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Trade: APT/USDT/30/SMA/VWAP/1955

Strategy
APT/USDT/30/SMA/VWAP/1955
Pair
APT_USDT
Interval
30m
Score
317750
Daily Profit
0.246027
Profit Factor
1.278713
Profitability
51.239669
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 08:20
Expiration Time
2025-12-16 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128138.2568 50093.6357 78044.6212 120203.8051 27349.9705 92853.8346
Total P&L (%) 128.1383 50.0936 78.0446 120.2038 27.35 92.8538
Avg Daily Profit (%) 0.246 0.0962 0.1498 0.1517 0.0464 0.1262
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97388 -50938 -67267 -80747 -46229 -59200
Profit Factor 1.2787 1.2136 1.3464 1.2385 1.1048 1.3823
Total Trades 242 121 121 242 121 121
Winning Trades 124 59 65 124 59 65
Losing Trades 118 62 56 118 62 56
Profitability (%) 51.2397 48.7603 53.719 51.2397 48.7603 53.719
Ratio Avg Win / Avg Loss 1.2168 1.2754 1.16 1.1786 1.161 1.1909
Largest Winning Trade 25985 25985 21924 27745 20744 27745
Largest Losing Trade -22866 -18399 -22866 -20783 -19845 -20783
Avg Bars in Trades 101 106 97 101 106 97
Avg Bars in Winners 92 96 88 92 96 88
Avg Bars in Losers 112 116 107 112 116 107
Bars Traded 24634 12872 11762 24634 12872 11762
Profit Streak 0 0 22.9311 0 0 22.9311
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317750 -67620 290744 279883 -240797 -23261
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714383000000,
    "first_datapoint_time": 1714784400000,
    "last_datapoint_time": 1759381200000,
    "evaluation_time": 1759382444684,
    "expiration_time": 1765861200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 191
        }
    }
}
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": [
        [
            128138.2568298085,
            50093.6356781289,
            78044.6211516797,
            120203.8050879836,
            27349.9705022163,
            92853.8345857675
        ],
        [
            128.138257,
            50.093636,
            78.044621,
            120.203805,
            27.349971,
            92.853835
        ],
        [
            0.246027,
            0.09618,
            0.149847,
            0.151677,
            0.046431,
            0.126179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97388,
            -50938,
            -67267,
            -80747,
            -46229,
            -59200
        ],
        [
            1.278713,
            1.213643,
            1.346441,
            1.238548,
            1.10478,
            1.382312
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            51.239669,
            48.760331,
            53.719008,
            51.239669,
            48.760331,
            53.719008
        ],
        [
            1.21684,
            1.275354,
            1.16001,
            1.178618,
            1.160955,
            1.190915
        ],
        [
            25985,
            25985,
            21924,
            27745,
            20744,
            27745
        ],
        [
            -22866,
            -18399,
            -22866,
            -20783,
            -19845,
            -20783
        ],
        [
            101,
            106,
            97,
            101,
            106,
            97
        ],
        [
            92,
            96,
            88,
            92,
            96,
            88
        ],
        [
            112,
            116,
            107,
            112,
            116,
            107
        ],
        [
            24634,
            12872,
            11762,
            24634,
            12872,
            11762
        ],
        [
            0,
            0,
            22.931073,
            0,
            0,
            22.931073
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317750,
            -67620,
            290744,
            279883,
            -240797,
            -23261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714383000000,
    "first_datapoint_time": 1714784400000,
    "last_datapoint_time": 1759381200000,
    "evaluation_time": 1759382444684,
    "expiration_time": 1765861200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 191
        }
    }
}

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)