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Trade: HOOK/USDT/60/VWMA/SSF/2588

Strategy
HOOK/USDT/60/VWMA/SSF/2588
Pair
HOOK_USDT
Interval
1h
Score
307090
Daily Profit
0.158786
Profit Factor
1.475181
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1028.040000
Evaluation Time
2025-09-26 20:33
Expiration Time
2025-12-07 17:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166141.7612 2903.1313 163238.6299 38116.7637 9017.8564 29098.9072
Total P&L (%) 166.1418 2.9031 163.2386 38.1168 9.0179 29.0989
Avg Daily Profit (%) 0.1616 0.0028 0.1588 0.0314 0.0084 0.0248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119456 -103745 -68970 -154339 -126858 -105441
Profit Factor 1.2219 1.0072 1.4752 1.0523 1.025 1.0792
Total Trades 192 96 96 192 96 96
Winning Trades 94 43 51 94 43 51
Losing Trades 98 53 45 98 53 45
Profitability (%) 48.9583 44.7917 53.125 48.9583 44.7917 53.125
Ratio Avg Win / Avg Loss 1.2739 1.2414 1.3016 1.0971 1.2634 0.9522
Largest Winning Trade 42633 30211 42633 42633 41910 42633
Largest Losing Trade -30703 -30703 -29979 -59395 -48504 -59395
Avg Bars in Trades 126 96 156 126 96 156
Avg Bars in Winners 134 103 161 134 103 161
Avg Bars in Losers 118 91 151 118 91 151
Bars Traded 24307 9276 15031 24307 9276 15031
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 269983 -569790 307090 -315678 -542750 -297877

Evaluation Data

{
    "trading_pair": "HOOK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24673,
    "evaluation_days": 1028.04,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1670630400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758908010281,
    "expiration_time": 1765121241600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            166141.7611872744,
            2903.1312556383,
            163238.629931636,
            38116.7636888459,
            9017.8564413249,
            29098.907247521
        ],
        [
            166.141761,
            2.903131,
            163.23863,
            38.116764,
            9.017856,
            29.098907
        ],
        [
            0.16161,
            0.002824,
            0.158786,
            0.031417,
            0.008399,
            0.024847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119456,
            -103745,
            -68970,
            -154339,
            -126858,
            -105441
        ],
        [
            1.221864,
            1.007163,
            1.475181,
            1.052323,
            1.024987,
            1.079161
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            48.958333,
            44.791667,
            53.125,
            48.958333,
            44.791667,
            53.125
        ],
        [
            1.273858,
            1.241387,
            1.30163,
            1.097103,
            1.263356,
            0.952201
        ],
        [
            42633,
            30211,
            42633,
            42633,
            41910,
            42633
        ],
        [
            -30703,
            -30703,
            -29979,
            -59395,
            -48504,
            -59395
        ],
        [
            126,
            96,
            156,
            126,
            96,
            156
        ],
        [
            134,
            103,
            161,
            134,
            103,
            161
        ],
        [
            118,
            91,
            151,
            118,
            91,
            151
        ],
        [
            24307,
            9276,
            15031,
            24307,
            9276,
            15031
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            269983,
            -569790,
            307090,
            -315678,
            -542750,
            -297877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24673,
    "evaluation_days": 1028.04,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1670630400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758908010281,
    "expiration_time": 1765121241600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 3
        }
    }
}

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)