677 61.2903 51.6129 70.9677
Ratio Avg Win / Avg Loss 1.0762 1.0435 0.8883 0.8878 0.9182 0.721
Largest Winning Trade 61889 50308 61889 61889 36581 61889
Largest Losing Trade -57608 -28059 -57608 -63041 -53946 -63041
Avg Bars in Trades 80 40 119 80 40 119
Avg Bars in Winners 83 18 130 83 18 130
Avg Bars in Losers 75 63 94 75 63 94
Bars Traded 4969 1255 3714 4969 1255 3714
Profit Streak 95.4312 95.4312 137.6812 95.4312 95.4312 137.6812
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146129 -281060 441947 -255776 -579649 -93587
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5170,
    "evaluation_days": 1292.5,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1651536000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759184455554,
    "expiration_time": 1762518960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 175,
            "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": [
        [
            223447.330321456,
            15862.163228929,
            207585.1670925269,
            147701.607126343,
            -3412.7032710983,
            151114.3103974413
        ],
        [
            223.44733,
            15.862163,
            207.585167,
            147.701607,
            -3.412703,
            151.11431
        ],
        [
            0.17288,
            0.012272,
            0.160607,
            0.070203,
            -0.002686,
            0.071262
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102364,
            -86975,
            -64470,
            -146396,
            -112097,
            -82744
        ],
        [
            1.703917,
            1.113118,
            2.171421,
            1.40565,
            0.979431,
            1.762451
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            61.290323,
            51.612903,
            70.967742,
            61.290323,
            51.612903,
            70.967742
        ],
        [
            1.076158,
            1.043549,
            0.888309,
            0.887779,
            0.918217,
            0.721003
        ],
        [
            61889,
            50308,
            61889,
            61889,
            36581,
            61889
        ],
        [
            -57608,
            -28059,
            -57608,
            -63041,
            -53946,
            -63041
        ],
        [
            80,
            40,
            119,
            80,
            40,
            119
        ],
        [
            83,
            18,
            130,
            83,
            18,
            130
        ],
        [
            75,
            63,
            94,
            75,
            63,
            94
        ],
        [
            4969,
            1255,
            3714,
            4969,
            1255,
            3714
        ],
        [
            95.431198,
            95.431198,
            137.681198,
            95.431199,
            95.431199,
            137.681199
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146129,
            -281060,
            441947,
            -255776,
            -579649,
            -93587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5170,
    "evaluation_days": 1292.5,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1651536000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759184455554,
    "expiration_time": 1762518960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 175,
            "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)