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Trade: HOOK/USDT/480/VWAP/MIDPRICE/9146

Strategy
HOOK/USDT/480/VWAP/MIDPRICE/9146
Pair
HOOK_USDT
Interval
8h
Score
691177
Daily Profit
0.173963
Profit Factor
4.985027
Profitability
90.697674
Streak
29.029856
Best Strategy
Training Data Length
1034.000000
Evaluation Time
2025-09-30 03:43
Expiration Time
2025-10-31 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 153738.9829 -26138.5776 179877.5605 50534.3919 -76066.2186 126600.6105
Total P&L (%) 153.739 -26.1386 179.8776 50.5344 -76.0662 126.6006
Avg Daily Profit (%) 0.1487 -0.0253 0.174 0.0396 -0.1382 0.0791
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73460 -92637 -23679 -94391 -131922 -24482
Profit Factor 1.5762 0.8821 4.985 1.1753 0.6788 3.4625
Total Trades 86 43 43 86 43 43
Winning Trades 73 34 39 73 34 39
Losing Trades 13 9 4 13 9 4
Profitability (%) 84.8837 79.0698 90.6977 84.8837 79.0698 90.6977
Ratio Avg Win / Avg Loss 0.2807 0.2335 0.5113 0.2093 0.1797 0.3551
Largest Winning Trade 16572 13087 16572 13008 13008 12565
Largest Losing Trade -69497 -69497 -23679 -91594 -91594 -24482
Avg Bars in Trades 33 50 15 33 50 15
Avg Bars in Winners 12 13 11 12 13 11
Avg Bars in Losers 150 191 58 150 191 58
Bars Traded 2863 2181 682 2863 2181 682
Profit Streak 29.0299 76.0299 29.0299 29.0299 76.0299 29.0299
Trades During Streak 10 14 5 10 14 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436063 -575251 691177 -164121 -575251 -76642
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3102,
    "evaluation_days": 1034,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1675123200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759192979590,
    "expiration_time": 1761870528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 183,
            "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": [
        [
            153738.9829218189,
            -26138.5776126346,
            179877.5605344535,
            50534.3919227956,
            -76066.2185962495,
            126600.6105190449
        ],
        [
            153.738983,
            -26.138578,
            179.877561,
            50.534392,
            -76.066219,
            126.600611
        ],
        [
            0.148684,
            -0.025279,
            0.173963,
            0.039565,
            -0.138191,
            0.079143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73460,
            -92637,
            -23679,
            -94391,
            -131922,
            -24482
        ],
        [
            1.576183,
            0.882091,
            4.985027,
            1.175322,
            0.678809,
            3.462475
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            13,
            9,
            4,
            13,
            9,
            4
        ],
        [
            84.883721,
            79.069767,
            90.697674,
            84.883721,
            79.069767,
            90.697674
        ],
        [
            0.28069,
            0.233495,
            0.511285,
            0.209304,
            0.179685,
            0.355126
        ],
        [
            16572,
            13087,
            16572,
            13008,
            13008,
            12565
        ],
        [
            -69497,
            -69497,
            -23679,
            -91594,
            -91594,
            -24482
        ],
        [
            33,
            50,
            15,
            33,
            50,
            15
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            150,
            191,
            58,
            150,
            191,
            58
        ],
        [
            2863,
            2181,
            682,
            2863,
            2181,
            682
        ],
        [
            29.029856,
            76.029856,
            29.029856,
            29.029856,
            76.029856,
            29.029856
        ],
        [
            10,
            14,
            5,
            10,
            14,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436063,
            -575251,
            691177,
            -164121,
            -575251,
            -76642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3102,
    "evaluation_days": 1034,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1675123200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759192979590,
    "expiration_time": 1761870528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 183,
            "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)