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Trade: FLOW/USDT/720/MIDPRICE/HILO/6353

Strategy
FLOW/USDT/720/MIDPRICE/HILO/6353
Pair
FLOW_USDT
Interval
12h
Score
392247
Daily Profit
0.174455
Profit Factor
1.451291
Profitability
55.462185
Streak
5.121144
Best Strategy
Training Data Length
1517.500000
Evaluation Time
2025-09-26 17:54
Expiration Time
2025-11-09 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264735.2799 16442.5696 248292.7103 149912.4233 -24532.7159 174445.1391
Total P&L (%) 264.7353 16.4426 248.2927 149.9124 -24.5327 174.4451
Avg Daily Profit (%) 0.1745 0.0108 0.1636 0.0604 -0.0185 0.0666
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114906 -88993 -78129 -191837 -179011 -125886
Profit Factor 1.4513 1.0539 1.8814 1.1742 0.9453 1.423
Total Trades 119 60 59 119 60 59
Winning Trades 66 27 39 66 27 39
Losing Trades 53 33 20 53 33 20
Profitability (%) 55.4622 45 66.1017 55.4622 45 66.1017
Ratio Avg Win / Avg Loss 1.1654 1.2881 0.9648 0.9429 1.1553 0.7297
Largest Winning Trade 66750 66750 49108 104229 104229 54478
Largest Losing Trade -49458 -32672 -49458 -103724 -43058 -103724
Avg Bars in Trades 24 12 37 24 12 37
Avg Bars in Winners 27 9 40 27 9 40
Avg Bars in Losers 20 15 30 20 15 30
Bars Traded 2954 748 2206 2954 748 2206
Profit Streak 5.1211 5.1211 38.1211 5.1211 5.1211 38.1211
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392247 -518963 -165057 -140413 -749243 -278064

Evaluation Data

{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3035,
    "evaluation_days": 1517.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630108800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898466831,
    "expiration_time": 1762648560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            264735.2798817511,
            16442.569605856,
            248292.7102758951,
            149912.4232555237,
            -24532.7158939377,
            174445.1391494613
        ],
        [
            264.73528,
            16.44257,
            248.29271,
            149.912423,
            -24.532716,
            174.445139
        ],
        [
            0.174455,
            0.010835,
            0.16362,
            0.060377,
            -0.018547,
            0.066551
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114906,
            -88993,
            -78129,
            -191837,
            -179011,
            -125886
        ],
        [
            1.451291,
            1.053924,
            1.881415,
            1.174181,
            0.945268,
            1.422965
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            66,
            27,
            39,
            66,
            27,
            39
        ],
        [
            53,
            33,
            20,
            53,
            33,
            20
        ],
        [
            55.462185,
            45,
            66.101695,
            55.462185,
            45,
            66.101695
        ],
        [
            1.165431,
            1.28813,
            0.964828,
            0.942903,
            1.155328,
            0.729726
        ],
        [
            66750,
            66750,
            49108,
            104229,
            104229,
            54478
        ],
        [
            -49458,
            -32672,
            -49458,
            -103724,
            -43058,
            -103724
        ],
        [
            24,
            12,
            37,
            24,
            12,
            37
        ],
        [
            27,
            9,
            40,
            27,
            9,
            40
        ],
        [
            20,
            15,
            30,
            20,
            15,
            30
        ],
        [
            2954,
            748,
            2206,
            2954,
            748,
            2206
        ],
        [
            5.121144,
            5.121144,
            38.121144,
            5.121144,
            5.121144,
            38.121144
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392247,
            -518963,
            -165057,
            -140413,
            -749243,
            -278064
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3035,
    "evaluation_days": 1517.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630108800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898466831,
    "expiration_time": 1762648560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)