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Trade: HOOK/USDT/480/VWAP/KCL/6724

Strategy
HOOK/USDT/480/VWAP/KCL/6724
Pair
HOOK_USDT
Interval
8h
Score
652260
Daily Profit
0.160360
Profit Factor
5.084586
Profitability
88.888889
Streak
10.146647
Best Strategy
Training Data Length
1037.000000
Evaluation Time
2025-10-03 06:31
Expiration Time
2025-11-03 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 124496.4669 -41796.9316 166293.3985 58844.9455 -114715.9375 173560.883
Total P&L (%) 124.4965 -41.7969 166.2934 58.8449 -114.7159 173.5609
Avg Daily Profit (%) 0.1201 -0.0403 0.1604 0.0446 0 0.0971
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82947 -127712 -23893 -161203 -215602 -31869
Profit Factor 1.535 0.7823 5.0846 1.1743 0.5966 4.2598
Total Trades 91 46 45 91 46 45
Winning Trades 72 32 40 72 32 40
Losing Trades 19 14 5 19 14 5
Profitability (%) 79.1209 69.5652 88.8889 79.1209 69.5652 88.8889
Ratio Avg Win / Avg Loss 0.4051 0.3423 0.6356 0.3099 0.261 0.5325
Largest Winning Trade 14718 14531 14718 20153 20153 19086
Largest Losing Trade -65294 -65294 -23893 -98609 -98609 -31869
Avg Bars in Trades 31 39 22 31 39 22
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 105 104 108 105 104 108
Bars Traded 2833 1838 995 2833 1838 995
Profit Streak 9.8133 9.8133 10.1466 9.8133 9.8133 10.1466
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27480 -577503 652260 -159098 -577503 -53119
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3111,
    "evaluation_days": 1037,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1675238400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759462270268,
    "expiration_time": 1762137504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            124496.466873521,
            -41796.9316190443,
            166293.3984925653,
            58844.9455484893,
            -114715.9374586139,
            173560.8830071032
        ],
        [
            124.496467,
            -41.796932,
            166.293398,
            58.844946,
            -114.715937,
            173.560883
        ],
        [
            0.120054,
            -0.040306,
            0.16036,
            0.044635,
            0,
            0.097092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82947,
            -127712,
            -23893,
            -161203,
            -215602,
            -31869
        ],
        [
            1.534992,
            0.782302,
            5.084586,
            1.174301,
            0.596587,
            4.259846
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            72,
            32,
            40,
            72,
            32,
            40
        ],
        [
            19,
            14,
            5,
            19,
            14,
            5
        ],
        [
            79.120879,
            69.565217,
            88.888889,
            79.120879,
            69.565217,
            88.888889
        ],
        [
            0.405067,
            0.342257,
            0.635573,
            0.309885,
            0.261007,
            0.532481
        ],
        [
            14718,
            14531,
            14718,
            20153,
            20153,
            19086
        ],
        [
            -65294,
            -65294,
            -23893,
            -98609,
            -98609,
            -31869
        ],
        [
            31,
            39,
            22,
            31,
            39,
            22
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            105,
            104,
            108,
            105,
            104,
            108
        ],
        [
            2833,
            1838,
            995,
            2833,
            1838,
            995
        ],
        [
            9.813313,
            9.813313,
            10.146647,
            9.813313,
            9.813313,
            10.146647
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27480,
            -577503,
            652260,
            -159098,
            -577503,
            -53119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3111,
    "evaluation_days": 1037,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1675238400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759462270268,
    "expiration_time": 1762137504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)