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Trade: FLOW/USDT/480/VWAP/KCL/4431

Strategy
FLOW/USDT/480/VWAP/KCL/4431
Pair
FLOW_USDT
Interval
8h
Score
441715
Daily Profit
0.145350
Profit Factor
3.874405
Profitability
97.222222
Streak
473.229107
Best Strategy
Training Data Length
1521.000000
Evaluation Time
2025-09-28 08:29
Expiration Time
2025-11-12 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 147163.6942 -73912.9597 221076.6539 21571.4215 -155674.0828 177245.5043
Total P&L (%) 147.1637 -73.913 221.0767 21.5714 -155.6741 177.2455
Avg Daily Profit (%) 0.0968 -0.0486 0.1454 0.0128 0 0.0671
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83823 -114720 -76912 -141106 -183463 -125294
Profit Factor 1.6212 0.538 3.8744 1.0602 0.3327 2.4146
Total Trades 72 36 36 72 36 36
Winning Trades 61 26 35 61 26 35
Losing Trades 11 10 1 11 10 1
Profitability (%) 84.7222 72.2222 97.2222 84.7222 72.2222 97.2222
Ratio Avg Win / Avg Loss 0.2924 0.2069 0.1107 0.1912 0.128 0.069
Largest Winning Trade 24080 11098 24080 31328 6933 31328
Largest Losing Trade -76912 -55067 -76912 -125294 -96696 -125294
Avg Bars in Trades 55 33 77 55 33 77
Avg Bars in Winners 37 7 59 37 7 59
Avg Bars in Losers 159 102 726 159 102 726
Bars Traded 4023 1220 2803 4023 1220 2803
Profit Streak 162.2291 162.2291 473.2291 162.2291 162.2291 473.2291
Trades During Streak 6 3 15 6 3 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141219 -576546 441715 -415254 -576546 -94477
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4563,
    "evaluation_days": 1521,
    "actual_first_datapoint_time": 1627632000000,
    "first_datapoint_time": 1634630400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037394882,
    "expiration_time": 1762960032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            147163.6941656397,
            -73912.959717468,
            221076.6538831076,
            21571.421547006,
            -155674.0827851564,
            177245.5043321623
        ],
        [
            147.163694,
            -73.91296,
            221.076654,
            21.571422,
            -155.674083,
            177.245504
        ],
        [
            0.096755,
            -0.048595,
            0.14535,
            0.012843,
            0,
            0.067066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83823,
            -114720,
            -76912,
            -141106,
            -183463,
            -125294
        ],
        [
            1.621235,
            0.537977,
            3.874405,
            1.060159,
            0.332675,
            2.414634
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            11,
            10,
            1,
            11,
            10,
            1
        ],
        [
            84.722222,
            72.222222,
            97.222222,
            84.722222,
            72.222222,
            97.222222
        ],
        [
            0.292354,
            0.206914,
            0.110697,
            0.191176,
            0.127952,
            0.06899
        ],
        [
            24080,
            11098,
            24080,
            31328,
            6933,
            31328
        ],
        [
            -76912,
            -55067,
            -76912,
            -125294,
            -96696,
            -125294
        ],
        [
            55,
            33,
            77,
            55,
            33,
            77
        ],
        [
            37,
            7,
            59,
            37,
            7,
            59
        ],
        [
            159,
            102,
            726,
            159,
            102,
            726
        ],
        [
            4023,
            1220,
            2803,
            4023,
            1220,
            2803
        ],
        [
            162.229107,
            162.229107,
            473.229107,
            162.229107,
            162.229107,
            473.229107
        ],
        [
            6,
            3,
            15,
            6,
            3,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141219,
            -576546,
            441715,
            -415254,
            -576546,
            -94477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4563,
    "evaluation_days": 1521,
    "actual_first_datapoint_time": 1627632000000,
    "first_datapoint_time": 1634630400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037394882,
    "expiration_time": 1762960032000,
    "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": 244,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)