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Trade: FLOW/USDT/720/HMA/OHLC4/4613

Strategy
FLOW/USDT/720/HMA/OHLC4/4613
Pair
FLOW_USDT
Interval
12h
Score
321787
Daily Profit
0.191308
Profit Factor
1.592921
Profitability
42.702703
Streak
20.543049
Best Strategy
Training Data Length
1531.500000
Evaluation Time
2025-10-09 04:01
Expiration Time
2025-11-23 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347693.0061 54705.2731 292987.733 557142.1558 115207.7298 441934.426
Total P&L (%) 347.693 54.7053 292.9877 557.1422 115.2077 441.9344
Avg Daily Profit (%) 0.227 0.0357 0.1913 0.123 0.0501 0.1104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119675 -82105 -69085 -1818530 -1087225 -1264748
Profit Factor 1.3249 1.095 1.5929 1.0522 1.0224 1.08
Total Trades 371 186 185 371 186 185
Winning Trades 143 64 79 143 64 79
Losing Trades 228 122 106 228 122 106
Profitability (%) 38.5445 34.4086 42.7027 38.5445 34.4086 42.7027
Ratio Avg Win / Avg Loss 2.1124 2.0873 2.1373 1.6777 1.9489 1.4492
Largest Winning Trade 44429 44429 34332 416573 314220 416573
Largest Losing Trade -38905 -16914 -38905 -360696 -173544 -360696
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 12 13 12 12 13 12
Avg Bars in Losers 5 5 4 5 5 4
Bars Traded 3015 1529 1486 3015 1529 1486
Profit Streak 19.543 19.543 20.543 19.543 19.543 20.543
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 288960 -265953 321787 -191508 -325657 -179674
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3063,
    "evaluation_days": 1531.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629158400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971719465,
    "expiration_time": 1763894448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            347693.0060863598,
            54705.2731311499,
            292987.7329552092,
            557142.1557845587,
            115207.7297900413,
            441934.4259945179
        ],
        [
            347.693006,
            54.705273,
            292.987733,
            557.142156,
            115.20773,
            441.934426
        ],
        [
            0.227028,
            0.03572,
            0.191308,
            0.123009,
            0.050057,
            0.110409
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119675,
            -82105,
            -69085,
            -1818530,
            -1087225,
            -1264748
        ],
        [
            1.324903,
            1.094974,
            1.592921,
            1.052234,
            1.022393,
            1.080037
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            143,
            64,
            79,
            143,
            64,
            79
        ],
        [
            228,
            122,
            106,
            228,
            122,
            106
        ],
        [
            38.544474,
            34.408602,
            42.702703,
            38.544474,
            34.408602,
            42.702703
        ],
        [
            2.112433,
            2.087295,
            2.137337,
            1.677687,
            1.948937,
            1.449164
        ],
        [
            44429,
            44429,
            34332,
            416573,
            314220,
            416573
        ],
        [
            -38905,
            -16914,
            -38905,
            -360696,
            -173544,
            -360696
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            5,
            5,
            4,
            5,
            5,
            4
        ],
        [
            3015,
            1529,
            1486,
            3015,
            1529,
            1486
        ],
        [
            19.543049,
            19.543049,
            20.543049,
            19.543049,
            19.543049,
            20.543049
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            288960,
            -265953,
            321787,
            -191508,
            -325657,
            -179674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3063,
    "evaluation_days": 1531.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629158400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971719465,
    "expiration_time": 1763894448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)