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Trade: APT/USDT/360/VWAP/ZLMA/3596

Strategy
APT/USDT/360/VWAP/ZLMA/3596
Pair
APT_USDT
Interval
6h
Score
503732
Daily Profit
0.182749
Profit Factor
1.543416
Profitability
81.081081
Streak
79.557059
Best Strategy
Training Data Length
1088.500000
Evaluation Time
2025-10-11 16:22
Expiration Time
2025-11-12 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198922.2328 66462.9405 132459.2923 162219.8936 98946.7462 63273.1474
Total P&L (%) 198.9222 66.4629 132.4593 162.2199 98.9467 63.2731
Avg Daily Profit (%) 0.1827 0.0611 0.1217 0.0886 0.0632 0.0451
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113087 -59471 -91061 -255926 -83192 -226172
Profit Factor 1.5434 1.37 1.7105 1.2853 1.4545 1.1803
Total Trades 148 74 74 148 74 74
Winning Trades 120 60 60 120 60 60
Losing Trades 28 14 14 28 14 14
Profitability (%) 81.0811 81.0811 81.0811 81.0811 81.0811 81.0811
Ratio Avg Win / Avg Loss 0.3601 0.3197 0.3991 0.2999 0.3394 0.2754
Largest Winning Trade 16676 14155 16676 37478 23507 37478
Largest Losing Trade -62630 -41967 -62630 -191895 -54540 -191895
Avg Bars in Trades 26 24 27 26 24 27
Avg Bars in Winners 15 14 16 15 14 16
Avg Bars in Losers 72 68 75 72 68 75
Bars Traded 3901 1838 2063 3901 1838 2063
Profit Streak 79.5571 183.5571 79.5571 79.5571 183.5571 79.5571
Trades During Streak 12 16 6 12 16 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503732 -171017 -88488 -69727 -167391 -215471
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4354,
    "evaluation_days": 1088.5,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1671451200000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760188929953,
    "expiration_time": 1762983792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 247,
            "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": [
        [
            198922.2328339296,
            66462.940518061,
            132459.2923158686,
            162219.8936191236,
            98946.7462046528,
            63273.1474144709
        ],
        [
            198.922233,
            66.462941,
            132.459292,
            162.219894,
            98.946746,
            63.273147
        ],
        [
            0.182749,
            0.061059,
            0.12169,
            0.088603,
            0.063214,
            0.04505
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113087,
            -59471,
            -91061,
            -255926,
            -83192,
            -226172
        ],
        [
            1.543416,
            1.37003,
            1.710451,
            1.285268,
            1.454529,
            1.180282
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            81.081081,
            81.081081,
            81.081081,
            81.081081,
            81.081081,
            81.081081
        ],
        [
            0.36013,
            0.319674,
            0.399105,
            0.299896,
            0.33939,
            0.275399
        ],
        [
            16676,
            14155,
            16676,
            37478,
            23507,
            37478
        ],
        [
            -62630,
            -41967,
            -62630,
            -191895,
            -54540,
            -191895
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            72,
            68,
            75,
            72,
            68,
            75
        ],
        [
            3901,
            1838,
            2063,
            3901,
            1838,
            2063
        ],
        [
            79.557059,
            183.55706,
            79.55706,
            79.55706,
            183.55706,
            79.55706
        ],
        [
            12,
            16,
            6,
            12,
            16,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503732,
            -171017,
            -88488,
            -69727,
            -167391,
            -215471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4354,
    "evaluation_days": 1088.5,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1671451200000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760188929953,
    "expiration_time": 1762983792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 247,
            "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)