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Trade: FLOW/USDT/120/MIDPRICE/EMA/4804

Strategy
FLOW/USDT/120/MIDPRICE/EMA/4804
Pair
FLOW_USDT
Interval
2h
Score
321457
Daily Profit
0.153576
Profit Factor
1.435339
Profitability
44.019139
Streak
19.753601
Best Strategy
Training Data Length
1522.420000
Evaluation Time
2025-09-30 05:05
Expiration Time
2025-11-23 21:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205717.9826 -28088.7696 233806.7522 93225.1083 -215495.6524 308720.7607
Total P&L (%) 205.718 -28.0888 233.8068 93.2251 -215.4957 308.7208
Avg Daily Profit (%) 0.1351 -0.0185 0.1536 0.0433 0 0.0925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97779 -83907 -55981 -368968 -393564 -199575
Profit Factor 1.1921 0.9474 1.4353 1.031 0.8573 1.2065
Total Trades 418 209 209 418 209 209
Winning Trades 168 76 92 168 76 92
Losing Trades 250 133 117 250 133 117
Profitability (%) 40.1914 36.3636 44.0191 40.1914 36.3636 44.0191
Ratio Avg Win / Avg Loss 1.774 1.6579 1.8254 1.5342 1.5004 1.5343
Largest Winning Trade 49851 49851 40402 135438 135438 106586
Largest Losing Trade -42244 -15656 -42244 -82466 -71302 -82466
Avg Bars in Trades 43 35 51 43 35 51
Avg Bars in Winners 62 48 73 62 48 73
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 18168 7362 10806 18168 7362 10806
Profit Streak 7.6703 0 19.7536 7.6703 0 19.7536
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21691 -582764 321457 -321358 -582764 -69142
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18269,
    "evaluation_days": 1522.42,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1628200800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759197911182,
    "expiration_time": 1763925724800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 26,
            "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": [
        [
            205717.982575182,
            -28088.7695913911,
            233806.7521665727,
            93225.1082653446,
            -215495.6524287481,
            308720.7606940925
        ],
        [
            205.717983,
            -28.08877,
            233.806752,
            93.225108,
            -215.495652,
            308.720761
        ],
        [
            0.135126,
            -0.01845,
            0.153576,
            0.043275,
            0,
            0.092518
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97779,
            -83907,
            -55981,
            -368968,
            -393564,
            -199575
        ],
        [
            1.192105,
            0.947379,
            1.435339,
            1.031015,
            0.857345,
            1.206478
        ],
        [
            418,
            209,
            209,
            418,
            209,
            209
        ],
        [
            168,
            76,
            92,
            168,
            76,
            92
        ],
        [
            250,
            133,
            117,
            250,
            133,
            117
        ],
        [
            40.191388,
            36.363636,
            44.019139,
            40.191388,
            36.363636,
            44.019139
        ],
        [
            1.773966,
            1.657913,
            1.825377,
            1.534249,
            1.500353,
            1.534325
        ],
        [
            49851,
            49851,
            40402,
            135438,
            135438,
            106586
        ],
        [
            -42244,
            -15656,
            -42244,
            -82466,
            -71302,
            -82466
        ],
        [
            43,
            35,
            51,
            43,
            35,
            51
        ],
        [
            62,
            48,
            73,
            62,
            48,
            73
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            18168,
            7362,
            10806,
            18168,
            7362,
            10806
        ],
        [
            7.670268,
            0,
            19.753601,
            7.670268,
            0,
            19.753602
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21691,
            -582764,
            321457,
            -321358,
            -582764,
            -69142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18269,
    "evaluation_days": 1522.42,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1628200800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759197911182,
    "expiration_time": 1763925724800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 26,
            "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)