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Trade: FLOW/USDT/720/VWMA/FWMA/6576

Strategy
FLOW/USDT/720/VWMA/FWMA/6576
Pair
FLOW_USDT
Interval
12h
Score
327255
Daily Profit
0.168063
Profit Factor
2.837015
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1524.500000
Evaluation Time
2025-10-01 16:49
Expiration Time
2025-11-16 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307329.1894 51116.6375 256212.5519 551916.4906 -43371.9131 595288.4037
Total P&L (%) 307.3292 51.1166 256.2126 551.9165 -43.3719 595.2884
Avg Daily Profit (%) 0.2016 0.0335 0.1681 0.1231 -0.0373 0.1273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63921 -49942 -37757 -622073 -316208 -391036
Profit Factor 1.9825 1.2949 2.837 1.2922 0.9553 1.6481
Total Trades 74 37 37 74 37 37
Winning Trades 23 8 15 23 8 15
Losing Trades 51 29 22 51 29 22
Profitability (%) 31.0811 21.6216 40.5405 31.0811 21.6216 40.5405
Ratio Avg Win / Avg Loss 4.3959 4.694 4.161 2.8654 3.4629 2.4172
Largest Winning Trade 74105 74105 73175 428312 292477 428312
Largest Losing Trade -17187 -17187 -15894 -184229 -98882 -184229
Avg Bars in Trades 39 24 55 39 24 55
Avg Bars in Winners 101 71 117 101 71 117
Avg Bars in Losers 12 11 12 12 11 12
Bars Traded 2946 903 2043 2946 903 2043
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 -64733 -192616 327255 -103310 -622421 -23235
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630929600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759326578736,
    "expiration_time": 1763271504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 25,
            "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": [
        [
            307329.1893973741,
            51116.6374845153,
            256212.5519128588,
            551916.490640413,
            -43371.9131037798,
            595288.4037441924
        ],
        [
            307.329189,
            51.116637,
            256.212552,
            551.916491,
            -43.371913,
            595.288404
        ],
        [
            0.201593,
            0.03353,
            0.168063,
            0.12305,
            -0.037295,
            0.12728
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63921,
            -49942,
            -37757,
            -622073,
            -316208,
            -391036
        ],
        [
            1.982463,
            1.294887,
            2.837015,
            1.292238,
            0.95529,
            1.648103
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            23,
            8,
            15,
            23,
            8,
            15
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            31.081081,
            21.621622,
            40.540541,
            31.081081,
            21.621622,
            40.540541
        ],
        [
            4.395896,
            4.693967,
            4.160956,
            2.865398,
            3.462926,
            2.417217
        ],
        [
            74105,
            74105,
            73175,
            428312,
            292477,
            428312
        ],
        [
            -17187,
            -17187,
            -15894,
            -184229,
            -98882,
            -184229
        ],
        [
            39,
            24,
            55,
            39,
            24,
            55
        ],
        [
            101,
            71,
            117,
            101,
            71,
            117
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            2946,
            903,
            2043,
            2946,
            903,
            2043
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64733,
            -192616,
            327255,
            -103310,
            -622421,
            -23235
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630929600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759326578736,
    "expiration_time": 1763271504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 25,
            "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)