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Trade: HOOK/USDT/360/FWMA/MIDPRICE/6216

Strategy
HOOK/USDT/360/FWMA/MIDPRICE/6216
Pair
HOOK_USDT
Interval
6h
Score
665603
Daily Profit
0.159094
Profit Factor
4.447586
Profitability
89.189189
Streak
41.840524
Best Strategy
Training Data Length
1046.750000
Evaluation Time
2025-10-13 05:10
Expiration Time
2025-11-13 11:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114820.1389 -51711.3519 166531.4908 -34487.2383 -138048.6065 103561.3682
Total P&L (%) 114.8201 -51.7114 166.5315 -34.4872 -138.0486 103.5614
Avg Daily Profit (%) 0.1097 -0.0494 0.1591 -0.0404 0 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88111 -111378 -24596 -128273 -153624 -22499
Profit Factor 1.3811 0.7956 4.4476 0.8907 0.4956 3.4753
Total Trades 74 37 37 74 37 37
Winning Trades 61 28 33 61 28 33
Losing Trades 13 9 4 13 9 4
Profitability (%) 82.4324 75.6757 89.1892 82.4324 75.6757 89.1892
Ratio Avg Win / Avg Loss 0.2943 0.2557 0.5391 0.1898 0.1593 0.4212
Largest Winning Trade 18934 18934 14571 17578 17578 11996
Largest Losing Trade -72458 -72458 -24596 -83713 -83713 -22499
Avg Bars in Trades 52 80 24 52 80 24
Avg Bars in Winners 19 21 17 19 21 17
Avg Bars in Losers 209 265 84 209 265 84
Bars Traded 3890 2990 900 3890 2990 900
Profit Streak 2.3405 0 41.8405 2.3405 0 41.8405
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113774 -577444 665603 -646915 -577444 -91760
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4187,
    "evaluation_days": 1046.75,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1675231200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321421290,
    "expiration_time": 1763026776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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": [
        [
            114820.1388909165,
            -51711.351879168,
            166531.4907700845,
            -34487.2382584006,
            -138048.6065025491,
            103561.3682441485
        ],
        [
            114.820139,
            -51.711352,
            166.531491,
            -34.487238,
            -138.048607,
            103.561368
        ],
        [
            0.109692,
            -0.049402,
            0.159094,
            -0.040395,
            0,
            0.067928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88111,
            -111378,
            -24596,
            -128273,
            -153624,
            -22499
        ],
        [
            1.381128,
            0.795575,
            4.447586,
            0.890696,
            0.495583,
            3.475301
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            13,
            9,
            4,
            13,
            9,
            4
        ],
        [
            82.432432,
            75.675676,
            89.189189,
            82.432432,
            75.675676,
            89.189189
        ],
        [
            0.294339,
            0.255721,
            0.539101,
            0.189821,
            0.159295,
            0.421249
        ],
        [
            18934,
            18934,
            14571,
            17578,
            17578,
            11996
        ],
        [
            -72458,
            -72458,
            -24596,
            -83713,
            -83713,
            -22499
        ],
        [
            52,
            80,
            24,
            52,
            80,
            24
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            209,
            265,
            84,
            209,
            265,
            84
        ],
        [
            3890,
            2990,
            900,
            3890,
            2990,
            900
        ],
        [
            2.340524,
            0,
            41.840524,
            2.340524,
            0,
            41.840524
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113774,
            -577444,
            665603,
            -646915,
            -577444,
            -91760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4187,
    "evaluation_days": 1046.75,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1675231200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321421290,
    "expiration_time": 1763026776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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)