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Trade: FLOW/USDT/720/MIDPRICE/SSF/1412

Strategy
FLOW/USDT/720/MIDPRICE/SSF/1412
Pair
FLOW_USDT
Interval
12h
Score
471372
Daily Profit
0.179330
Profit Factor
2.250545
Profitability
70.731707
Streak
256.604324
Best Strategy
Training Data Length
1530.500000
Evaluation Time
2025-10-07 17:30
Expiration Time
2025-11-22 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332562.6483 58098.6696 274463.9787 113090.009 18324.5517 94765.4573
Total P&L (%) 332.5626 58.0987 274.464 113.09 18.3246 94.7655
Avg Daily Profit (%) 0.2173 0.038 0.1793 0.0494 0.011 0.0436
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196897 -77360 -128534 -1844741 -437493 -1482165
Profit Factor 1.8461 1.3347 2.2505 1.04 1.0215 1.0479
Total Trades 83 42 41 83 42 41
Winning Trades 50 21 29 50 21 29
Losing Trades 33 21 12 33 21 12
Profitability (%) 60.241 50 70.7317 60.241 50 70.7317
Ratio Avg Win / Avg Loss 1.2184 1.3347 0.9313 0.6864 1.0215 0.4336
Largest Winning Trade 56050 34579 56050 471128 245802 471128
Largest Losing Trade -90665 -29559 -90665 -1359885 -267656 -1359885
Avg Bars in Trades 35 19 51 35 19 51
Avg Bars in Winners 31 14 43 31 14 43
Avg Bars in Losers 41 25 70 41 25 70
Bars Traded 2946 829 2117 2946 829 2117
Profit Streak 228.1043 228.1043 256.6043 228.1043 228.1043 256.6043
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433819 -140940 471372 -303208 -381242 -300062
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3061,
    "evaluation_days": 1530.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630972800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847413563,
    "expiration_time": 1763805456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            332562.6483329959,
            58098.669585381,
            274463.9787476148,
            113090.0089573085,
            18324.55166052,
            94765.4572967877
        ],
        [
            332.562648,
            58.09867,
            274.463979,
            113.090009,
            18.324552,
            94.765457
        ],
        [
            0.21729,
            0.037961,
            0.17933,
            0.049443,
            0.010994,
            0.043566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196897,
            -77360,
            -128534,
            -1844741,
            -437493,
            -1482165
        ],
        [
            1.846058,
            1.334674,
            2.250545,
            1.03998,
            1.021535,
            1.047915
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            33,
            21,
            12,
            33,
            21,
            12
        ],
        [
            60.240964,
            50,
            70.731707,
            60.240964,
            50,
            70.731707
        ],
        [
            1.218398,
            1.334674,
            0.93126,
            0.686387,
            1.021535,
            0.43362
        ],
        [
            56050,
            34579,
            56050,
            471128,
            245802,
            471128
        ],
        [
            -90665,
            -29559,
            -90665,
            -1359885,
            -267656,
            -1359885
        ],
        [
            35,
            19,
            51,
            35,
            19,
            51
        ],
        [
            31,
            14,
            43,
            31,
            14,
            43
        ],
        [
            41,
            25,
            70,
            41,
            25,
            70
        ],
        [
            2946,
            829,
            2117,
            2946,
            829,
            2117
        ],
        [
            228.104324,
            228.104324,
            256.604324,
            228.104324,
            228.104324,
            256.604324
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433819,
            -140940,
            471372,
            -303208,
            -381242,
            -300062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3061,
    "evaluation_days": 1530.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630972800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847413563,
    "expiration_time": 1763805456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    }
}

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)