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Trade: FLOW/USDT/720/VWMA/SSF/3513

Strategy
FLOW/USDT/720/VWMA/SSF/3513
Pair
FLOW_USDT
Interval
12h
Score
375009
Daily Profit
0.148113
Profit Factor
2.264697
Profitability
65.625000
Streak
38.703324
Best Strategy
Training Data Length
1525.500000
Evaluation Time
2025-10-02 19:52
Expiration Time
2025-11-17 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211305.2908 -14640.4453 225945.7362 101268.8861 -138009.9289 239278.815
Total P&L (%) 211.3053 -14.6404 225.9457 101.2689 -138.0099 239.2788
Avg Daily Profit (%) 0.1385 -0.0096 0.1481 0.0459 0 0.0801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78974 -81189 -51100 -261123 -241721 -163212
Profit Factor 1.4916 0.9417 2.2647 1.0982 0.7663 1.5425
Total Trades 65 33 32 65 33 32
Winning Trades 31 10 21 31 10 21
Losing Trades 34 23 11 34 23 11
Profitability (%) 47.6923 30.303 65.625 47.6923 30.303 65.625
Ratio Avg Win / Avg Loss 1.6359 2.166 1.1863 1.2044 1.7625 0.808
Largest Winning Trade 64228 64228 53412 134029 134029 100917
Largest Losing Trade -39765 -28648 -39765 -119383 -79787 -119383
Avg Bars in Trades 45 28 63 45 28 63
Avg Bars in Winners 64 38 76 64 38 76
Avg Bars in Losers 28 23 38 28 23 38
Bars Traded 2953 930 2023 2953 930 2023
Profit Streak 0 0 38.7033 0 0 38.7033
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142651 -585407 375009 -381098 -585407 -83549
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3051,
    "evaluation_days": 1525.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630368000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759423967187,
    "expiration_time": 1763360496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            211305.2908331206,
            -14640.4453340053,
            225945.736167126,
            101268.8860975929,
            -138009.928901997,
            239278.8149995899
        ],
        [
            211.305291,
            -14.640445,
            225.945736,
            101.268886,
            -138.009929,
            239.278815
        ],
        [
            0.138515,
            -0.009597,
            0.148113,
            0.045862,
            0,
            0.080114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78974,
            -81189,
            -51100,
            -261123,
            -241721,
            -163212
        ],
        [
            1.491555,
            0.941721,
            2.264697,
            1.098166,
            0.766294,
            1.542479
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            31,
            10,
            21,
            31,
            10,
            21
        ],
        [
            34,
            23,
            11,
            34,
            23,
            11
        ],
        [
            47.692308,
            30.30303,
            65.625,
            47.692308,
            30.30303,
            65.625
        ],
        [
            1.635899,
            2.165959,
            1.18627,
            1.20444,
            1.762477,
            0.807965
        ],
        [
            64228,
            64228,
            53412,
            134029,
            134029,
            100917
        ],
        [
            -39765,
            -28648,
            -39765,
            -119383,
            -79787,
            -119383
        ],
        [
            45,
            28,
            63,
            45,
            28,
            63
        ],
        [
            64,
            38,
            76,
            64,
            38,
            76
        ],
        [
            28,
            23,
            38,
            28,
            23,
            38
        ],
        [
            2953,
            930,
            2023,
            2953,
            930,
            2023
        ],
        [
            0,
            0,
            38.703324,
            0,
            0,
            38.703324
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142651,
            -585407,
            375009,
            -381098,
            -585407,
            -83549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3051,
    "evaluation_days": 1525.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630368000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759423967187,
    "expiration_time": 1763360496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    }
}

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)