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Trade: APE/USDT/480/VWAP/BBL/3992

Strategy
APE/USDT/480/VWAP/BBL/3992
Pair
APE_USDT
Interval
8h
Score
497387
Daily Profit
0.160811
Profit Factor
2.058939
Profitability
81.818182
Streak
111.649816
Best Strategy
Training Data Length
1304.000000
Evaluation Time
2025-10-11 10:35
Expiration Time
2025-11-19 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259260.2059 49562.6301 209697.5758 306437.8958 81632.7957 224805.1001
Total P&L (%) 259.2602 49.5626 209.6976 306.4379 81.6328 224.8051
Avg Daily Profit (%) 0.1988 0.038 0.1608 0.1076 0.0458 0.0904
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73941 -64051 -58855 -224231 -156712 -184200
Profit Factor 1.9061 1.5625 2.0589 1.3501 1.3797 1.3405
Total Trades 66 33 33 66 33 33
Winning Trades 46 19 27 46 19 27
Losing Trades 20 14 6 20 14 6
Profitability (%) 69.697 57.5758 81.8182 69.697 57.5758 81.8182
Ratio Avg Win / Avg Loss 0.8287 1.1513 0.4575 0.587 1.0166 0.2979
Largest Winning Trade 60128 31440 60128 85391 55334 85391
Largest Losing Trade -53952 -19033 -53952 -183535 -63352 -183535
Avg Bars in Trades 56 10 103 56 10 103
Avg Bars in Winners 34 3 55 34 3 55
Avg Bars in Losers 108 20 315 108 20 315
Bars Traded 3745 344 3401 3745 344 3401
Profit Streak 12.3165 0 111.6498 12.3165 0 111.6498
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116875 -140578 497387 -175953 -129961 -68238
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3912,
    "evaluation_days": 1304,
    "actual_first_datapoint_time": 1647504000000,
    "first_datapoint_time": 1650902400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760168144117,
    "expiration_time": 1763520768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 119,
            "offset": 0,
            "std": 1.86564
        }
    }
}
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": [
        [
            259260.2059161406,
            49562.6301012494,
            209697.5758148913,
            306437.8957591665,
            81632.79569143,
            224805.1000677366
        ],
        [
            259.260206,
            49.56263,
            209.697576,
            306.437896,
            81.632796,
            224.8051
        ],
        [
            0.198819,
            0.038008,
            0.160811,
            0.107593,
            0.045779,
            0.090382
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73941,
            -64051,
            -58855,
            -224231,
            -156712,
            -184200
        ],
        [
            1.90606,
            1.562482,
            2.058939,
            1.350128,
            1.37968,
            1.340504
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            20,
            14,
            6,
            20,
            14,
            6
        ],
        [
            69.69697,
            57.575758,
            81.818182,
            69.69697,
            57.575758,
            81.818182
        ],
        [
            0.828722,
            1.151302,
            0.457542,
            0.587012,
            1.016607,
            0.29789
        ],
        [
            60128,
            31440,
            60128,
            85391,
            55334,
            85391
        ],
        [
            -53952,
            -19033,
            -53952,
            -183535,
            -63352,
            -183535
        ],
        [
            56,
            10,
            103,
            56,
            10,
            103
        ],
        [
            34,
            3,
            55,
            34,
            3,
            55
        ],
        [
            108,
            20,
            315,
            108,
            20,
            315
        ],
        [
            3745,
            344,
            3401,
            3745,
            344,
            3401
        ],
        [
            12.316483,
            0,
            111.649816,
            12.316483,
            0,
            111.649816
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116875,
            -140578,
            497387,
            -175953,
            -129961,
            -68238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3912,
    "evaluation_days": 1304,
    "actual_first_datapoint_time": 1647504000000,
    "first_datapoint_time": 1650902400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760168144117,
    "expiration_time": 1763520768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 119,
            "offset": 0,
            "std": 1.86564
        }
    }
}

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)