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Trade: APT/USDT/480/SSF/JMA/2005

Strategy
APT/USDT/480/SSF/JMA/2005
Pair
APT_USDT
Interval
8h
Score
500642
Daily Profit
0.253129
Profit Factor
2.323277
Profitability
60.465116
Streak
0.000000
Best Strategy
Training Data Length
1090.000000
Evaluation Time
2025-10-12 23:51
Expiration Time
2025-11-14 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395825.6193 275910.4085 119915.2108 968591.6243 475765.4683 492826.156
Total P&L (%) 395.8256 275.9104 119.9152 968.5916 475.7655 492.8262
Avg Daily Profit (%) 0.3631 0.2531 0.11 0.2176 0.1607 0.1634
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67347 -58887 -33369 -702442 -523970 -383970
Profit Factor 2.1033 2.3233 1.7981 1.4077 1.315 1.5695
Total Trades 85 43 42 85 43 42
Winning Trades 52 26 26 52 26 26
Losing Trades 33 17 16 33 17 16
Profitability (%) 61.1765 60.4651 61.9048 61.1765 60.4651 61.9048
Ratio Avg Win / Avg Loss 1.3348 1.5191 1.1065 0.8934 0.8598 0.9659
Largest Winning Trade 151449 151449 28833 305283 305283 113804
Largest Losing Trade -42429 -42429 -34999 -349912 -349912 -139392
Avg Bars in Trades 36 40 32 36 40 32
Avg Bars in Winners 37 38 36 37 38 36
Avg Bars in Losers 34 43 26 34 43 26
Bars Traded 3088 1725 1362 3088 1725 1362
Profit Streak 0 0 50.8691 0 0 50.8691
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498876 500642 -41670 331817 259267 342845
Evaluation Data
{
    "trading_pair": "APT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3270,
    "evaluation_days": 1090,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1669075200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760302292940,
    "expiration_time": 1763110080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 103,
            "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": [
        [
            395825.6192731534,
            275910.4084718116,
            119915.2108013418,
            968591.6243305139,
            475765.4683072419,
            492826.1560232721
        ],
        [
            395.825619,
            275.910408,
            119.915211,
            968.591624,
            475.765468,
            492.826156
        ],
        [
            0.363143,
            0.253129,
            0.110014,
            0.217569,
            0.160728,
            0.163411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67347,
            -58887,
            -33369,
            -702442,
            -523970,
            -383970
        ],
        [
            2.103323,
            2.323277,
            1.798092,
            1.407732,
            1.315022,
            1.569543
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            61.176471,
            60.465116,
            61.904762,
            61.176471,
            60.465116,
            61.904762
        ],
        [
            1.334801,
            1.519066,
            1.106518,
            0.893368,
            0.859822,
            0.965873
        ],
        [
            151449,
            151449,
            28833,
            305283,
            305283,
            113804
        ],
        [
            -42429,
            -42429,
            -34999,
            -349912,
            -349912,
            -139392
        ],
        [
            36,
            40,
            32,
            36,
            40,
            32
        ],
        [
            37,
            38,
            36,
            37,
            38,
            36
        ],
        [
            34,
            43,
            26,
            34,
            43,
            26
        ],
        [
            3088,
            1725,
            1362,
            3088,
            1725,
            1362
        ],
        [
            0,
            0,
            50.869131,
            0,
            0,
            50.869131
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498876,
            500642,
            -41670,
            331817,
            259267,
            342845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "APT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3270,
    "evaluation_days": 1090,
    "actual_first_datapoint_time": 1666137600000,
    "first_datapoint_time": 1669075200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760302292940,
    "expiration_time": 1763110080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 103,
            "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)