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Trade: APT/USDT/120/SWMA/MIDPRICE/9879

Strategy
APT/USDT/120/SWMA/MIDPRICE/9879
Pair
APT_USDT
Interval
2h
Score
300175
Daily Profit
0.291471
Profit Factor
1.456344
Profitability
40.645161
Streak
12.855700
Best Strategy
Training Data Length
1080.000000
Evaluation Time
2025-10-03 01:32
Expiration Time
2025-11-10 21:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314788.7734 311415.9236 3372.8498 -4402.8872 63429.8764 -67832.7636
Total P&L (%) 314.7888 311.4159 3.3729 -4.4029 63.4299 -67.8328
Avg Daily Profit (%) 0.2915 0.2883 0.0031 -0.0042 0.0455 -0.105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154069 -101654 -78541 -596479 -391443 -223956
Profit Factor 1.4563 1.7859 1.0115 0.9977 1.0556 0.9079
Total Trades 155 77 78 155 77 78
Winning Trades 63 28 35 63 28 35
Losing Trades 92 49 43 92 49 43
Profitability (%) 40.6452 36.3636 44.8718 40.6452 36.3636 44.8718
Ratio Avg Win / Avg Loss 2.1267 3.1254 1.2427 1.4569 1.8472 1.1154
Largest Winning Trade 359845 359845 38071 438117 438117 98849
Largest Losing Trade -32459 -32459 -25269 -120609 -120609 -65121
Avg Bars in Trades 81 99 64 81 99 64
Avg Bars in Winners 102 117 91 102 117 91
Avg Bars in Losers 67 88 43 67 88 43
Bars Traded 12688 7639 5049 12688 7639 5049
Profit Streak 12.8557 0 13.939 12.8557 0 13.939
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300175 -35497 -598164 -581326 -338155 -614966
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12960,
    "evaluation_days": 1080,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1667606400000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759444332453,
    "expiration_time": 1762801632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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": [
        [
            314788.7734450353,
            311415.9236258221,
            3372.8498192133,
            -4402.8871635554,
            63429.8764351549,
            -67832.76359871
        ],
        [
            314.788773,
            311.415924,
            3.37285,
            -4.402887,
            63.429876,
            -67.832764
        ],
        [
            0.291471,
            0.288348,
            0.003123,
            -0.004169,
            0.045493,
            -0.104965
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154069,
            -101654,
            -78541,
            -596479,
            -391443,
            -223956
        ],
        [
            1.456344,
            1.785923,
            1.011489,
            0.997655,
            1.055553,
            0.907852
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            40.645161,
            36.363636,
            44.871795,
            40.645161,
            36.363636,
            44.871795
        ],
        [
            2.126725,
            3.125366,
            1.242687,
            1.456894,
            1.847218,
            1.115362
        ],
        [
            359845,
            359845,
            38071,
            438117,
            438117,
            98849
        ],
        [
            -32459,
            -32459,
            -25269,
            -120609,
            -120609,
            -65121
        ],
        [
            81,
            99,
            64,
            81,
            99,
            64
        ],
        [
            102,
            117,
            91,
            102,
            117,
            91
        ],
        [
            67,
            88,
            43,
            67,
            88,
            43
        ],
        [
            12688,
            7639,
            5049,
            12688,
            7639,
            5049
        ],
        [
            12.8557,
            0,
            13.939033,
            12.8557,
            0,
            13.939033
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300175,
            -35497,
            -598164,
            -581326,
            -338155,
            -614966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12960,
    "evaluation_days": 1080,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1667606400000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759444332453,
    "expiration_time": 1762801632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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)