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Trade: FLOW/USDT/720/VWAP/HWMA/5837

Strategy
FLOW/USDT/720/VWAP/HWMA/5837
Pair
FLOW_USDT
Interval
12h
Score
351318
Daily Profit
0.149455
Profit Factor
1.601497
Profitability
60.576923
Streak
0.000000
Best Strategy
Training Data Length
1532.500000
Evaluation Time
2025-10-10 01:24
Expiration Time
2025-11-24 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264952.682 35912.2325 229040.4495 114313.1698 -72770.2892 187083.459
Total P&L (%) 264.9527 35.9122 229.0404 114.3132 -72.7703 187.0835
Avg Daily Profit (%) 0.1729 0.0234 0.1495 0.0498 -0.0848 0.0688
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105088 -95012 -81516 -193582 -160119 -66595
Profit Factor 1.3103 1.0759 1.6015 1.103 0.8885 1.4094
Total Trades 208 104 104 208 104 104
Winning Trades 113 50 63 113 50 63
Losing Trades 95 54 41 95 54 41
Profitability (%) 54.3269 48.0769 60.5769 54.3269 48.0769 60.5769
Ratio Avg Win / Avg Loss 1.1016 1.162 1.0422 0.9273 0.9596 0.9172
Largest Winning Trade 45568 45568 37337 64030 64030 42204
Largest Losing Trade -55269 -40743 -55269 -66595 -51732 -66595
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 13 14 14 13 14
Bars Traded 2950 1463 1487 2950 1463 1487
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 340684 -301933 351318 -233436 -581525 -100562
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3065,
    "evaluation_days": 1532.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1632225600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760048686537,
    "expiration_time": 1763983440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 106
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.13637,
            "nc": 0.46695
        }
    }
}
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": [
        [
            264952.6820450125,
            35912.2325458434,
            229040.449499169,
            114313.1698243492,
            -72770.2891949821,
            187083.4590193313
        ],
        [
            264.952682,
            35.912233,
            229.040449,
            114.31317,
            -72.770289,
            187.083459
        ],
        [
            0.172889,
            0.023434,
            0.149455,
            0.049753,
            -0.084849,
            0.06884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105088,
            -95012,
            -81516,
            -193582,
            -160119,
            -66595
        ],
        [
            1.310269,
            1.075898,
            1.601497,
            1.102999,
            0.888533,
            1.409366
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            113,
            50,
            63,
            113,
            50,
            63
        ],
        [
            95,
            54,
            41,
            95,
            54,
            41
        ],
        [
            54.326923,
            48.076923,
            60.576923,
            54.326923,
            48.076923,
            60.576923
        ],
        [
            1.101553,
            1.16197,
            1.042244,
            0.9273,
            0.959616,
            0.917206
        ],
        [
            45568,
            45568,
            37337,
            64030,
            64030,
            42204
        ],
        [
            -55269,
            -40743,
            -55269,
            -66595,
            -51732,
            -66595
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            2950,
            1463,
            1487,
            2950,
            1463,
            1487
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340684,
            -301933,
            351318,
            -233436,
            -581525,
            -100562
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3065,
    "evaluation_days": 1532.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1632225600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760048686537,
    "expiration_time": 1763983440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 106
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.13637,
            "nc": 0.46695
        }
    }
}

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)