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Trade: FLOW/USDT/720/DCM/HILO/2013

Strategy
FLOW/USDT/720/DCM/HILO/2013
Pair
FLOW_USDT
Interval
12h
Score
359566
Daily Profit
0.161071
Profit Factor
1.404522
Profitability
52.136752
Streak
9.308154
Best Strategy
Training Data Length
1523.500000
Evaluation Time
2025-09-30 22:23
Expiration Time
2025-11-15 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245392.1332 7940.2454 237451.8878 101254.3636 -34939.1955 136193.5591
Total P&L (%) 245.3921 7.9402 237.4519 101.2544 -34.9392 136.1936
Avg Daily Profit (%) 0.1611 0.0052 0.1559 0.0459 -0.0282 0.0564
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118327 -92233 -78129 -175305 -156703 -112265
Profit Factor 1.4045 1.0253 1.8106 1.1306 0.9131 1.3653
Total Trades 117 59 58 117 59 58
Winning Trades 61 25 36 61 25 36
Losing Trades 56 34 22 56 34 22
Profitability (%) 52.1368 42.3729 62.069 52.1368 42.3729 62.069
Ratio Avg Win / Avg Loss 1.2894 1.3944 1.1065 1.038 1.2419 0.8344
Largest Winning Trade 66750 66750 49108 93023 93023 48583
Largest Losing Trade -49458 -32672 -49458 -92501 -43409 -92501
Avg Bars in Trades 25 12 38 25 12 38
Avg Bars in Winners 29 9 43 29 9 43
Avg Bars in Losers 20 14 28 20 14 28
Bars Traded 2954 745 2209 2954 745 2209
Profit Streak 9.3082 9.3082 41.3082 9.3082 9.3082 41.3082
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359566 -723020 -167419 -206431 -757813 -295735
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3047,
    "evaluation_days": 1523.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630152000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759260224481,
    "expiration_time": 1763182512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "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": [
        [
            245392.1332128675,
            7940.2453833958,
            237451.8878294718,
            101254.3636033738,
            -34939.1955315618,
            136193.5591349355
        ],
        [
            245.392133,
            7.940245,
            237.451888,
            101.254364,
            -34.939196,
            136.193559
        ],
        [
            0.161071,
            0.005212,
            0.155859,
            0.045918,
            -0.028211,
            0.056431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118327,
            -92233,
            -78129,
            -175305,
            -156703,
            -112265
        ],
        [
            1.404522,
            1.025312,
            1.81062,
            1.130637,
            0.913148,
            1.365327
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            61,
            25,
            36,
            61,
            25,
            36
        ],
        [
            56,
            34,
            22,
            56,
            34,
            22
        ],
        [
            52.136752,
            42.372881,
            62.068966,
            52.136752,
            42.372881,
            62.068966
        ],
        [
            1.289398,
            1.394424,
            1.10649,
            1.037961,
            1.241881,
            0.834366
        ],
        [
            66750,
            66750,
            49108,
            93023,
            93023,
            48583
        ],
        [
            -49458,
            -32672,
            -49458,
            -92501,
            -43409,
            -92501
        ],
        [
            25,
            12,
            38,
            25,
            12,
            38
        ],
        [
            29,
            9,
            43,
            29,
            9,
            43
        ],
        [
            20,
            14,
            28,
            20,
            14,
            28
        ],
        [
            2954,
            745,
            2209,
            2954,
            745,
            2209
        ],
        [
            9.308154,
            9.308154,
            41.308154,
            9.308154,
            9.308154,
            41.308154
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359566,
            -723020,
            -167419,
            -206431,
            -757813,
            -295735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3047,
    "evaluation_days": 1523.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1630152000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759260224481,
    "expiration_time": 1763182512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "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)