← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: HOOK/USDT/360/VWAP/DCM/4540

Strategy
HOOK/USDT/360/VWAP/DCM/4540
Pair
HOOK_USDT
Interval
6h
Score
683737
Daily Profit
0.182459
Profit Factor
4.783495
Profitability
89.130435
Streak
35.631328
Best Strategy
Training Data Length
1040.250000
Evaluation Time
2025-10-06 18:09
Expiration Time
2025-11-06 18:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 189154.2449 -648.331 189802.5759 98866.1344 -34987.3293 133853.4636
Total P&L (%) 189.1542 -0.6483 189.8026 98.8661 -34.9873 133.8535
Avg Daily Profit (%) 0.1818 -0.0006 0.1825 0.0661 -0.0414 0.0817
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74021 -109468 -24596 -109674 -139617 -22546
Profit Factor 1.7252 0.9969 4.7835 1.3865 0.8331 3.9009
Total Trades 92 46 46 92 46 46
Winning Trades 78 37 41 78 37 41
Losing Trades 14 9 5 14 9 5
Profitability (%) 84.7826 80.4348 89.1304 84.7826 80.4348 89.1304
Ratio Avg Win / Avg Loss 0.3097 0.2425 0.5834 0.2489 0.2026 0.4757
Largest Winning Trade 14138 14138 13315 23562 23562 16473
Largest Losing Trade -66023 -66023 -24596 -70929 -70929 -22546
Avg Bars in Trades 42 64 19 42 64 19
Avg Bars in Winners 14 15 13 14 15 13
Avg Bars in Losers 194 264 67 194 264 67
Bars Traded 3866 2958 908 3866 2958 908
Profit Streak 35.6313 82.1313 35.6313 35.6313 82.1313 35.6313
Trades During Streak 10 17 5 10 17 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522981 -575027 683737 -99147 -575027 -72999
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4161,
    "evaluation_days": 1040.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1675188000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759763346786,
    "expiration_time": 1762448328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 246,
            "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": [
        [
            189154.2449091208,
            -648.3309653272,
            189802.5758744481,
            98866.1343505535,
            -34987.3292933365,
            133853.46364389
        ],
        [
            189.154245,
            -0.648331,
            189.802576,
            98.866134,
            -34.987329,
            133.853464
        ],
        [
            0.181835,
            -0.000623,
            0.182459,
            0.066108,
            -0.041384,
            0.081699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74021,
            -109468,
            -24596,
            -109674,
            -139617,
            -22546
        ],
        [
            1.725237,
            0.996922,
            4.783495,
            1.386526,
            0.833107,
            3.900902
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            14,
            9,
            5,
            14,
            9,
            5
        ],
        [
            84.782609,
            80.434783,
            89.130435,
            84.782609,
            80.434783,
            89.130435
        ],
        [
            0.309658,
            0.242495,
            0.583353,
            0.248864,
            0.202648,
            0.47572
        ],
        [
            14138,
            14138,
            13315,
            23562,
            23562,
            16473
        ],
        [
            -66023,
            -66023,
            -24596,
            -70929,
            -70929,
            -22546
        ],
        [
            42,
            64,
            19,
            42,
            64,
            19
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            194,
            264,
            67,
            194,
            264,
            67
        ],
        [
            3866,
            2958,
            908,
            3866,
            2958,
            908
        ],
        [
            35.631328,
            82.131328,
            35.631328,
            35.631329,
            82.131329,
            35.631329
        ],
        [
            10,
            17,
            5,
            10,
            17,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522981,
            -575027,
            683737,
            -99147,
            -575027,
            -72999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4161,
    "evaluation_days": 1040.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1675188000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759763346786,
    "expiration_time": 1762448328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 246,
            "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)