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Trade: FLOW/USDT/720/VWAP/KCL/2842

Strategy
FLOW/USDT/720/VWAP/KCL/2842
Pair
FLOW_USDT
Interval
12h
Score
678617
Daily Profit
0.183250
Profit Factor
4.596058
Profitability
94.117647
Streak
482.043067
Best Strategy
Training Data Length
1531.500000
Evaluation Time
2025-10-09 04:02
Expiration Time
2025-11-23 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261943.2363 -18704.6472 280647.8836 342259.1911 -325826.8507 668086.0419
Total P&L (%) 261.9432 -18.7046 280.6479 342.2592 -325.8269 668.086
Avg Daily Profit (%) 0.171 -0.0122 0.1833 0.0971 0 0.1332
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103939 -79777 -77843 -833282 -449994 -770122
Profit Factor 2.3261 0.8435 4.5961 1.2376 0.5127 1.8657
Total Trades 69 35 34 69 35 34
Winning Trades 53 21 32 53 21 32
Losing Trades 16 14 2 16 14 2
Profitability (%) 76.8116 60 94.1176 76.8116 60 94.1176
Ratio Avg Win / Avg Loss 0.7022 0.5623 0.2873 0.3736 0.3418 0.1166
Largest Winning Trade 32392 14116 32392 114814 63882 114814
Largest Losing Trade -77843 -24406 -77843 -770122 -200906 -770122
Avg Bars in Trades 38 11 66 38 11 66
Avg Bars in Winners 29 4 46 29 4 46
Avg Bars in Losers 69 23 394 69 23 394
Bars Traded 2686 417 2269 2686 417 2269
Profit Streak 453.0431 453.0431 482.0431 453.0431 453.0431 482.0431
Trades During Streak 12 6 7 12 6 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92009 -577821 678617 -166306 -577821 -7362
Evaluation Data
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3063,
    "evaluation_days": 1531.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1631707200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971721033,
    "expiration_time": 1763894448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            261943.2363418413,
            -18704.6472435682,
            280647.8835854094,
            342259.191129351,
            -325826.850739758,
            668086.0418691094
        ],
        [
            261.943236,
            -18.704647,
            280.647884,
            342.259191,
            -325.826851,
            668.086042
        ],
        [
            0.171037,
            -0.012213,
            0.18325,
            0.097124,
            0,
            0.133209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103939,
            -79777,
            -77843,
            -833282,
            -449994,
            -770122
        ],
        [
            2.32605,
            0.843467,
            4.596058,
            1.237617,
            0.512736,
            1.865738
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            53,
            21,
            32,
            53,
            21,
            32
        ],
        [
            16,
            14,
            2,
            16,
            14,
            2
        ],
        [
            76.811594,
            60,
            94.117647,
            76.811594,
            60,
            94.117647
        ],
        [
            0.702204,
            0.562311,
            0.287254,
            0.37362,
            0.341824,
            0.116609
        ],
        [
            32392,
            14116,
            32392,
            114814,
            63882,
            114814
        ],
        [
            -77843,
            -24406,
            -77843,
            -770122,
            -200906,
            -770122
        ],
        [
            38,
            11,
            66,
            38,
            11,
            66
        ],
        [
            29,
            4,
            46,
            29,
            4,
            46
        ],
        [
            69,
            23,
            394,
            69,
            23,
            394
        ],
        [
            2686,
            417,
            2269,
            2686,
            417,
            2269
        ],
        [
            453.043067,
            453.043067,
            482.043067,
            453.043067,
            453.043068,
            482.043067
        ],
        [
            12,
            6,
            7,
            12,
            6,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92009,
            -577821,
            678617,
            -166306,
            -577821,
            -7362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FLOW_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3063,
    "evaluation_days": 1531.5,
    "actual_first_datapoint_time": 1627646400000,
    "first_datapoint_time": 1631707200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971721033,
    "expiration_time": 1763894448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)