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Trade: APT/USDT/360/VWMA/MIDPRICE/7131

Strategy
APT/USDT/360/VWMA/MIDPRICE/7131
Pair
APT_USDT
Interval
6h
Score
446769
Daily Profit
0.170870
Profit Factor
1.995668
Profitability
51.612903
Streak
13.741438
Best Strategy
Training Data Length
1086.250000
Evaluation Time
2025-10-09 08:47
Expiration Time
2025-11-10 16:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 180738.4856 185607.8733 -4869.3877 19934.3481 120379.0352 -100444.6871
Total P&L (%) 180.7385 185.6079 -4.8694 19.9343 120.379 -100.4447
Avg Daily Profit (%) 0.1664 0.1709 -0.0045 0.0167 0.0728 0
Buy And Hold Return (%) 13.0635 13.0635 13.0635 13.0635 13.0635 13.0635
Max Trade Drawdown -115486 -84411 -64476 -402767 -303788 -249669
Profit Factor 1.4818 1.9957 0.9742 1.0194 1.2261 0.7974
Total Trades 62 31 31 62 31 31
Winning Trades 31 16 15 31 16 15
Losing Trades 31 15 16 31 15 16
Profitability (%) 50 51.6129 48.3871 50 51.6129 48.3871
Ratio Avg Win / Avg Loss 1.4818 1.8709 1.0391 1.0194 1.1494 0.8505
Largest Winning Trade 116960 116960 30235 182930 182930 100106
Largest Losing Trade -48608 -45537 -48608 -249669 -181897 -249669
Avg Bars in Trades 65 77 54 65 77 54
Avg Bars in Winners 61 44 79 61 44 79
Avg Bars in Losers 70 112 30 70 112 30
Bars Traded 4088 2408 1680 4088 2408 1680
Profit Streak 7.2414 13.7414 0 7.2414 13.7414 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149289 446769 -579778 -537560 -94901 -581445
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4345,
    "evaluation_days": 1086.25,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1669658400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988860249,
    "expiration_time": 1762783560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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": [
        [
            180738.485608804,
            185607.8732612576,
            -4869.3876524536,
            19934.3480891208,
            120379.0351841682,
            -100444.6870950474
        ],
        [
            180.738486,
            185.607873,
            -4.869388,
            19.934348,
            120.379035,
            -100.444687
        ],
        [
            0.166388,
            0.17087,
            -0.004483,
            0.016736,
            0.07277,
            0
        ],
        [
            13.063475,
            13.063475,
            13.063475,
            13.063475,
            13.063475,
            13.063475
        ],
        [
            -115486,
            -84411,
            -64476,
            -402767,
            -303788,
            -249669
        ],
        [
            1.48183,
            1.995668,
            0.974194,
            1.019387,
            1.226052,
            0.797374
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50,
            51.612903,
            48.387097,
            50,
            51.612903,
            48.387097
        ],
        [
            1.48183,
            1.870938,
            1.03914,
            1.019387,
            1.149423,
            0.850532
        ],
        [
            116960,
            116960,
            30235,
            182930,
            182930,
            100106
        ],
        [
            -48608,
            -45537,
            -48608,
            -249669,
            -181897,
            -249669
        ],
        [
            65,
            77,
            54,
            65,
            77,
            54
        ],
        [
            61,
            44,
            79,
            61,
            44,
            79
        ],
        [
            70,
            112,
            30,
            70,
            112,
            30
        ],
        [
            4088,
            2408,
            1680,
            4088,
            2408,
            1680
        ],
        [
            7.241438,
            13.741438,
            0,
            7.241438,
            13.741438,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149289,
            446769,
            -579778,
            -537560,
            -94901,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4345,
    "evaluation_days": 1086.25,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1669658400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988860249,
    "expiration_time": 1762783560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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)