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Trade: HOOK/USDT/360/VWAP/DCM/8570

Strategy
HOOK/USDT/360/VWAP/DCM/8570
Pair
HOOK_USDT
Interval
6h
Score
691908
Daily Profit
0.205074
Profit Factor
4.704709
Profitability
89.583333
Streak
40.250850
Best Strategy
Training Data Length
1042.000000
Evaluation Time
2025-10-08 15:01
Expiration Time
2025-11-08 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 224046.7382 10359.5627 213687.1755 221956.328 8281.6236 213674.7045
Total P&L (%) 224.0467 10.3596 213.6872 221.9563 8.2816 213.6747
Avg Daily Profit (%) 0.215 0.0099 0.2051 0.1123 0.0076 0.1098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74021 -100904 -24596 -96083 -150443 -32984
Profit Factor 1.8336 1.0491 4.7047 1.659 1.0321 3.7144
Total Trades 96 48 48 96 48 48
Winning Trades 81 38 43 81 38 43
Losing Trades 15 10 5 15 10 5
Profitability (%) 84.375 79.1667 89.5833 84.375 79.1667 89.5833
Ratio Avg Win / Avg Loss 0.3396 0.2761 0.5471 0.3072 0.2716 0.4319
Largest Winning Trade 15629 14138 15629 38147 38147 26670
Largest Losing Trade -66023 -66023 -24596 -82333 -82333 -32984
Avg Bars in Trades 40 60 19 40 60 19
Avg Bars in Winners 14 15 14 14 15 14
Avg Bars in Losers 177 232 67 177 232 67
Bars Traded 3866 2909 957 3866 2909 957
Profit Streak 40.2509 84.2509 40.2509 40.2509 84.2509 40.2509
Trades During Streak 12 17 6 12 17 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 541087 -496737 691908 -36162 -529686 -35615
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4168,
    "evaluation_days": 1042,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674972000000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759924873447,
    "expiration_time": 1762604064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "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": [
        [
            224046.7382278088,
            10359.5627008764,
            213687.1755269323,
            221956.3280439337,
            8281.6235810775,
            213674.7044628562
        ],
        [
            224.046738,
            10.359563,
            213.687176,
            221.956328,
            8.281624,
            213.674704
        ],
        [
            0.215016,
            0.009942,
            0.205074,
            0.112275,
            0.007636,
            0.109771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74021,
            -100904,
            -24596,
            -96083,
            -150443,
            -32984
        ],
        [
            1.83362,
            1.049078,
            4.704709,
            1.659004,
            1.032089,
            3.714397
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            15,
            10,
            5,
            15,
            10,
            5
        ],
        [
            84.375,
            79.166667,
            89.583333,
            84.375,
            79.166667,
            89.583333
        ],
        [
            0.339559,
            0.276073,
            0.547059,
            0.307223,
            0.271602,
            0.431907
        ],
        [
            15629,
            14138,
            15629,
            38147,
            38147,
            26670
        ],
        [
            -66023,
            -66023,
            -24596,
            -82333,
            -82333,
            -32984
        ],
        [
            40,
            60,
            19,
            40,
            60,
            19
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            177,
            232,
            67,
            177,
            232,
            67
        ],
        [
            3866,
            2909,
            957,
            3866,
            2909,
            957
        ],
        [
            40.25085,
            84.25085,
            40.25085,
            40.25085,
            84.25085,
            40.25085
        ],
        [
            12,
            17,
            6,
            12,
            17,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541087,
            -496737,
            691908,
            -36162,
            -529686,
            -35615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4168,
    "evaluation_days": 1042,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674972000000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759924873447,
    "expiration_time": 1762604064000,
    "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": 236,
            "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)