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Trade: APE/USDT/360/VWAP/DCU/6020

Strategy
APE/USDT/360/VWAP/DCU/6020
Pair
APE_USDT
Interval
6h
Score
387514
Daily Profit
0.156497
Profit Factor
1.605132
Profitability
51.282051
Streak
0.000000
Best Strategy
Training Data Length
1293.750000
Evaluation Time
2025-10-01 07:00
Expiration Time
2025-11-08 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 202467.3573 27420.6786 175046.6786 211578.6607 32985.1461 178593.5146
Total P&L (%) 202.4674 27.4207 175.0467 211.5787 32.9851 178.5935
Avg Daily Profit (%) 0.1565 0.0212 0.1353 0.0879 0.022 0.0792
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79726 -83691 -38820 -89485 -89148 -46862
Profit Factor 1.6051 1.1248 2.5228 1.4338 1.1017 2.0929
Total Trades 117 58 59 117 58 59
Winning Trades 60 29 31 60 29 31
Losing Trades 57 29 28 57 29 28
Profitability (%) 51.2821 50 52.5424 51.2821 50 52.5424
Ratio Avg Win / Avg Loss 1.5249 1.1248 2.2787 1.3621 1.1017 1.8904
Largest Winning Trade 71242 71242 37068 103041 103041 47525
Largest Losing Trade -32314 -27332 -32314 -42063 -39661 -42063
Avg Bars in Trades 41 52 31 41 52 31
Avg Bars in Winners 49 60 39 49 60 39
Avg Bars in Losers 33 43 22 33 43 22
Bars Traded 4865 3027 1838 4865 3027 1838
Profit Streak 0 5.4169 0 0 5.4169 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387514 -430430 -183945 -74250 -454266 -259542
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5175,
    "evaluation_days": 1293.75,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1651298400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759291221218,
    "expiration_time": 1762630200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 175
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 100,
            "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": [
        [
            202467.3572691634,
            27420.6786376994,
            175046.678631464,
            211578.6607318046,
            32985.1461117253,
            178593.5146200793
        ],
        [
            202.467357,
            27.420679,
            175.046679,
            211.578661,
            32.985146,
            178.593515
        ],
        [
            0.156497,
            0.021195,
            0.135302,
            0.087883,
            0.022037,
            0.079226
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79726,
            -83691,
            -38820,
            -89485,
            -89148,
            -46862
        ],
        [
            1.605132,
            1.124846,
            2.522828,
            1.433808,
            1.101707,
            2.092932
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            51.282051,
            50,
            52.542373,
            51.282051,
            50,
            52.542373
        ],
        [
            1.524876,
            1.124846,
            2.278683,
            1.362117,
            1.101707,
            1.89039
        ],
        [
            71242,
            71242,
            37068,
            103041,
            103041,
            47525
        ],
        [
            -32314,
            -27332,
            -32314,
            -42063,
            -39661,
            -42063
        ],
        [
            41,
            52,
            31,
            41,
            52,
            31
        ],
        [
            49,
            60,
            39,
            49,
            60,
            39
        ],
        [
            33,
            43,
            22,
            33,
            43,
            22
        ],
        [
            4865,
            3027,
            1838,
            4865,
            3027,
            1838
        ],
        [
            0,
            5.416912,
            0,
            0,
            5.416912,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387514,
            -430430,
            -183945,
            -74250,
            -454266,
            -259542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5175,
    "evaluation_days": 1293.75,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1651298400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759291221218,
    "expiration_time": 1762630200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 175
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 100,
            "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)