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Trade: APT/USDT/240/SSF/MIDPRICE/3300

Strategy
APT/USDT/240/SSF/MIDPRICE/3300
Pair
APT_USDT
Interval
4h
Score
327937
Daily Profit
0.161436
Profit Factor
1.754074
Profitability
45.454545
Streak
92.535422
Best Strategy
Training Data Length
1080.170000
Evaluation Time
2025-10-03 03:51
Expiration Time
2025-11-04 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208694.385 174377.9067 34316.4782 107821.8809 21476.8189 86345.0619
Total P&L (%) 208.6944 174.3779 34.3165 107.8219 21.4768 86.3451
Avg Daily Profit (%) 0.1932 0.1614 0.0318 0.0677 0.018 0.0576
Buy And Hold Return (%) 29.1207 29.1207 29.1207 29.1207 29.1207 29.1207
Max Trade Drawdown -113385 -80852 -43512 -485938 -376852 -150988
Profit Factor 1.5964 1.7541 1.2892 1.0869 1.0247 1.2326
Total Trades 67 33 34 67 33 34
Winning Trades 31 15 16 31 15 16
Losing Trades 36 18 18 36 18 18
Profitability (%) 46.2687 45.4545 47.0588 46.2687 45.4545 47.0588
Ratio Avg Win / Avg Loss 1.8539 2.1049 1.4504 1.2622 1.2296 1.3867
Largest Winning Trade 118414 118414 25686 179790 179790 130144
Largest Losing Trade -30742 -30742 -21516 -154118 -154118 -70745
Avg Bars in Trades 91 112 71 91 112 71
Avg Bars in Winners 104 115 94 104 115 94
Avg Bars in Losers 80 109 51 80 109 51
Bars Traded 6149 3716 2433 6149 3716 2433
Profit Streak 0 92.5354 0 0 92.5354 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112159 327937 -261858 -352644 -528764 -120583
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6481,
    "evaluation_days": 1080.17,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1668988800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759452660446,
    "expiration_time": 1762249392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 149,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "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": [
        [
            208694.3849694414,
            174377.9067239759,
            34316.4782454654,
            107821.8808717492,
            21476.818942572,
            86345.0619291773
        ],
        [
            208.694385,
            174.377907,
            34.316478,
            107.821881,
            21.476819,
            86.345062
        ],
        [
            0.193205,
            0.161436,
            0.03177,
            0.067745,
            0.018013,
            0.05764
        ],
        [
            29.120742,
            29.120742,
            29.120742,
            29.120742,
            29.120742,
            29.120742
        ],
        [
            -113385,
            -80852,
            -43512,
            -485938,
            -376852,
            -150988
        ],
        [
            1.596432,
            1.754074,
            1.289207,
            1.086889,
            1.024693,
            1.232633
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            46.268657,
            45.454545,
            47.058824,
            46.268657,
            45.454545,
            47.058824
        ],
        [
            1.853921,
            2.104889,
            1.450358,
            1.262193,
            1.229632,
            1.386712
        ],
        [
            118414,
            118414,
            25686,
            179790,
            179790,
            130144
        ],
        [
            -30742,
            -30742,
            -21516,
            -154118,
            -154118,
            -70745
        ],
        [
            91,
            112,
            71,
            91,
            112,
            71
        ],
        [
            104,
            115,
            94,
            104,
            115,
            94
        ],
        [
            80,
            109,
            51,
            80,
            109,
            51
        ],
        [
            6149,
            3716,
            2433,
            6149,
            3716,
            2433
        ],
        [
            0,
            92.535422,
            0,
            0,
            92.535422,
            0
        ],
        [
            0,
            2,
            0,
            0,
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            0
        ],
        [
            0.8,
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        ],
        [
            -112159,
            327937,
            -261858,
            -352644,
            -528764,
            -120583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6481,
    "evaluation_days": 1080.17,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1668988800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759452660446,
    "expiration_time": 1762249392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 149,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "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)