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Trade: APE/USDT/360/SSF/HWMA/2603

Strategy
APE/USDT/360/SSF/HWMA/2603
Pair
APE_USDT
Interval
6h
Score
365774
Daily Profit
0.174062
Profit Factor
1.240274
Profitability
53.305785
Streak
16.115852
Best Strategy
Training Data Length
1303.000000
Evaluation Time
2025-10-10 11:46
Expiration Time
2025-11-18 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 226803.0972 54844.9743 171958.123 46745.7518 -109849.9289 156595.6807
Total P&L (%) 226.8031 54.845 171.9581 46.7458 -109.8499 156.5957
Avg Daily Profit (%) 0.1741 0.0421 0.132 0.0294 0 0.0723
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100548 -113701 -49298 -224074 -249228 -125153
Profit Factor 1.2403 1.0944 1.4737 1.0312 0.8803 1.27
Total Trades 242 121 121 242 121 121
Winning Trades 129 59 70 129 59 70
Losing Trades 113 62 51 113 62 51
Profitability (%) 53.3058 48.7603 57.8512 53.3058 48.7603 57.8512
Ratio Avg Win / Avg Loss 1.0864 1.1501 1.0737 0.9033 0.925 0.9253
Largest Winning Trade 104009 104009 43927 107248 107248 65495
Largest Losing Trade -38858 -38858 -33198 -95556 -95556 -73622
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 21 21 21 21 21 21
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 5122 2555 2567 5122 2555 2567
Profit Streak 16.1159 16.1159 31.8659 16.1159 16.1159 31.8659
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365774 -254237 -13638 -339992 -580638 -96050
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5212,
    "evaluation_days": 1303,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1647518400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760086009613,
    "expiration_time": 1763453376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04412,
            "nb": 0.42378,
            "nc": 0.1
        }
    }
}
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": [
        [
            226803.0972434847,
            54844.9742860136,
            171958.1229574714,
            46745.7518273707,
            -109849.9288969905,
            156595.6807243614
        ],
        [
            226.803097,
            54.844974,
            171.958123,
            46.745752,
            -109.849929,
            156.595681
        ],
        [
            0.174062,
            0.042091,
            0.131971,
            0.029439,
            0,
            0.072346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100548,
            -113701,
            -49298,
            -224074,
            -249228,
            -125153
        ],
        [
            1.240274,
            1.094405,
            1.47374,
            1.031215,
            0.88027,
            1.269974
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            129,
            59,
            70,
            129,
            59,
            70
        ],
        [
            113,
            62,
            51,
            113,
            62,
            51
        ],
        [
            53.305785,
            48.760331,
            57.85124,
            53.305785,
            48.760331,
            57.85124
        ],
        [
            1.086441,
            1.150052,
            1.073725,
            0.903313,
            0.92503,
            0.925267
        ],
        [
            104009,
            104009,
            43927,
            107248,
            107248,
            65495
        ],
        [
            -38858,
            -38858,
            -33198,
            -95556,
            -95556,
            -73622
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            5122,
            2555,
            2567,
            5122,
            2555,
            2567
        ],
        [
            16.115852,
            16.115852,
            31.865852,
            16.115852,
            16.115852,
            31.865852
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365774,
            -254237,
            -13638,
            -339992,
            -580638,
            -96050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5212,
    "evaluation_days": 1303,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1647518400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760086009613,
    "expiration_time": 1763453376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04412,
            "nb": 0.42378,
            "nc": 0.1
        }
    }
}

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)