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Trade: FLOW/USDT/720/BBM/VWAP/3698

Strategy
FLOW/USDT/720/BBM/VWAP/3698
Pair
FLOW_USDT
Interval
12h
Score
319184
Daily Profit
0.161887
Profit Factor
2.741555
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
1526.000000
Evaluation Time
2025-10-03 14:56
Expiration Time
2025-11-17 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283012.1654 35972.3754 247039.7901 406431.1075 -126221.5502 532652.6577
Total P&L (%) 283.0122 35.9724 247.0398 406.4311 -126.2216 532.6527
Avg Daily Profit (%) 0.1855 0.0236 0.1619 0.1064 0 0.121
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69808 -56374 -35370 -514949 -403155 -273307
Profit Factor 1.8265 1.1793 2.7416 1.2223 0.8739 1.6437
Total Trades 84 42 42 84 42 42
Winning Trades 26 9 17 26 9 17
Losing Trades 58 33 25 58 33 25
Profitability (%) 30.9524 21.4286 40.4762 30.9524 21.4286 40.4762
Ratio Avg Win / Avg Loss 4.0745 4.3243 4.0317 2.7267 3.2042 2.4173
Largest Winning Trade 76027 76027 72746 332216 257093 332216
Largest Losing Trade -17753 -17753 -12237 -90255 -75143 -90255
Avg Bars in Trades 35 22 47 35 22 47
Avg Bars in Winners 87 61 101 87 61 101
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 2947 964 1983 2947 964 1983
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 136053 -231331 319184 -57452 -623234 -31655
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3052,
    "evaluation_days": 1526,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630886400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759492575087,
    "expiration_time": 1763404992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 76,
            "offset": 0,
            "std": 2.34806
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            283012.1654469264,
            35972.3753502336,
            247039.7900966926,
            406431.1074940255,
            -126221.5501575193,
            532652.6576515448
        ],
        [
            283.012165,
            35.972375,
            247.03979,
            406.431107,
            -126.22155,
            532.652658
        ],
        [
            0.18546,
            0.023573,
            0.161887,
            0.106362,
            0,
            0.120961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69808,
            -56374,
            -35370,
            -514949,
            -403155,
            -273307
        ],
        [
            1.82648,
            1.179341,
            2.741555,
            1.222327,
            0.87386,
            1.643737
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            26,
            9,
            17,
            26,
            9,
            17
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            30.952381,
            21.428571,
            40.47619,
            30.952381,
            21.428571,
            40.47619
        ],
        [
            4.074455,
            4.324251,
            4.031698,
            2.726728,
            3.204152,
            2.41726
        ],
        [
            76027,
            76027,
            72746,
            332216,
            257093,
            332216
        ],
        [
            -17753,
            -17753,
            -12237,
            -90255,
            -75143,
            -90255
        ],
        [
            35,
            22,
            47,
            35,
            22,
            47
        ],
        [
            87,
            61,
            101,
            87,
            61,
            101
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            2947,
            964,
            1983,
            2947,
            964,
            1983
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            136053,
            -231331,
            319184,
            -57452,
            -623234,
            -31655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3052,
    "evaluation_days": 1526,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630886400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759492575087,
    "expiration_time": 1763404992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 76,
            "offset": 0,
            "std": 2.34806
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)