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Trade: HOOK/USDT/120/VWAP/HWMA/4548

Strategy
HOOK/USDT/120/VWAP/HWMA/4548
Pair
HOOK_USDT
Interval
2h
Score
308863
Daily Profit
0.165557
Profit Factor
1.278203
Profitability
52.571429
Streak
13.068423
Best Strategy
Training Data Length
1028.080000
Evaluation Time
2025-09-26 22:38
Expiration Time
2025-10-31 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 206255.9459 36049.6903 170206.2556 42333.6267 -99017.2969 141350.9236
Total P&L (%) 206.2559 36.0497 170.2063 42.3336 -99.0173 141.3509
Avg Daily Profit (%) 0.2006 0.0351 0.1656 0.0343 -0.4486 0.0857
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179814 -128449 -89485 -471696 -403624 -233451
Profit Factor 1.174 1.0628 1.2782 1.017 0.9184 1.1111
Total Trades 351 176 175 351 176 175
Winning Trades 173 81 92 173 81 92
Losing Trades 178 95 83 178 95 83
Profitability (%) 49.2877 46.0227 52.5714 49.2877 46.0227 52.5714
Ratio Avg Win / Avg Loss 1.2079 1.2465 1.1532 1.0464 1.0771 1.0024
Largest Winning Trade 37386 36080 37386 105325 83841 105325
Largest Losing Trade -26887 -23788 -26887 -89258 -89258 -85454
Avg Bars in Trades 35 34 35 35 34 35
Avg Bars in Winners 35 35 35 35 35 35
Avg Bars in Losers 34 34 35 34 34 35
Bars Traded 12294 6142 6152 12294 6142 6152
Profit Streak 0 0 13.0684 0 0 13.0684
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19975 -301222 308863 -349266 -580291 -175548

Evaluation Data

{
    "trading_pair": "HOOK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12337,
    "evaluation_days": 1028.08,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1669903200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915511775,
    "expiration_time": 1761920150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06084,
            "nb": 0.1,
            "nc": 0.10779
        }
    }
}
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": [
        [
            206255.9459351808,
            36049.6903179234,
            170206.2556172573,
            42333.626736071,
            -99017.2968826224,
            141350.9236186935
        ],
        [
            206.255946,
            36.04969,
            170.206256,
            42.333627,
            -99.017297,
            141.350924
        ],
        [
            0.200622,
            0.035065,
            0.165557,
            0.034342,
            -0.448627,
            0.085738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179814,
            -128449,
            -89485,
            -471696,
            -403624,
            -233451
        ],
        [
            1.17397,
            1.062829,
            1.278203,
            1.017031,
            0.918364,
            1.11106
        ],
        [
            351,
            176,
            175,
            351,
            176,
            175
        ],
        [
            173,
            81,
            92,
            173,
            81,
            92
        ],
        [
            178,
            95,
            83,
            178,
            95,
            83
        ],
        [
            49.287749,
            46.022727,
            52.571429,
            49.287749,
            46.022727,
            52.571429
        ],
        [
            1.2079,
            1.246528,
            1.153161,
            1.046425,
            1.077094,
            1.002369
        ],
        [
            37386,
            36080,
            37386,
            105325,
            83841,
            105325
        ],
        [
            -26887,
            -23788,
            -26887,
            -89258,
            -89258,
            -85454
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            12294,
            6142,
            6152,
            12294,
            6142,
            6152
        ],
        [
            0,
            0,
            13.068423,
            0,
            0,
            13.068423
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19975,
            -301222,
            308863,
            -349266,
            -580291,
            -175548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12337,
    "evaluation_days": 1028.08,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1669903200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915511775,
    "expiration_time": 1761920150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06084,
            "nb": 0.1,
            "nc": 0.10779
        }
    }
}

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)