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Trade: APT/USDT/120/VWMA/SUPERTREND/6588

Strategy
APT/USDT/120/VWMA/SUPERTREND/6588
Pair
APT_USDT
Interval
2h
Score
302342
Daily Profit
0.266191
Profit Factor
1.266580
Profitability
43.653251
Streak
0.000000
Best Strategy
Training Data Length
1089.080000
Evaluation Time
2025-10-12 04:31
Expiration Time
2025-11-20 06:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289903.6386 257122.8847 32780.7539 -6891.7772 148313.6409 -155205.418
Total P&L (%) 289.9036 257.1229 32.7808 -6.8918 148.3136 -155.2054
Avg Daily Profit (%) 0.2662 0.2361 0.0301 -0.0066 0.0835 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215064 -148826 -86551 -1124521 -834316 -429575
Profit Factor 1.2666 1.4491 1.0636 0.9987 1.0543 0.9387
Total Trades 323 162 161 323 162 161
Winning Trades 141 67 74 141 67 74
Losing Trades 182 95 87 182 95 87
Profitability (%) 43.6533 41.358 45.9627 43.6533 41.358 45.9627
Ratio Avg Win / Avg Loss 1.6349 2.0548 1.2505 1.2891 1.4949 1.1036
Largest Winning Trade 320122 320122 24371 306172 306172 128987
Largest Losing Trade -25933 -25933 -25642 -206658 -206658 -174745
Avg Bars in Trades 40 39 40 40 39 40
Avg Bars in Winners 52 52 53 52 52 53
Avg Bars in Losers 29 30 29 29 30 29
Bars Traded 12926 6453 6473 12926 6453 6473
Profit Streak 0 0 10.7301 0 0 10.7301
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302342 250862 -306686 -579890 -245268 -579746
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13069,
    "evaluation_days": 1089.08,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1666929600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760232681159,
    "expiration_time": 1763614684800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 59,
            "offset": 0,
            "multiplier": 4.56863
        }
    }
}
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": [
        [
            289903.6386079079,
            257122.8846732074,
            32780.7539347005,
            -6891.7771881559,
            148313.6408535871,
            -155205.4180417428
        ],
        [
            289.903639,
            257.122885,
            32.780754,
            -6.891777,
            148.313641,
            -155.205418
        ],
        [
            0.266191,
            0.236092,
            0.030099,
            -0.006556,
            0.083548,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215064,
            -148826,
            -86551,
            -1124521,
            -834316,
            -429575
        ],
        [
            1.26658,
            1.449149,
            1.063649,
            0.99869,
            1.054305,
            0.938661
        ],
        [
            323,
            162,
            161,
            323,
            162,
            161
        ],
        [
            141,
            67,
            74,
            141,
            67,
            74
        ],
        [
            182,
            95,
            87,
            182,
            95,
            87
        ],
        [
            43.653251,
            41.358025,
            45.962733,
            43.653251,
            41.358025,
            45.962733
        ],
        [
            1.634877,
            2.054764,
            1.250506,
            1.289089,
            1.49491,
            1.103561
        ],
        [
            320122,
            320122,
            24371,
            306172,
            306172,
            128987
        ],
        [
            -25933,
            -25933,
            -25642,
            -206658,
            -206658,
            -174745
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            52,
            52,
            53,
            52,
            52,
            53
        ],
        [
            29,
            30,
            29,
            29,
            30,
            29
        ],
        [
            12926,
            6453,
            6473,
            12926,
            6453,
            6473
        ],
        [
            0,
            0,
            10.730106,
            0,
            0,
            10.730106
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            302342,
            250862,
            -306686,
            -579890,
            -245268,
            -579746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 13069,
    "evaluation_days": 1089.08,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1666929600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760232681159,
    "expiration_time": 1763614684800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 59,
            "offset": 0,
            "multiplier": 4.56863
        }
    }
}

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)