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Trade: APT/USDT/360/HILO/VWMA/6243

Strategy
APT/USDT/360/HILO/VWMA/6243
Pair
APT_USDT
Interval
6h
Score
370201
Daily Profit
0.156441
Profit Factor
1.420287
Profitability
64.444444
Streak
45.625825
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 170050.9034 147016.9375 23033.9658 -307890.7604 -28819.5458 -279071.2146
Total P&L (%) 170.0509 147.0169 23.034 -307.8908 -28.8195 -279.0712
Avg Daily Profit (%) 0.1564 0.1353 0.0212 0 -0.0313 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134866 -50188 -130741 -358409 -87191 -295835
Profit Factor 1.4203 1.7959 1.1048 0.4954 0.8799 0.246
Total Trades 90 45 45 90 45 45
Winning Trades 58 28 30 33 18 15
Losing Trades 32 17 15 57 27 30
Profitability (%) 64.4444 62.2222 66.6667 36.6667 40 33.3333
Ratio Avg Win / Avg Loss 0.7836 1.0903 0.5524 0.8556 1.3199 0.4921
Largest Winning Trade 40408 40408 24206 40686 40686 20035
Largest Losing Trade -122480 -31009 -122480 -184356 -40609 -184356
Avg Bars in Trades 45 59 32 45 59 32
Avg Bars in Winners 29 38 21 72 93 48
Avg Bars in Losers 75 93 54 30 36 24
Bars Traded 4127 2663 1464 4127 2663 1464
Profit Streak 45.6258 45.6258 53.6258 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370201 -7539 -272746 -585723 -582934 -587193
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4348,
    "evaluation_days": 1087,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1668816000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043671264,
    "expiration_time": 1762850304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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": [
        [
            170050.9033600589,
            147016.9375479518,
            23033.965812107,
            -307890.7603950796,
            -28819.5457538348,
            -279071.214641245
        ],
        [
            170.050903,
            147.016938,
            23.033966,
            -307.89076,
            -28.819546,
            -279.071215
        ],
        [
            0.156441,
            0.13525,
            0.02119,
            0,
            -0.031269,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134866,
            -50188,
            -130741,
            -358409,
            -87191,
            -295835
        ],
        [
            1.420287,
            1.79586,
            1.104757,
            0.495353,
            0.879907,
            0.24603
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            58,
            28,
            30,
            33,
            18,
            15
        ],
        [
            32,
            17,
            15,
            57,
            27,
            30
        ],
        [
            64.444444,
            62.222222,
            66.666667,
            36.666667,
            40,
            33.333333
        ],
        [
            0.783607,
            1.090343,
            0.552379,
            0.85561,
            1.31986,
            0.492059
        ],
        [
            40408,
            40408,
            24206,
            40686,
            40686,
            20035
        ],
        [
            -122480,
            -31009,
            -122480,
            -184356,
            -40609,
            -184356
        ],
        [
            45,
            59,
            32,
            45,
            59,
            32
        ],
        [
            29,
            38,
            21,
            72,
            93,
            48
        ],
        [
            75,
            93,
            54,
            30,
            36,
            24
        ],
        [
            4127,
            2663,
            1464,
            4127,
            2663,
            1464
        ],
        [
            45.625825,
            45.625825,
            53.625825,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370201,
            -7539,
            -272746,
            -585723,
            -582934,
            -587193
        ]
    ]
}
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": 1668816000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043671264,
    "expiration_time": 1762850304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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)