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Trade: HOOK/USDT/360/VWAP/JMA/7300

Strategy
HOOK/USDT/360/VWAP/JMA/7300
Pair
HOOK_USDT
Interval
6h
Score
508209
Daily Profit
0.262126
Profit Factor
1.587909
Profitability
79.230769
Streak
10.435201
Best Strategy
Training Data Length
1034.000000
Evaluation Time
2025-09-30 13:26
Expiration Time
2025-10-31 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271037.8935 29927.6673 241110.2263 327386.4395 -3254.1228 330640.5623
Total P&L (%) 271.0379 29.9277 241.1102 327.3864 -3.2541 330.6406
Avg Daily Profit (%) 0.2621 0.0289 0.2332 0.1406 -0.0032 0.1413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95133 -103616 -53169 -247510 -237660 -179001
Profit Factor 1.5879 1.0956 2.63 1.3172 0.995 1.8708
Total Trades 130 65 65 130 65 65
Winning Trades 103 50 53 103 50 53
Losing Trades 27 15 12 27 15 12
Profitability (%) 79.2308 76.9231 81.5385 79.2308 76.9231 81.5385
Ratio Avg Win / Avg Loss 0.4162 0.3287 0.5955 0.3453 0.2985 0.4236
Largest Winning Trade 32813 27552 32813 35595 35025 35595
Largest Losing Trade -53169 -38410 -53169 -179001 -109166 -179001
Avg Bars in Trades 29 31 27 29 31 27
Avg Bars in Winners 15 10 20 15 10 20
Avg Bars in Losers 84 102 61 84 102 61
Bars Traded 3864 2046 1818 3864 2046 1818
Profit Streak 10.4352 90.9352 10.4352 10.4352 90.9352 10.4352
Trades During Streak 2 13 1 2 13 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 508209 -400893 -116567 -1063 -707288 -130331
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4136,
    "evaluation_days": 1034,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674583200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228001338,
    "expiration_time": 1761892128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "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": [
        [
            271037.8935205592,
            29927.6672608511,
            241110.2262597081,
            327386.4394740743,
            -3254.1227904786,
            330640.5622645529
        ],
        [
            271.037894,
            29.927667,
            241.110226,
            327.386439,
            -3.254123,
            330.640562
        ],
        [
            0.262126,
            0.028944,
            0.233182,
            0.140574,
            -0.003199,
            0.141309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95133,
            -103616,
            -53169,
            -247510,
            -237660,
            -179001
        ],
        [
            1.587909,
            1.095585,
            2.630007,
            1.317233,
            0.995011,
            1.8708
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            79.230769,
            76.923077,
            81.538462,
            79.230769,
            76.923077,
            81.538462
        ],
        [
            0.416248,
            0.328675,
            0.595473,
            0.345294,
            0.298503,
            0.423577
        ],
        [
            32813,
            27552,
            32813,
            35595,
            35025,
            35595
        ],
        [
            -53169,
            -38410,
            -53169,
            -179001,
            -109166,
            -179001
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            15,
            10,
            20,
            15,
            10,
            20
        ],
        [
            84,
            102,
            61,
            84,
            102,
            61
        ],
        [
            3864,
            2046,
            1818,
            3864,
            2046,
            1818
        ],
        [
            10.435201,
            90.935201,
            10.435201,
            10.435201,
            90.935201,
            10.435201
        ],
        [
            2,
            13,
            1,
            2,
            13,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            508209,
            -400893,
            -116567,
            -1063,
            -707288,
            -130331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4136,
    "evaluation_days": 1034,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674583200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228001338,
    "expiration_time": 1761892128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "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)