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Trade: FLOW/USDT/720/SSF/HWMA/6922

Strategy
FLOW/USDT/720/SSF/HWMA/6922
Pair
FLOW_USDT
Interval
12h
Score
436746
Daily Profit
0.170314
Profit Factor
1.790610
Profitability
63.043478
Streak
26.497463
Best Strategy
Training Data Length
1526.000000
Evaluation Time
2025-10-03 14:56
Expiration Time
2025-11-17 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282779.668 22879.9633 259899.7047 207253.0287 -308100.2752 515353.3039
Total P&L (%) 282.7797 22.88 259.8997 207.253 -308.1003 515.3533
Avg Daily Profit (%) 0.1853 0.015 0.1703 0.0736 0 0.1191
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183566 -108980 -99323 -780084 -616236 -299387
Profit Factor 1.3387 1.0452 1.7906 1.0827 0.8097 1.5815
Total Trades 184 92 92 184 92 92
Winning Trades 102 44 58 102 44 58
Losing Trades 82 48 34 82 48 34
Profitability (%) 55.4348 47.8261 63.0435 55.4348 47.8261 63.0435
Ratio Avg Win / Avg Loss 1.0762 1.1402 1.0497 0.8704 0.8833 0.9271
Largest Winning Trade 60828 60828 38109 192718 192718 145127
Largest Losing Trade -32804 -32804 -30852 -219218 -219218 -133055
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 2971 1482 1489 2971 1482 1489
Profit Streak 17.9975 17.9975 26.4975 17.9975 17.9975 26.4975
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389802 -348909 436746 -222860 -581089 -30916
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3052,
    "evaluation_days": 1526,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1627646400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759492580815,
    "expiration_time": 1763404992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.47847
        }
    }
}
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": [
        [
            282779.6680282783,
            22879.9632809098,
            259899.7047473683,
            207253.0287024999,
            -308100.2751852454,
            515353.3038877455
        ],
        [
            282.779668,
            22.879963,
            259.899705,
            207.253029,
            -308.100275,
            515.353304
        ],
        [
            0.185308,
            0.014993,
            0.170314,
            0.073585,
            0,
            0.119142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183566,
            -108980,
            -99323,
            -780084,
            -616236,
            -299387
        ],
        [
            1.338663,
            1.045194,
            1.79061,
            1.08274,
            0.809656,
            1.581518
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            102,
            44,
            58,
            102,
            44,
            58
        ],
        [
            82,
            48,
            34,
            82,
            48,
            34
        ],
        [
            55.434783,
            47.826087,
            63.043478,
            55.434783,
            47.826087,
            63.043478
        ],
        [
            1.07618,
            1.140212,
            1.049668,
            0.870438,
            0.883261,
            0.927097
        ],
        [
            60828,
            60828,
            38109,
            192718,
            192718,
            145127
        ],
        [
            -32804,
            -32804,
            -30852,
            -219218,
            -219218,
            -133055
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            2971,
            1482,
            1489,
            2971,
            1482,
            1489
        ],
        [
            17.997463,
            17.997463,
            26.497463,
            17.997463,
            17.997463,
            26.497463
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389802,
            -348909,
            436746,
            -222860,
            -581089,
            -30916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3052,
    "evaluation_days": 1526,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1627646400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759492580815,
    "expiration_time": 1763404992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.47847
        }
    }
}

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)