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Trade: FLOW/USDT/720/HMA/VWAP/2950

Strategy
FLOW/USDT/720/HMA/VWAP/2950
Pair
FLOW_USDT
Interval
12h
Score
302964
Daily Profit
0.151881
Profit Factor
1.533643
Profitability
44.696970
Streak
16.870232
Best Strategy
Training Data Length
1528.000000
Evaluation Time
2025-10-05 11:53
Expiration Time
2025-11-19 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219704.921 -12369.016 232073.937 98741.5667 -109404.7249 208146.2916
Total P&L (%) 219.7049 -12.369 232.0739 98.7416 -109.4047 208.1463
Avg Daily Profit (%) 0.1438 -0.0081 0.1519 0.045 0 0.0737
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63140 -97705 -64951 -164008 -188719 -168061
Profit Factor 1.2404 0.9742 1.5336 1.0508 0.8888 1.2165
Total Trades 264 132 132 264 132 132
Winning Trades 103 44 59 103 44 59
Losing Trades 161 88 73 161 88 73
Profitability (%) 39.0152 33.3333 44.697 39.0152 33.3333 44.697
Ratio Avg Win / Avg Loss 1.9389 1.9484 1.8976 1.6425 1.7776 1.5052
Largest Winning Trade 46632 46632 40014 75689 69271 75689
Largest Losing Trade -38905 -21664 -38905 -69976 -51001 -69976
Avg Bars in Trades 11 11 10 11 11 10
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 2983 1557 1426 2983 1557 1426
Profit Streak 16.3702 0 16.8702 16.3702 0 16.8702
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2298 -584407 302964 -298472 -584407 -95299
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3056,
    "evaluation_days": 1528,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654388082,
    "expiration_time": 1763582976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            219704.9209525666,
            -12369.0160209057,
            232073.9369734719,
            98741.5667143358,
            -109404.7248975919,
            208146.2916119276
        ],
        [
            219.704921,
            -12.369016,
            232.073937,
            98.741567,
            -109.404725,
            208.146292
        ],
        [
            0.143786,
            -0.008095,
            0.151881,
            0.04496,
            0,
            0.073679
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63140,
            -97705,
            -64951,
            -164008,
            -188719,
            -168061
        ],
        [
            1.240397,
            0.97418,
            1.533643,
            1.050765,
            0.888787,
            1.21652
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            103,
            44,
            59,
            103,
            44,
            59
        ],
        [
            161,
            88,
            73,
            161,
            88,
            73
        ],
        [
            39.015152,
            33.333333,
            44.69697,
            39.015152,
            33.333333,
            44.69697
        ],
        [
            1.938872,
            1.948359,
            1.897558,
            1.642458,
            1.777573,
            1.505186
        ],
        [
            46632,
            46632,
            40014,
            75689,
            69271,
            75689
        ],
        [
            -38905,
            -21664,
            -38905,
            -69976,
            -51001,
            -69976
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            2983,
            1557,
            1426,
            2983,
            1557,
            1426
        ],
        [
            16.370232,
            0,
            16.870232,
            16.370232,
            0,
            16.870232
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2298,
            -584407,
            302964,
            -298472,
            -584407,
            -95299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3056,
    "evaluation_days": 1528,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654388082,
    "expiration_time": 1763582976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)