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Trade: FLOW/USDT/480/SSF/VWAP/6592

Strategy
FLOW/USDT/480/SSF/VWAP/6592
Pair
FLOW_USDT
Interval
8h
Score
312540
Daily Profit
0.150942
Profit Factor
3.112140
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
1534.670000
Evaluation Time
2025-10-12 02:35
Expiration Time
2025-11-26 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236494.2992 4847.965 231646.3343 275280.8566 -109940.889 385221.7456
Total P&L (%) 236.4943 4.848 231.6463 275.2809 -109.9409 385.2217
Avg Daily Profit (%) 0.1541 0.0032 0.1509 0.0862 0 0.103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65405 -55643 -40461 -339242 -340933 -208225
Profit Factor 1.7706 1.0246 3.1121 1.2105 0.8597 1.7351
Total Trades 78 39 39 78 39 39
Winning Trades 21 6 15 21 6 15
Losing Trades 57 33 24 57 33 24
Profitability (%) 26.9231 15.3846 38.4615 26.9231 15.3846 38.4615
Ratio Avg Win / Avg Loss 4.806 5.6352 4.9794 3.2856 4.7286 2.7762
Largest Winning Trade 76252 76252 72538 265883 265883 221769
Largest Losing Trade -21632 -21632 -10550 -88922 -88922 -56252
Avg Bars in Trades 56 38 73 56 38 73
Avg Bars in Winners 162 139 171 162 139 171
Avg Bars in Losers 17 20 12 17 20 12
Bars Traded 4389 1510 2879 4389 1510 2879
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 -49530 -618921 312540 -137325 -650173 -56690
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4604,
    "evaluation_days": 1534.67,
    "actual_first_datapoint_time": 1627632000000,
    "first_datapoint_time": 1627632000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760225706903,
    "expiration_time": 1764176256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            236494.2992400284,
            4847.9649851946,
            231646.3342548336,
            275280.8565966989,
            -109940.8890185824,
            385221.7456152817
        ],
        [
            236.494299,
            4.847965,
            231.646334,
            275.280857,
            -109.940889,
            385.221746
        ],
        [
            0.154101,
            0.003159,
            0.150942,
            0.086212,
            0,
            0.10297
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65405,
            -55643,
            -40461,
            -339242,
            -340933,
            -208225
        ],
        [
            1.770615,
            1.024582,
            3.11214,
            1.210477,
            0.859747,
            1.735139
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            21,
            6,
            15,
            21,
            6,
            15
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            26.923077,
            15.384615,
            38.461538,
            26.923077,
            15.384615,
            38.461538
        ],
        [
            4.805954,
            5.635201,
            4.979425,
            3.285581,
            4.72861,
            2.776222
        ],
        [
            76252,
            76252,
            72538,
            265883,
            265883,
            221769
        ],
        [
            -21632,
            -21632,
            -10550,
            -88922,
            -88922,
            -56252
        ],
        [
            56,
            38,
            73,
            56,
            38,
            73
        ],
        [
            162,
            139,
            171,
            162,
            139,
            171
        ],
        [
            17,
            20,
            12,
            17,
            20,
            12
        ],
        [
            4389,
            1510,
            2879,
            4389,
            1510,
            2879
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49530,
            -618921,
            312540,
            -137325,
            -650173,
            -56690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4604,
    "evaluation_days": 1534.67,
    "actual_first_datapoint_time": 1627632000000,
    "first_datapoint_time": 1627632000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760225706903,
    "expiration_time": 1764176256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 3
        }
    },
    "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)