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Trade: FLOW/USDT/360/VWAP/KCL/6922

Strategy
FLOW/USDT/360/VWAP/KCL/6922
Pair
FLOW_USDT
Interval
6h
Score
657519
Daily Profit
0.228042
Profit Factor
3.385484
Profitability
93.181818
Streak
530.172545
Best Strategy
Training Data Length
1517.250000
Evaluation Time
2025-09-26 01:08
Expiration Time
2025-11-09 02:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408759.7925 62763.4881 345996.3044 -1511860.9497 -1000013.7564 -511847.1934
Total P&L (%) 408.7598 62.7635 345.9963 -1511.861 -1000.0138 -511.8472
Avg Daily Profit (%) 0.2694 0.0414 0.228 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122666 -45510 -113208 -5123802 -1560135 -4243247
Profit Factor 2.7053 1.6631 3.3855 0.7942 0.5604 0.8991
Total Trades 89 45 44 89 45 44
Winning Trades 75 34 41 56 27 29
Losing Trades 14 11 3 33 18 15
Profitability (%) 84.2697 75.5556 93.1818 62.9213 60 65.9091
Ratio Avg Win / Avg Loss 0.505 0.5381 0.2477 0.468 0.3736 0.4651
Largest Winning Trade 41589 20176 41589 602834 202205 602834
Largest Losing Trade -113208 -21778 -113208 -3445289 -808394 -3445289
Avg Bars in Trades 61 12 112 61 12 112
Avg Bars in Winners 49 5 86 38 7 67
Avg Bars in Losers 126 34 463 100 19 198
Bars Traded 5483 552 4931 5483 552 4931
Profit Streak 228.9225 228.9225 530.1725 0 0 0
Trades During Streak 8 4 12 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 608158 -132724 657519 -578587 -579137 -578657

Evaluation Data

{
    "trading_pair": "FLOW_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6069,
    "evaluation_days": 1517.25,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758838107882,
    "expiration_time": 1762647912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            408759.7924561019,
            62763.4880897979,
            345996.3043663042,
            -1511860.949716048,
            -1000013.7563528079,
            -511847.1933632391
        ],
        [
            408.759792,
            62.763488,
            345.996304,
            -1511.86095,
            -1000.013756,
            -511.847193
        ],
        [
            0.269408,
            0.041367,
            0.228042,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122666,
            -45510,
            -113208,
            -5123802,
            -1560135,
            -4243247
        ],
        [
            2.705307,
            1.663067,
            3.385484,
            0.794232,
            0.560353,
            0.8991
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            75,
            34,
            41,
            56,
            27,
            29
        ],
        [
            14,
            11,
            3,
            33,
            18,
            15
        ],
        [
            84.269663,
            75.555556,
            93.181818,
            62.921348,
            60,
            65.909091
        ],
        [
            0.504991,
            0.538051,
            0.247718,
            0.46803,
            0.373569,
            0.465052
        ],
        [
            41589,
            20176,
            41589,
            602834,
            202205,
            602834
        ],
        [
            -113208,
            -21778,
            -113208,
            -3445289,
            -808394,
            -3445289
        ],
        [
            61,
            12,
            112,
            61,
            12,
            112
        ],
        [
            49,
            5,
            86,
            38,
            7,
            67
        ],
        [
            126,
            34,
            463,
            100,
            19,
            198
        ],
        [
            5483,
            552,
            4931,
            5483,
            552,
            4931
        ],
        [
            228.922545,
            228.922545,
            530.172545,
            0,
            0,
            0
        ],
        [
            8,
            4,
            12,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            608158,
            -132724,
            657519,
            -578587,
            -579137,
            -578657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6069,
    "evaluation_days": 1517.25,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758838107882,
    "expiration_time": 1762647912000,
    "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": 117,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)