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Trade: FLOW/USDT/720/VWAP/BBL/6777

Strategy
FLOW/USDT/720/VWAP/BBL/6777
Pair
FLOW_USDT
Interval
12h
Score
541397
Daily Profit
0.210982
Profit Factor
3.010567
Profitability
79.411765
Streak
19.930476
Best Strategy
Training Data Length
1534.500000
Evaluation Time
2025-10-12 01:19
Expiration Time
2025-11-26 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367138.253 43386.8536 323751.3993 679107.691 -68803.7204 747911.4114
Total P&L (%) 367.1383 43.3869 323.7514 679.1077 -68.8037 747.9114
Avg Daily Profit (%) 0.2393 0.0283 0.211 0.1339 -0.0759 0.1394
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106391 -35754 -106959 -1225503 -403502 -1230242
Profit Factor 2.6281 1.673 3.0106 1.3256 0.8696 1.48
Total Trades 68 34 34 68 34 34
Winning Trades 47 20 27 47 20 27
Losing Trades 21 14 7 21 14 7
Profitability (%) 69.1176 58.8235 79.4118 69.1176 58.8235 79.4118
Ratio Avg Win / Avg Loss 1.1743 1.1711 0.7805 0.5923 0.6087 0.3837
Largest Winning Trade 47461 17887 47461 206515 63519 206515
Largest Losing Trade -82891 -11418 -82891 -1167318 -151038 -1167318
Avg Bars in Trades 42 2 82 42 2 82
Avg Bars in Winners 30 2 52 30 2 52
Avg Bars in Losers 69 4 199 69 4 199
Bars Traded 2905 99 2806 2905 99 2806
Profit Streak 19.9305 110.9305 19.9305 19.9305 110.9305 19.9305
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98098 -153003 541397 -125268 -578811 -2654
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3069,
    "evaluation_days": 1534.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629288000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760221193128,
    "expiration_time": 1764161424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 2.3276
        }
    }
}
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": [
        [
            367138.2529546453,
            43386.8536486008,
            323751.3993060447,
            679107.6910026583,
            -68803.720377734,
            747911.411380392
        ],
        [
            367.138253,
            43.386854,
            323.751399,
            679.107691,
            -68.80372,
            747.911411
        ],
        [
            0.239256,
            0.028274,
            0.210982,
            0.133878,
            -0.075883,
            0.1394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106391,
            -35754,
            -106959,
            -1225503,
            -403502,
            -1230242
        ],
        [
            2.628135,
            1.672964,
            3.010567,
            1.325597,
            0.869604,
            1.480022
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            21,
            14,
            7,
            21,
            14,
            7
        ],
        [
            69.117647,
            58.823529,
            79.411765,
            69.117647,
            58.823529,
            79.411765
        ],
        [
            1.174273,
            1.171074,
            0.780517,
            0.592288,
            0.608722,
            0.383709
        ],
        [
            47461,
            17887,
            47461,
            206515,
            63519,
            206515
        ],
        [
            -82891,
            -11418,
            -82891,
            -1167318,
            -151038,
            -1167318
        ],
        [
            42,
            2,
            82,
            42,
            2,
            82
        ],
        [
            30,
            2,
            52,
            30,
            2,
            52
        ],
        [
            69,
            4,
            199,
            69,
            4,
            199
        ],
        [
            2905,
            99,
            2806,
            2905,
            99,
            2806
        ],
        [
            19.930476,
            110.930476,
            19.930476,
            19.930476,
            110.930476,
            19.930476
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98098,
            -153003,
            541397,
            -125268,
            -578811,
            -2654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3069,
    "evaluation_days": 1534.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629288000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760221193128,
    "expiration_time": 1764161424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 2.3276
        }
    }
}

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)