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Trade: APT/USDT/30/WMA/VWMA/5420

Strategy
APT/USDT/30/WMA/VWMA/5420
Pair
APT_USDT
Interval
30m
Score
325449
Daily Profit
0.222007
Profit Factor
1.276510
Profitability
58.282209
Streak
21.703467
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 09:53
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115628.0713 47894.927 67733.1443 73020.1397 -7480.9671 80501.1068
Total P&L (%) 115.6281 47.8949 67.7331 73.0201 -7.481 80.5011
Avg Daily Profit (%) 0.222 0.092 0.13 0.1053 -0.0149 0.1135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107864 -61623 -71583 -89545 -70938 -51014
Profit Factor 1.2765 1.2228 1.3333 1.1986 0.9648 1.5189
Total Trades 163 81 82 163 81 82
Winning Trades 95 45 50 95 45 50
Losing Trades 68 36 32 68 36 32
Profitability (%) 58.2822 55.5556 60.9756 58.2822 55.5556 60.9756
Ratio Avg Win / Avg Loss 0.9137 0.9783 0.8533 0.8579 0.7719 0.9721
Largest Winning Trade 25140 25140 19024 23108 23108 15530
Largest Losing Trade -36791 -29517 -36791 -25339 -25339 -24973
Avg Bars in Trades 150 150 150 150 150 150
Avg Bars in Winners 137 136 137 137 136 137
Avg Bars in Losers 169 168 169 169 168 169
Bars Traded 24532 12217 12315 24532 12217 12315
Profit Streak 21.7035 22.016 21.7035 21.7035 22.016 21.7035
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325449 -84109 -22798 -53200 -591118 -43638
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714150800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759042379548,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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": [
        [
            115628.0713323763,
            47894.9270001776,
            67733.1443321989,
            73020.1396978791,
            -7480.9671048225,
            80501.1068027016
        ],
        [
            115.628071,
            47.894927,
            67.733144,
            73.02014,
            -7.480967,
            80.501107
        ],
        [
            0.222007,
            0.091959,
            0.130048,
            0.105318,
            -0.014928,
            0.113454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107864,
            -61623,
            -71583,
            -89545,
            -70938,
            -51014
        ],
        [
            1.27651,
            1.22283,
            1.333285,
            1.198562,
            0.964815,
            1.518942
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            95,
            45,
            50,
            95,
            45,
            50
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            58.282209,
            55.555556,
            60.97561,
            58.282209,
            55.555556,
            60.97561
        ],
        [
            0.913713,
            0.978264,
            0.853302,
            0.857918,
            0.771852,
            0.972123
        ],
        [
            25140,
            25140,
            19024,
            23108,
            23108,
            15530
        ],
        [
            -36791,
            -29517,
            -36791,
            -25339,
            -25339,
            -24973
        ],
        [
            150,
            150,
            150,
            150,
            150,
            150
        ],
        [
            137,
            136,
            137,
            137,
            136,
            137
        ],
        [
            169,
            168,
            169,
            169,
            168,
            169
        ],
        [
            24532,
            12217,
            12315,
            24532,
            12217,
            12315
        ],
        [
            21.703467,
            22.015967,
            21.703467,
            21.703467,
            22.015967,
            21.703467
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325449,
            -84109,
            -22798,
            -53200,
            -591118,
            -43638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714150800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759042379548,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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)