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Trade: FLOW/USDT/360/SMA/VWAP/1341

Strategy
FLOW/USDT/360/SMA/VWAP/1341
Pair
FLOW_USDT
Interval
6h
Score
349733
Daily Profit
0.189110
Profit Factor
3.316214
Profitability
39.130435
Streak
0.000000
Best Strategy
Training Data Length
1522.750000
Evaluation Time
2025-09-30 08:22
Expiration Time
2025-11-14 18:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375659.5032 87691.5038 287967.9994 1145825.1751 80051.1545 1065774.0206
Total P&L (%) 375.6595 87.6915 287.968 1145.8252 80.0512 1065.774
Avg Daily Profit (%) 0.2467 0.0576 0.1891 0.1658 0.0386 0.1614
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56982 -49990 -32096 -982985 -673827 -558017
Profit Factor 2.2793 1.5179 3.3162 1.3539 1.0462 1.7085
Total Trades 92 46 46 92 46 46
Winning Trades 29 11 18 29 11 18
Losing Trades 63 35 28 63 35 28
Profitability (%) 31.5217 23.913 39.1304 31.5217 23.913 39.1304
Ratio Avg Win / Avg Loss 4.9515 4.8297 5.1586 2.9413 3.3288 2.6576
Largest Winning Trade 78790 78790 74315 716632 553252 716632
Largest Losing Trade -13300 -13300 -10360 -172944 -151026 -172944
Avg Bars in Trades 64 42 85 64 42 85
Avg Bars in Winners 165 117 195 165 117 195
Avg Bars in Losers 17 18 15 17 18 15
Bars Traded 5893 1944 3948 5893 1944 3948
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 195076 -148305 349733 83855 -344719 244515
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6091,
    "evaluation_days": 1522.75,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630821600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209746945,
    "expiration_time": 1763137368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            375659.5032158106,
            87691.5038036081,
            287967.9994122025,
            1145825.1751235449,
            80051.1545312542,
            1065774.0205922914
        ],
        [
            375.659503,
            87.691504,
            287.967999,
            1145.825175,
            80.051155,
            1065.774021
        ],
        [
            0.246698,
            0.057588,
            0.18911,
            0.165784,
            0.038626,
            0.161415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56982,
            -49990,
            -32096,
            -982985,
            -673827,
            -558017
        ],
        [
            2.279284,
            1.5179,
            3.316214,
            1.353939,
            1.046192,
            1.70847
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            31.521739,
            23.913043,
            39.130435,
            31.521739,
            23.913043,
            39.130435
        ],
        [
            4.951547,
            4.829682,
            5.158555,
            2.941315,
            3.328791,
            2.657619
        ],
        [
            78790,
            78790,
            74315,
            716632,
            553252,
            716632
        ],
        [
            -13300,
            -13300,
            -10360,
            -172944,
            -151026,
            -172944
        ],
        [
            64,
            42,
            85,
            64,
            42,
            85
        ],
        [
            165,
            117,
            195,
            165,
            117,
            195
        ],
        [
            17,
            18,
            15,
            17,
            18,
            15
        ],
        [
            5893,
            1944,
            3948,
            5893,
            1944,
            3948
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            195076,
            -148305,
            349733,
            83855,
            -344719,
            244515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6091,
    "evaluation_days": 1522.75,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630821600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209746945,
    "expiration_time": 1763137368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)