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Trade: FLOW/USDT/240/DCM/VWMA/5617

Strategy
FLOW/USDT/240/DCM/VWMA/5617
Pair
FLOW_USDT
Interval
4h
Score
498567
Daily Profit
0.166182
Profit Factor
3.033617
Profitability
51.724138
Streak
43.907165
Best Strategy
Training Data Length
1534.330000
Evaluation Time
2025-10-11 20:46
Expiration Time
2025-11-26 18:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235378.8368 -19599.003 254977.8398 229092.655 -149012.7063 378105.3613
Total P&L (%) 235.3788 -19.599 254.9778 229.0927 -149.0127 378.1054
Avg Daily Profit (%) 0.1534 -0.0128 0.1662 0.0777 0 0.102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82294 -73810 -36414 -337118 -327067 -122906
Profit Factor 1.7158 0.9037 3.0336 1.2157 0.7681 1.9015
Total Trades 58 29 29 58 29 29
Winning Trades 25 10 15 25 10 15
Losing Trades 33 19 14 33 19 14
Profitability (%) 43.1034 34.4828 51.7241 43.1034 34.4828 51.7241
Ratio Avg Win / Avg Loss 2.2649 1.717 2.8314 1.6047 1.4595 1.7748
Largest Winning Trade 69037 66896 69037 166239 166239 146089
Largest Losing Trade -24218 -24218 -22510 -104880 -104880 -88479
Avg Bars in Trades 154 94 215 154 94 215
Avg Bars in Winners 269 159 343 269 159 343
Avg Bars in Losers 67 59 77 67 59 77
Bars Traded 8970 2729 6241 8970 2729 6241
Profit Streak 22.2405 0 43.9072 22.2405 0 43.9072
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171158 -584089 498567 -270206 -585200 -52435
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9206,
    "evaluation_days": 1534.33,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630944000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760204779069,
    "expiration_time": 1764175392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "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": [
        [
            235378.8368158657,
            -19599.0030078175,
            254977.8398236831,
            229092.6550428705,
            -149012.7063031339,
            378105.3613460044
        ],
        [
            235.378837,
            -19.599003,
            254.97784,
            229.092655,
            -149.012706,
            378.105361
        ],
        [
            0.153408,
            -0.012774,
            0.166182,
            0.077665,
            0,
            0.102029
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82294,
            -73810,
            -36414,
            -337118,
            -327067,
            -122906
        ],
        [
            1.715817,
            0.903664,
            3.033617,
            1.215699,
            0.768141,
            1.901526
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            43.103448,
            34.482759,
            51.724138,
            43.103448,
            34.482759,
            51.724138
        ],
        [
            2.264879,
            1.716961,
            2.831376,
            1.604723,
            1.459468,
            1.774758
        ],
        [
            69037,
            66896,
            69037,
            166239,
            166239,
            146089
        ],
        [
            -24218,
            -24218,
            -22510,
            -104880,
            -104880,
            -88479
        ],
        [
            154,
            94,
            215,
            154,
            94,
            215
        ],
        [
            269,
            159,
            343,
            269,
            159,
            343
        ],
        [
            67,
            59,
            77,
            67,
            59,
            77
        ],
        [
            8970,
            2729,
            6241,
            8970,
            2729,
            6241
        ],
        [
            22.240498,
            0,
            43.907165,
            22.240498,
            0,
            43.907165
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171158,
            -584089,
            498567,
            -270206,
            -585200,
            -52435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9206,
    "evaluation_days": 1534.33,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630944000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760204779069,
    "expiration_time": 1764175392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "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)