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Trade: APT/USDT/360/LINREG/VWMA/7052

Strategy
APT/USDT/360/LINREG/VWMA/7052
Pair
APT_USDT
Interval
6h
Score
545078
Daily Profit
0.384697
Profit Factor
3.067364
Profitability
48.717949
Streak
47.125865
Best Strategy
Training Data Length
1087.000000
Evaluation Time
2025-10-10 00:01
Expiration Time
2025-11-11 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453496.6562 418165.6872 35330.969 137000.3891 85237.8528 51762.5362
Total P&L (%) 453.4967 418.1657 35.331 137.0004 85.2379 51.7625
Avg Daily Profit (%) 0.4172 0.3847 0.0325 0.0794 0.0567 0.0384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170582 -109961 -104695 -779661 -618203 -280355
Profit Factor 2.1392 3.0674 1.1804 1.1029 1.1002 1.1075
Total Trades 79 39 40 79 39 40
Winning Trades 39 19 20 39 19 20
Losing Trades 40 20 20 40 20 20
Profitability (%) 49.3671 48.7179 50 49.3671 48.7179 50
Ratio Avg Win / Avg Loss 2.194 3.2288 1.1804 1.1311 1.1581 1.1075
Largest Winning Trade 456304 456304 28941 582101 582101 164838
Largest Losing Trade -38037 -38037 -35094 -265496 -265496 -75613
Avg Bars in Trades 51 58 45 51 58 45
Avg Bars in Winners 56 60 52 56 60 52
Avg Bars in Losers 47 57 37 47 57 37
Bars Traded 4099 2297 1802 4099 2297 1802
Profit Streak 0 47.1259 0 0 47.1259 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17977 545078 -174147 -225836 -227352 -245134
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4348,
    "evaluation_days": 1087,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1668837600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043674746,
    "expiration_time": 1762850304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            453496.6561656639,
            418165.6871841238,
            35330.9689815399,
            137000.3890666465,
            85237.8528403729,
            51762.5362262736
        ],
        [
            453.496656,
            418.165687,
            35.330969,
            137.000389,
            85.237853,
            51.762536
        ],
        [
            0.4172,
            0.384697,
            0.032503,
            0.079414,
            0.056729,
            0.038383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170582,
            -109961,
            -104695,
            -779661,
            -618203,
            -280355
        ],
        [
            2.139152,
            3.067364,
            1.180416,
            1.10285,
            1.100237,
            1.107463
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            49.367089,
            48.717949,
            50,
            49.367089,
            48.717949,
            50
        ],
        [
            2.194002,
            3.228804,
            1.180416,
            1.131128,
            1.158144,
            1.107463
        ],
        [
            456304,
            456304,
            28941,
            582101,
            582101,
            164838
        ],
        [
            -38037,
            -38037,
            -35094,
            -265496,
            -265496,
            -75613
        ],
        [
            51,
            58,
            45,
            51,
            58,
            45
        ],
        [
            56,
            60,
            52,
            56,
            60,
            52
        ],
        [
            47,
            57,
            37,
            47,
            57,
            37
        ],
        [
            4099,
            2297,
            1802,
            4099,
            2297,
            1802
        ],
        [
            0,
            47.125865,
            0,
            0,
            47.125865,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17977,
            545078,
            -174147,
            -225836,
            -227352,
            -245134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4348,
    "evaluation_days": 1087,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1668837600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043674746,
    "expiration_time": 1762850304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)