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Trade: APT/USDT/15/VWAP/KCL/4465

Strategy
APT/USDT/15/VWAP/KCL/4465
Pair
APT_USDT
Interval
15m
Score
366000
Daily Profit
0.237653
Profit Factor
1.644289
Profitability
67.391304
Streak
14.003505
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 09:05
Expiration Time
2025-12-20 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52718.4545 -9171.2139 61889.6684 50109.5169 -13781.5702 63891.0871
Total P&L (%) 52.7185 -9.1712 61.8897 50.1095 -13.7816 63.8911
Avg Daily Profit (%) 0.2024 -0.0352 0.2377 0.1561 -0.0569 0.1899
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29782 -11904 -26567 -50990 -18229 -42116
Profit Factor 1.3969 0.7507 1.6443 1.2572 0.7306 1.4447
Total Trades 92 46 46 92 46 46
Winning Trades 59 28 31 59 28 31
Losing Trades 33 18 15 33 18 15
Profitability (%) 64.1304 60.8696 67.3913 64.1304 60.8696 67.3913
Ratio Avg Win / Avg Loss 0.7813 0.4826 0.7956 0.7032 0.4697 0.6991
Largest Winning Trade 16215 6497 16215 23948 8192 23948
Largest Losing Trade -17371 -7476 -17371 -27341 -10918 -27341
Avg Bars in Trades 259 25 493 259 25 493
Avg Bars in Winners 165 17 299 165 17 299
Avg Bars in Losers 427 38 893 427 38 893
Bars Traded 23892 1186 22706 23892 1186 22706
Profit Streak 11.0139 11.0139 14.0035 11.0139 11.0139 14.0035
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 271873 -579772 366000 220631 -579772 318869
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737230400000,
    "first_datapoint_time": 1737342900000,
    "last_datapoint_time": 1759729500000,
    "evaluation_time": 1759730702885,
    "expiration_time": 1766209500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            52718.4545254043,
            -9171.2138925186,
            61889.6684179228,
            50109.5169145737,
            -13781.5702124894,
            63891.0871270632
        ],
        [
            52.718455,
            -9.171214,
            61.889668,
            50.109517,
            -13.78157,
            63.891087
        ],
        [
            0.202436,
            -0.035217,
            0.237653,
            0.156099,
            -0.056925,
            0.189886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29782,
            -11904,
            -26567,
            -50990,
            -18229,
            -42116
        ],
        [
            1.396858,
            0.750651,
            1.644289,
            1.257203,
            0.730614,
            1.444722
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            64.130435,
            60.869565,
            67.391304,
            64.130435,
            60.869565,
            67.391304
        ],
        [
            0.781294,
            0.482561,
            0.795624,
            0.703182,
            0.46968,
            0.699059
        ],
        [
            16215,
            6497,
            16215,
            23948,
            8192,
            23948
        ],
        [
            -17371,
            -7476,
            -17371,
            -27341,
            -10918,
            -27341
        ],
        [
            259,
            25,
            493,
            259,
            25,
            493
        ],
        [
            165,
            17,
            299,
            165,
            17,
            299
        ],
        [
            427,
            38,
            893,
            427,
            38,
            893
        ],
        [
            23892,
            1186,
            22706,
            23892,
            1186,
            22706
        ],
        [
            11.013922,
            11.013922,
            14.003505,
            11.013922,
            11.013922,
            14.003506
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            271873,
            -579772,
            366000,
            220631,
            -579772,
            318869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737230400000,
    "first_datapoint_time": 1737342900000,
    "last_datapoint_time": 1759729500000,
    "evaluation_time": 1759730702885,
    "expiration_time": 1766209500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)