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Trade: APT/USDT/15/VWAP/ALMA/3660

Strategy
APT/USDT/15/VWAP/ALMA/3660
Pair
APT_USDT
Interval
15m
Score
329544
Daily Profit
0.193544
Profit Factor
1.852870
Profitability
72.093023
Streak
11.238441
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 17:13
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44458.7724 -5943.9478 50402.7202 37059.2449 -10154.4425 47213.6874
Total P&L (%) 44.4588 -5.9439 50.4027 37.0592 -10.1544 47.2137
Avg Daily Profit (%) 0.1707 -0.0228 0.1935 0.1211 -0.0411 0.1486
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45917 -43894 -19971 -43707 -46718 -19666
Profit Factor 1.2916 0.9363 1.8529 1.2457 0.8908 1.8166
Total Trades 86 43 43 86 43 43
Winning Trades 57 26 31 57 26 31
Losing Trades 29 17 12 29 17 12
Profitability (%) 66.2791 60.4651 72.093 66.2791 60.4651 72.093
Ratio Avg Win / Avg Loss 0.6571 0.6122 0.7172 0.6338 0.5825 0.7032
Largest Winning Trade 11050 8903 11050 12557 9109 12557
Largest Losing Trade -17762 -17762 -10149 -18987 -18987 -8763
Avg Bars in Trades 282 305 259 282 305 259
Avg Bars in Winners 174 207 146 174 207 146
Avg Bars in Losers 495 454 552 495 454 552
Bars Traded 24318 13139 11179 24318 13139 11179
Profit Streak 11.2384 21.4989 11.2384 11.2384 21.4989 11.2384
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 224096 -579715 329544 -33390 -579715 236880

Evaluation Data

{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736615700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758896001330,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "offset": 208
        }
    }
}
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": [
        [
            44458.7724169199,
            -5943.9477570715,
            50402.7201739915,
            37059.2449053905,
            -10154.4424548669,
            47213.6873602575
        ],
        [
            44.458772,
            -5.943948,
            50.40272,
            37.059245,
            -10.154442,
            47.213687
        ],
        [
            0.17072,
            -0.022824,
            0.193544,
            0.121125,
            -0.041109,
            0.148607
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45917,
            -43894,
            -19971,
            -43707,
            -46718,
            -19666
        ],
        [
            1.291592,
            0.936341,
            1.85287,
            1.245693,
            0.890835,
            1.816613
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            66.27907,
            60.465116,
            72.093023,
            66.27907,
            60.465116,
            72.093023
        ],
        [
            0.657126,
            0.612223,
            0.71724,
            0.633774,
            0.582469,
            0.703205
        ],
        [
            11050,
            8903,
            11050,
            12557,
            9109,
            12557
        ],
        [
            -17762,
            -17762,
            -10149,
            -18987,
            -18987,
            -8763
        ],
        [
            282,
            305,
            259,
            282,
            305,
            259
        ],
        [
            174,
            207,
            146,
            174,
            207,
            146
        ],
        [
            495,
            454,
            552,
            495,
            454,
            552
        ],
        [
            24318,
            13139,
            11179,
            24318,
            13139,
            11179
        ],
        [
            11.238441,
            21.498858,
            11.238441,
            11.238441,
            21.498858,
            11.238441
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            224096,
            -579715,
            329544,
            -33390,
            -579715,
            236880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736615700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758896001330,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "offset": 208
        }
    }
}

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)