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Trade: APT/USDT/360/VWMA/DCM/9141

Strategy
APT/USDT/360/VWMA/DCM/9141
Pair
APT_USDT
Interval
6h
Score
397294
Daily Profit
0.229213
Profit Factor
2.241976
Profitability
45.714286
Streak
150.879687
Best Strategy
Training Data Length
1087.500000
Evaluation Time
2025-10-10 12:06
Expiration Time
2025-11-11 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 191902.3891 249269.6057 -57367.2165 -65770.7997 135648.6309 -201419.4306
Total P&L (%) 191.9024 249.2696 -57.3672 -65.7708 135.6486 -201.4194
Avg Daily Profit (%) 0.1765 0.2292 -0.0528 -0.0985 0.0789 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -265175 -147672 -154076 -682642 -296139 -523679
Profit Factor 1.4257 2.242 0.7706 0.9517 1.2349 0.7435
Total Trades 71 35 36 71 35 36
Winning Trades 35 16 19 35 16 19
Losing Trades 36 19 17 36 19 17
Profitability (%) 49.2958 45.7143 52.7778 49.2958 45.7143 52.7778
Ratio Avg Win / Avg Loss 1.4664 2.6623 0.6895 0.9789 1.4664 0.6653
Largest Winning Trade 329948 329948 38762 296315 296315 133966
Largest Losing Trade -68992 -39834 -68992 -213898 -109661 -213898
Avg Bars in Trades 53 63 44 53 63 44
Avg Bars in Winners 61 71 52 61 71 52
Avg Bars in Losers 47 56 36 47 56 36
Bars Traded 3831 2215 1616 3831 2215 1616
Profit Streak 150.8797 150.8797 152.3797 150.8797 150.8797 152.3797
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81927 397294 -579456 -670977 -89087 -579456
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4350,
    "evaluation_days": 1087.5,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1670630400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760087204996,
    "expiration_time": 1762894800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "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": [
        [
            191902.3891428865,
            249269.6056545152,
            -57367.2165116284,
            -65770.7996592955,
            135648.6309324685,
            -201419.430591764
        ],
        [
            191.902389,
            249.269606,
            -57.367217,
            -65.7708,
            135.648631,
            -201.419431
        ],
        [
            0.176462,
            0.229213,
            -0.052751,
            -0.098535,
            0.078851,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -265175,
            -147672,
            -154076,
            -682642,
            -296139,
            -523679
        ],
        [
            1.425671,
            2.241976,
            0.770641,
            0.951739,
            1.234892,
            0.743519
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            49.295775,
            45.714286,
            52.777778,
            49.295775,
            45.714286,
            52.777778
        ],
        [
            1.466404,
            2.662347,
            0.689521,
            0.978931,
            1.466435,
            0.665254
        ],
        [
            329948,
            329948,
            38762,
            296315,
            296315,
            133966
        ],
        [
            -68992,
            -39834,
            -68992,
            -213898,
            -109661,
            -213898
        ],
        [
            53,
            63,
            44,
            53,
            63,
            44
        ],
        [
            61,
            71,
            52,
            61,
            71,
            52
        ],
        [
            47,
            56,
            36,
            47,
            56,
            36
        ],
        [
            3831,
            2215,
            1616,
            3831,
            2215,
            1616
        ],
        [
            150.879687,
            150.879687,
            152.379687,
            150.879687,
            150.879687,
            152.379687
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81927,
            397294,
            -579456,
            -670977,
            -89087,
            -579456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4350,
    "evaluation_days": 1087.5,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1670630400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760087204996,
    "expiration_time": 1762894800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "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)