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Trade: HOOK/USDT/240/VWAP/ZLMA/7977

Strategy
HOOK/USDT/240/VWAP/ZLMA/7977
Pair
HOOK_USDT
Interval
4h
Score
502348
Daily Profit
0.215387
Profit Factor
1.823790
Profitability
78.181818
Streak
29.603600
Best Strategy
Training Data Length
1043.170000
Evaluation Time
2025-10-09 17:29
Expiration Time
2025-11-09 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247284.8498 22599.1975 224685.6523 156859.8886 -197275.0776 354134.9662
Total P&L (%) 247.2849 22.5992 224.6857 156.8599 -197.2751 354.135
Avg Daily Profit (%) 0.2371 0.0217 0.2154 0.0905 0 0.1452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119485 -137487 -73743 -586587 -545062 -404663
Profit Factor 1.3587 1.0543 1.8238 1.07 0.8555 1.4049
Total Trades 220 110 110 220 110 110
Winning Trades 157 71 86 157 71 86
Losing Trades 63 39 24 63 39 24
Profitability (%) 71.3636 64.5455 78.1818 71.3636 64.5455 78.1818
Ratio Avg Win / Avg Loss 0.5452 0.5791 0.509 0.4294 0.4699 0.3921
Largest Winning Trade 31396 31396 18323 90047 90047 82138
Largest Losing Trade -59959 -37411 -59959 -310021 -238031 -310021
Avg Bars in Trades 26 25 28 26 25 28
Avg Bars in Winners 15 10 19 15 10 19
Avg Bars in Losers 54 51 60 54 51 60
Bars Traded 5896 2779 3117 5896 2779 3117
Profit Streak 7.6036 7.6036 29.6036 7.6036 7.6036 29.6036
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452571 -328554 502348 -211468 -577736 191688
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6259,
    "evaluation_days": 1043.17,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1672099200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760020151011,
    "expiration_time": 1762715088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "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": [
        [
            247284.8497870417,
            22599.1975092381,
            224685.6522778035,
            156859.8886091572,
            -197275.0776035324,
            354134.9662126893
        ],
        [
            247.28485,
            22.599198,
            224.685652,
            156.859889,
            -197.275078,
            354.134966
        ],
        [
            0.237051,
            0.021664,
            0.215387,
            0.090473,
            0,
            0.145165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119485,
            -137487,
            -73743,
            -586587,
            -545062,
            -404663
        ],
        [
            1.358735,
            1.05425,
            1.82379,
            1.07004,
            0.855482,
            1.404943
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            157,
            71,
            86,
            157,
            71,
            86
        ],
        [
            63,
            39,
            24,
            63,
            39,
            24
        ],
        [
            71.363636,
            64.545455,
            78.181818,
            71.363636,
            64.545455,
            78.181818
        ],
        [
            0.545225,
            0.579095,
            0.508965,
            0.429379,
            0.469912,
            0.392077
        ],
        [
            31396,
            31396,
            18323,
            90047,
            90047,
            82138
        ],
        [
            -59959,
            -37411,
            -59959,
            -310021,
            -238031,
            -310021
        ],
        [
            26,
            25,
            28,
            26,
            25,
            28
        ],
        [
            15,
            10,
            19,
            15,
            10,
            19
        ],
        [
            54,
            51,
            60,
            54,
            51,
            60
        ],
        [
            5896,
            2779,
            3117,
            5896,
            2779,
            3117
        ],
        [
            7.6036,
            7.6036,
            29.6036,
            7.6036,
            7.6036,
            29.6036
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452571,
            -328554,
            502348,
            -211468,
            -577736,
            191688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6259,
    "evaluation_days": 1043.17,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1672099200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760020151011,
    "expiration_time": 1762715088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "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)