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Trade: FLOW/USDT/120/WMA/HILO/3428

Strategy
FLOW/USDT/120/WMA/HILO/3428
Pair
FLOW_USDT
Interval
2h
Score
335228
Daily Profit
0.150725
Profit Factor
1.444909
Profitability
54.418605
Streak
0.000000
Best Strategy
Training Data Length
1527.920000
Evaluation Time
2025-10-05 16:52
Expiration Time
2025-11-29 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 214959.6381 -15335.9978 230295.636 86908.9247 -213662.232 300571.1567
Total P&L (%) 214.9596 -15.336 230.2956 86.9089 -213.6622 300.5712
Avg Daily Profit (%) 0.1407 -0.01 0.1507 0.0409 0 0.0909
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118380 -85547 -83493 -564018 -425250 -331925
Profit Factor 1.2089 0.97 1.4449 1.0225 0.8871 1.1529
Total Trades 430 215 215 430 215 215
Winning Trades 195 78 117 195 78 117
Losing Trades 235 137 98 235 137 98
Profitability (%) 45.3488 36.2791 54.4186 45.3488 36.2791 54.4186
Ratio Avg Win / Avg Loss 1.4568 1.7038 1.2103 1.2323 1.558 0.9657
Largest Winning Trade 65328 65328 40845 237320 237320 141023
Largest Losing Trade -27355 -22257 -27355 -139221 -109500 -139221
Avg Bars in Trades 42 32 51 42 32 51
Avg Bars in Winners 58 49 65 58 49 65
Avg Bars in Losers 28 23 35 28 23 35
Bars Traded 18154 7060 11093 18154 7060 11093
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 -5256 -582766 335228 -333518 -582766 -124485
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18335,
    "evaluation_days": 1527.92,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1628589600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759672337349,
    "expiration_time": 1764418032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            214959.6381229697,
            -15335.9978360235,
            230295.6359589933,
            86908.9246761739,
            -213662.2319853588,
            300571.1566615328
        ],
        [
            214.959638,
            -15.335998,
            230.295636,
            86.908925,
            -213.662232,
            300.571157
        ],
        [
            0.140688,
            -0.010037,
            0.150725,
            0.040943,
            0,
            0.090865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118380,
            -85547,
            -83493,
            -564018,
            -425250,
            -331925
        ],
        [
            1.208869,
            0.97002,
            1.444909,
            1.022532,
            0.88705,
            1.152926
        ],
        [
            430,
            215,
            215,
            430,
            215,
            215
        ],
        [
            195,
            78,
            117,
            195,
            78,
            117
        ],
        [
            235,
            137,
            98,
            235,
            137,
            98
        ],
        [
            45.348837,
            36.27907,
            54.418605,
            45.348837,
            36.27907,
            54.418605
        ],
        [
            1.456842,
            1.703753,
            1.210266,
            1.232282,
            1.558023,
            0.965699
        ],
        [
            65328,
            65328,
            40845,
            237320,
            237320,
            141023
        ],
        [
            -27355,
            -22257,
            -27355,
            -139221,
            -109500,
            -139221
        ],
        [
            42,
            32,
            51,
            42,
            32,
            51
        ],
        [
            58,
            49,
            65,
            58,
            49,
            65
        ],
        [
            28,
            23,
            35,
            28,
            23,
            35
        ],
        [
            18154,
            7060,
            11093,
            18154,
            7060,
            11093
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5256,
            -582766,
            335228,
            -333518,
            -582766,
            -124485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18335,
    "evaluation_days": 1527.92,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1628589600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759672337349,
    "expiration_time": 1764418032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)