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Trade: APE/USDT/720/MIDPOINT/SSF/5387

Strategy
APE/USDT/720/MIDPOINT/SSF/5387
Pair
APE_USDT
Interval
12h
Score
377933
Daily Profit
0.153080
Profit Factor
1.858622
Profitability
69.696970
Streak
0.000000
Best Strategy
Training Data Length
1299.000000
Evaluation Time
2025-10-06 14:41
Expiration Time
2025-11-14 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267564.3835 68713.8173 198850.5662 55877.3259 44721.9501 11155.3758
Total P&L (%) 267.5644 68.7138 198.8506 55.8773 44.722 11.1554
Avg Daily Profit (%) 0.206 0.0529 0.1531 0.0342 0.0285 0.0081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165333 -84968 -91368 -262535 -165255 -247167
Profit Factor 1.5619 1.2809 1.8586 1.0693 1.1191 1.0259
Total Trades 67 34 33 67 34 33
Winning Trades 40 17 23 40 17 23
Losing Trades 27 17 10 27 17 10
Profitability (%) 59.7015 50 69.697 59.7015 50 69.697
Ratio Avg Win / Avg Loss 1.0543 1.2809 0.8081 0.7218 1.1191 0.446
Largest Winning Trade 60696 60696 57601 103902 103902 53057
Largest Losing Trade -73297 -32907 -73297 -247167 -52780 -247167
Avg Bars in Trades 37 24 50 37 24 50
Avg Bars in Winners 35 14 51 35 14 51
Avg Bars in Losers 38 33 47 38 33 47
Bars Traded 2488 824 1664 2488 824 1664
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110385 -122135 377933 -413872 -245875 -502966
Evaluation Data
{
    "trading_pair": "APE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2598,
    "evaluation_days": 1299,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1650585600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759750888913,
    "expiration_time": 1763075808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            267564.3835041599,
            68713.8172675195,
            198850.5662366404,
            55877.3258640674,
            44721.9500587935,
            11155.3758052739
        ],
        [
            267.564384,
            68.713817,
            198.850566,
            55.877326,
            44.72195,
            11.155376
        ],
        [
            0.205977,
            0.052897,
            0.15308,
            0.034178,
            0.02846,
            0.008142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165333,
            -84968,
            -91368,
            -262535,
            -165255,
            -247167
        ],
        [
            1.561858,
            1.2809,
            1.858622,
            1.06931,
            1.119139,
            1.025893
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            59.701493,
            50,
            69.69697,
            59.701493,
            50,
            69.69697
        ],
        [
            1.054254,
            1.2809,
            0.808096,
            0.721784,
            1.119139,
            0.446041
        ],
        [
            60696,
            60696,
            57601,
            103902,
            103902,
            53057
        ],
        [
            -73297,
            -32907,
            -73297,
            -247167,
            -52780,
            -247167
        ],
        [
            37,
            24,
            50,
            37,
            24,
            50
        ],
        [
            35,
            14,
            51,
            35,
            14,
            51
        ],
        [
            38,
            33,
            47,
            38,
            33,
            47
        ],
        [
            2488,
            824,
            1664,
            2488,
            824,
            1664
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110385,
            -122135,
            377933,
            -413872,
            -245875,
            -502966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2598,
    "evaluation_days": 1299,
    "actual_first_datapoint_time": 1647518400000,
    "first_datapoint_time": 1650585600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759750888913,
    "expiration_time": 1763075808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 2
        }
    }
}

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)