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Trade: FLOW/USDT/720/SINWMA/HILO/6279

Strategy
FLOW/USDT/720/SINWMA/HILO/6279
Pair
FLOW_USDT
Interval
12h
Score
453470
Daily Profit
0.201457
Profit Factor
1.787149
Profitability
63.106796
Streak
40.574070
Best Strategy
Training Data Length
1517.500000
Evaluation Time
2025-09-26 16:46
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 399675.101 93964.5795 305710.5215 864873.9886 311067.1723 553806.8163
Total P&L (%) 399.6751 93.9646 305.7105 864.874 311.0672 553.8068
Avg Daily Profit (%) 0.2634 0.0619 0.2015 0.1495 0.0932 0.1238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149872 -87773 -99811 -1306548 -663046 -997954
Profit Factor 1.5456 1.273 1.7871 1.1513 1.1329 1.164
Total Trades 207 104 103 207 104 103
Winning Trades 107 42 65 107 42 65
Losing Trades 100 62 38 100 62 38
Profitability (%) 51.6908 40.3846 63.1068 51.6908 40.3846 63.1068
Ratio Avg Win / Avg Loss 1.4445 1.8792 1.0448 1.076 1.6724 0.6805
Largest Winning Trade 87125 87125 55248 280168 240526 280168
Largest Losing Trade -37799 -26686 -37799 -422702 -173319 -422702
Avg Bars in Trades 14 8 19 14 8 19
Avg Bars in Winners 18 12 22 18 12 22
Avg Bars in Losers 9 6 15 9 6 15
Bars Traded 2991 932 2059 2991 932 2059
Profit Streak 0 0 40.5741 0 0 40.5741
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407801 -112953 453470 -45601 -145517 -66378

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": 1629158400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894399670,
    "expiration_time": 1762648560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 36,
            "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": [
        [
            399675.1010070901,
            93964.5795192,
            305710.5214878898,
            864873.9885873623,
            311067.1723221636,
            553806.8162651999
        ],
        [
            399.675101,
            93.96458,
            305.710521,
            864.873989,
            311.067172,
            553.806816
        ],
        [
            0.263377,
            0.061921,
            0.201457,
            0.149491,
            0.093196,
            0.123809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149872,
            -87773,
            -99811,
            -1306548,
            -663046,
            -997954
        ],
        [
            1.545562,
            1.272981,
            1.787149,
            1.151285,
            1.132893,
            1.164038
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            107,
            42,
            65,
            107,
            42,
            65
        ],
        [
            100,
            62,
            38,
            100,
            62,
            38
        ],
        [
            51.690821,
            40.384615,
            63.106796,
            51.690821,
            40.384615,
            63.106796
        ],
        [
            1.444451,
            1.879163,
            1.044795,
            1.075968,
            1.672365,
            0.680514
        ],
        [
            87125,
            87125,
            55248,
            280168,
            240526,
            280168
        ],
        [
            -37799,
            -26686,
            -37799,
            -422702,
            -173319,
            -422702
        ],
        [
            14,
            8,
            19,
            14,
            8,
            19
        ],
        [
            18,
            12,
            22,
            18,
            12,
            22
        ],
        [
            9,
            6,
            15,
            9,
            6,
            15
        ],
        [
            2991,
            932,
            2059,
            2991,
            932,
            2059
        ],
        [
            0,
            0,
            40.57407,
            0,
            0,
            40.57407
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407801,
            -112953,
            453470,
            -45601,
            -145517,
            -66378
        ]
    ]
}
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": 1629158400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894399670,
    "expiration_time": 1762648560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 36,
            "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)