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Trade: HOOK/USDT/360/VWAP/DCM/1504

Strategy
HOOK/USDT/360/VWAP/DCM/1504
Pair
HOOK_USDT
Interval
6h
Score
688016
Daily Profit
0.205170
Profit Factor
4.517980
Profitability
89.795918
Streak
39.861245
Best Strategy
Training Data Length
1041.250000
Evaluation Time
2025-10-07 17:40
Expiration Time
2025-11-07 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 224071.2622 10438.4483 213632.8139 221620.7287 12014.8265 209605.9023
Total P&L (%) 224.0713 10.4384 213.6328 221.6207 12.0148 209.6059
Avg Daily Profit (%) 0.2152 0.01 0.2052 0.1123 0.0109 0.1086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74021 -103013 -26850 -101350 -147484 -37391
Profit Factor 1.8205 1.0492 4.518 1.6657 1.0476 3.6056
Total Trades 98 49 49 98 49 49
Winning Trades 82 38 44 82 38 44
Losing Trades 16 11 5 16 11 5
Profitability (%) 83.6735 77.551 89.7959 83.6735 77.551 89.7959
Ratio Avg Win / Avg Loss 0.3552 0.3037 0.5134 0.325 0.3032 0.4097
Largest Winning Trade 15629 14138 15629 38107 38107 26642
Largest Losing Trade -66023 -66023 -24596 -76222 -76222 -34576
Avg Bars in Trades 39 59 19 39 59 19
Avg Bars in Winners 14 15 14 14 15 14
Avg Bars in Losers 165 210 66 165 210 66
Bars Traded 3865 2901 964 3865 2901 964
Profit Streak 39.8612 83.3612 39.8612 39.8612 83.3612 39.8612
Trades During Streak 12 17 6 12 17 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537975 -494291 688016 -36238 -445807 -37235
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4165,
    "evaluation_days": 1041.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674928800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848011593,
    "expiration_time": 1762537320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 234,
            "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": [
        [
            224071.2621975096,
            10438.4483454594,
            213632.8138520502,
            221620.7287423223,
            12014.8264695815,
            209605.9022727409
        ],
        [
            224.071262,
            10.438448,
            213.632814,
            221.620729,
            12.014826,
            209.605902
        ],
        [
            0.215194,
            0.010025,
            0.20517,
            0.112255,
            0.010897,
            0.108595
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74021,
            -103013,
            -26850,
            -101350,
            -147484,
            -37391
        ],
        [
            1.820482,
            1.049152,
            4.51798,
            1.665679,
            1.047587,
            3.605623
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            82,
            38,
            44,
            82,
            38,
            44
        ],
        [
            16,
            11,
            5,
            16,
            11,
            5
        ],
        [
            83.673469,
            77.55102,
            89.795918,
            83.673469,
            77.55102,
            89.795918
        ],
        [
            0.355216,
            0.303702,
            0.513407,
            0.325011,
            0.303249,
            0.40973
        ],
        [
            15629,
            14138,
            15629,
            38107,
            38107,
            26642
        ],
        [
            -66023,
            -66023,
            -24596,
            -76222,
            -76222,
            -34576
        ],
        [
            39,
            59,
            19,
            39,
            59,
            19
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            165,
            210,
            66,
            165,
            210,
            66
        ],
        [
            3865,
            2901,
            964,
            3865,
            2901,
            964
        ],
        [
            39.861245,
            83.361245,
            39.861245,
            39.861245,
            83.361245,
            39.861245
        ],
        [
            12,
            17,
            6,
            12,
            17,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537975,
            -494291,
            688016,
            -36238,
            -445807,
            -37235
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4165,
    "evaluation_days": 1041.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674928800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759848011593,
    "expiration_time": 1762537320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 234,
            "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)