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Trade: HOOK/USDT/360/VWMA/VWAP/3241

Strategy
HOOK/USDT/360/VWMA/VWAP/3241
Pair
HOOK_USDT
Interval
6h
Score
399804
Daily Profit
0.218486
Profit Factor
1.545268
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1033.250000
Evaluation Time
2025-09-29 16:27
Expiration Time
2025-10-30 13:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 225750.9733 11798.0107 213952.9626 188074.1256 -111269.0408 299343.1664
Total P&L (%) 225.751 11.798 213.953 188.0741 -111.269 299.3432
Avg Daily Profit (%) 0.2185 0.0114 0.2071 0.1025 0 0.1341
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74326 -95056 -32669 -181846 -250484 -57344
Profit Factor 1.5453 1.0434 2.5037 1.2309 0.8022 2.1875
Total Trades 134 67 67 134 67 67
Winning Trades 67 31 36 67 31 36
Losing Trades 67 36 31 67 36 31
Profitability (%) 50 46.2687 53.7313 50 46.2687 53.7313
Ratio Avg Win / Avg Loss 1.5453 1.2117 2.156 1.2309 0.9316 1.8837
Largest Winning Trade 52070 52070 45317 87464 87464 69812
Largest Losing Trade -60410 -60410 -20105 -128933 -128933 -36558
Avg Bars in Trades 29 31 26 29 31 26
Avg Bars in Winners 29 25 33 29 25 33
Avg Bars in Losers 28 36 19 28 36 19
Bars Traded 3906 2105 1801 3906 2105 1801
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399804 -578599 -103465 -55909 -699187 -125764
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4133,
    "evaluation_days": 1033.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674302400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152448533,
    "expiration_time": 1761825384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 182
        }
    }
}
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": [
        [
            225750.9732810425,
            11798.0106510296,
            213952.9626300129,
            188074.1256221563,
            -111269.0407642604,
            299343.1663864167
        ],
        [
            225.750973,
            11.798011,
            213.952963,
            188.074126,
            -111.269041,
            299.343166
        ],
        [
            0.218486,
            0.011418,
            0.207068,
            0.102452,
            0,
            0.134099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74326,
            -95056,
            -32669,
            -181846,
            -250484,
            -57344
        ],
        [
            1.545268,
            1.043417,
            2.503713,
            1.230895,
            0.80218,
            2.187543
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            50,
            46.268657,
            53.731343,
            50,
            46.268657,
            53.731343
        ],
        [
            1.545268,
            1.21171,
            2.155975,
            1.230895,
            0.931564,
            1.883717
        ],
        [
            52070,
            52070,
            45317,
            87464,
            87464,
            69812
        ],
        [
            -60410,
            -60410,
            -20105,
            -128933,
            -128933,
            -36558
        ],
        [
            29,
            31,
            26,
            29,
            31,
            26
        ],
        [
            29,
            25,
            33,
            29,
            25,
            33
        ],
        [
            28,
            36,
            19,
            28,
            36,
            19
        ],
        [
            3906,
            2105,
            1801,
            3906,
            2105,
            1801
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399804,
            -578599,
            -103465,
            -55909,
            -699187,
            -125764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4133,
    "evaluation_days": 1033.25,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1674302400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759152448533,
    "expiration_time": 1761825384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 182
        }
    }
}

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)