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Trade: HOOK/USDT/360/FWMA/MIDPRICE/5284

Strategy
HOOK/USDT/360/FWMA/MIDPRICE/5284
Pair
HOOK_USDT
Interval
6h
Score
662193
Daily Profit
0.159502
Profit Factor
4.476727
Profitability
88.888889
Streak
31.561462
Best Strategy
Training Data Length
1036.250000
Evaluation Time
2025-10-02 16:28
Expiration Time
2025-11-02 16:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141992.4417 -23291.374 165283.8156 14806.2564 -98042.2107 112848.4671
Total P&L (%) 141.9924 -23.2914 165.2838 14.8063 -98.0422 112.8485
Avg Daily Profit (%) 0.137 -0.0225 0.1595 0.0133 -0.3789 0.0729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88999 -111997 -24596 -122364 -156456 -27193
Profit Factor 1.5468 0.8902 4.4767 1.0502 0.598 3.1999
Total Trades 72 36 36 72 36 36
Winning Trades 60 28 32 60 28 32
Losing Trades 12 8 4 12 8 4
Profitability (%) 83.3333 77.7778 88.8889 83.3333 77.7778 88.8889
Ratio Avg Win / Avg Loss 0.3094 0.2543 0.5596 0.21 0.1709 0.4
Largest Winning Trade 20542 13190 20542 19647 12409 19647
Largest Losing Trade -73347 -73347 -24596 -85950 -85950 -27193
Avg Bars in Trades 53 80 25 53 80 25
Avg Bars in Winners 19 20 17 19 20 17
Avg Bars in Losers 222 290 86 222 290 86
Bars Traded 3816 2900 916 3816 2900 916
Profit Streak 31.5615 78.0615 31.5615 31.5615 78.0615 31.5615
Trades During Streak 6 9 3 6 9 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87898 -575556 662193 -436023 -575556 -85748
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4145,
    "evaluation_days": 1036.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1675101600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759411710341,
    "expiration_time": 1762092360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            141992.4416582024,
            -23291.3739710982,
            165283.8156293007,
            14806.2563582593,
            -98042.2107380816,
            112848.4670963409
        ],
        [
            141.992442,
            -23.291374,
            165.283816,
            14.806256,
            -98.042211,
            112.848467
        ],
        [
            0.137025,
            -0.022477,
            0.159502,
            0.013325,
            -0.378856,
            0.072925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88999,
            -111997,
            -24596,
            -122364,
            -156456,
            -27193
        ],
        [
            1.546754,
            0.890218,
            4.476727,
            1.050161,
            0.597987,
            3.19994
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            12,
            8,
            4,
            12,
            8,
            4
        ],
        [
            83.333333,
            77.777778,
            88.888889,
            83.333333,
            77.777778,
            88.888889
        ],
        [
            0.309351,
            0.254348,
            0.559591,
            0.210032,
            0.170853,
            0.399993
        ],
        [
            20542,
            13190,
            20542,
            19647,
            12409,
            19647
        ],
        [
            -73347,
            -73347,
            -24596,
            -85950,
            -85950,
            -27193
        ],
        [
            53,
            80,
            25,
            53,
            80,
            25
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            222,
            290,
            86,
            222,
            290,
            86
        ],
        [
            3816,
            2900,
            916,
            3816,
            2900,
            916
        ],
        [
            31.561462,
            78.061462,
            31.561462,
            31.561462,
            78.061462,
            31.561462
        ],
        [
            6,
            9,
            3,
            6,
            9,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87898,
            -575556,
            662193,
            -436023,
            -575556,
            -85748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4145,
    "evaluation_days": 1036.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1675101600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759411710341,
    "expiration_time": 1762092360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)