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Trade: FLOW/USDT/720/BBM/FWMA/5667

Strategy
FLOW/USDT/720/BBM/FWMA/5667
Pair
FLOW_USDT
Interval
12h
Score
327323
Daily Profit
0.155071
Profit Factor
2.576311
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1517.500000
Evaluation Time
2025-09-28 06:51
Expiration Time
2025-11-09 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268082.959 32762.764 235320.195 322965.9044 -140268.8184 463234.7228
Total P&L (%) 268.083 32.7628 235.3202 322.9659 -140.2688 463.2347
Avg Daily Profit (%) 0.1767 0.0216 0.1551 0.0951 0 0.114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89938 -65964 -33699 -546644 -410733 -171717
Profit Factor 1.7458 1.1559 2.5763 1.1812 0.8598 1.5919
Total Trades 76 38 38 76 38 38
Winning Trades 25 9 16 25 9 16
Losing Trades 51 29 22 51 29 22
Profitability (%) 32.8947 23.6842 42.1053 32.8947 23.6842 42.1053
Ratio Avg Win / Avg Loss 3.5615 3.7245 3.5424 2.4096 2.7704 2.1889
Largest Winning Trade 76027 76027 73609 246778 246778 207297
Largest Losing Trade -16479 -16479 -14460 -99882 -83373 -99882
Avg Bars in Trades 38 25 51 38 25 51
Avg Bars in Winners 93 67 108 93 67 108
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 2947 980 1966 2947 980 1966
Profit Streak 31.6611 33.1611 0 31.6611 33.1611 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49157 -249600 327323 -146072 -612782 -40923
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3035,
    "evaluation_days": 1517.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630540800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759031515611,
    "expiration_time": 1762648560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 3.74883
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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": [
        [
            268082.9590368113,
            32762.7640333408,
            235320.1950034707,
            322965.9044431751,
            -140268.8183596257,
            463234.7228028006
        ],
        [
            268.082959,
            32.762764,
            235.320195,
            322.965904,
            -140.268818,
            463.234723
        ],
        [
            0.176661,
            0.02159,
            0.155071,
            0.095078,
            0,
            0.113971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89938,
            -65964,
            -33699,
            -546644,
            -410733,
            -171717
        ],
        [
            1.745824,
            1.155894,
            2.576311,
            1.181153,
            0.859764,
            1.591922
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            25,
            9,
            16,
            25,
            9,
            16
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            32.894737,
            23.684211,
            42.105263,
            32.894737,
            23.684211,
            42.105263
        ],
        [
            3.561481,
            3.724548,
            3.542428,
            2.409553,
            2.770352,
            2.188892
        ],
        [
            76027,
            76027,
            73609,
            246778,
            246778,
            207297
        ],
        [
            -16479,
            -16479,
            -14460,
            -99882,
            -83373,
            -99882
        ],
        [
            38,
            25,
            51,
            38,
            25,
            51
        ],
        [
            93,
            67,
            108,
            93,
            67,
            108
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            2947,
            980,
            1966,
            2947,
            980,
            1966
        ],
        [
            31.66106,
            33.16106,
            0,
            31.66106,
            33.16106,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49157,
            -249600,
            327323,
            -146072,
            -612782,
            -40923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3035,
    "evaluation_days": 1517.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630540800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759031515611,
    "expiration_time": 1762648560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 3.74883
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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)