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Trade: FLOW/USDT/720/T3/VWAP/7455

Strategy
FLOW/USDT/720/T3/VWAP/7455
Pair
FLOW_USDT
Interval
12h
Score
352461
Daily Profit
0.182705
Profit Factor
1.462587
Profitability
54.421769
Streak
0.000000
Best Strategy
Training Data Length
1522.000000
Evaluation Time
2025-09-29 13:07
Expiration Time
2025-11-13 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278077.593 20368.6347 257708.9583 264797.4281 -68302.7802 333100.2083
Total P&L (%) 278.0776 20.3686 257.709 264.7974 -68.3028 333.1002
Avg Daily Profit (%) 0.1827 0.0134 0.1693 0.0851 -0.0755 0.0964
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74596 -103559 -44914 -319935 -258501 -128494
Profit Factor 1.4626 1.0557 2.096 1.1656 0.9257 1.4899
Total Trades 147 74 73 147 74 73
Winning Trades 80 34 46 80 34 46
Losing Trades 67 40 27 67 40 27
Profitability (%) 54.4218 45.9459 63.0137 54.4218 45.9459 63.0137
Ratio Avg Win / Avg Loss 1.2249 1.2419 1.2302 0.9762 1.089 0.8745
Largest Winning Trade 59328 47331 59328 126423 126423 126134
Largest Losing Trade -37799 -33712 -37799 -96893 -96893 -90022
Avg Bars in Trades 20 16 24 20 16 24
Avg Bars in Winners 24 16 30 24 16 30
Avg Bars in Losers 14 15 13 14 15 13
Bars Traded 2984 1209 1775 2984 1209 1775
Profit Streak 0 0 38.9221 0 0 38.9221
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352461 -406671 -58052 -118174 -644868 -133042
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3044,
    "evaluation_days": 1522,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629676800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140470033,
    "expiration_time": 1763049024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.63383
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 9
        }
    }
}
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": [
        [
            278077.5930051767,
            20368.6347380691,
            257708.9582671075,
            264797.4280854297,
            -68302.7801662375,
            333100.2082516672
        ],
        [
            278.077593,
            20.368635,
            257.708958,
            264.797428,
            -68.30278,
            333.100208
        ],
        [
            0.182705,
            0.013383,
            0.169323,
            0.085067,
            -0.07546,
            0.096354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74596,
            -103559,
            -44914,
            -319935,
            -258501,
            -128494
        ],
        [
            1.462587,
            1.055653,
            2.095978,
            1.165603,
            0.925685,
            1.489927
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            80,
            34,
            46,
            80,
            34,
            46
        ],
        [
            67,
            40,
            27,
            67,
            40,
            27
        ],
        [
            54.421769,
            45.945946,
            63.013699,
            54.421769,
            45.945946,
            63.013699
        ],
        [
            1.224917,
            1.241944,
            1.230248,
            0.976192,
            1.089041,
            0.874523
        ],
        [
            59328,
            47331,
            59328,
            126423,
            126423,
            126134
        ],
        [
            -37799,
            -33712,
            -37799,
            -96893,
            -96893,
            -90022
        ],
        [
            20,
            16,
            24,
            20,
            16,
            24
        ],
        [
            24,
            16,
            30,
            24,
            16,
            30
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            2984,
            1209,
            1775,
            2984,
            1209,
            1775
        ],
        [
            0,
            0,
            38.922107,
            0,
            0,
            38.922107
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352461,
            -406671,
            -58052,
            -118174,
            -644868,
            -133042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3044,
    "evaluation_days": 1522,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1629676800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140470033,
    "expiration_time": 1763049024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.63383
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 9
        }
    }
}

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)