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Trade: HOOK/USDT/480/VWAP/DCM/4001

Strategy
HOOK/USDT/480/VWAP/DCM/4001
Pair
HOOK_USDT
Interval
8h
Score
726178
Daily Profit
0.186194
Profit Factor
5.692414
Profitability
93.181818
Streak
300.187136
Best Strategy
Training Data Length
1040.670000
Evaluation Time
2025-10-06 23:29
Expiration Time
2025-11-06 23:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211904.362 18138.1728 193766.1893 110214.7716 -32822.9676 143037.7392
Total P&L (%) 211.9044 18.1382 193.7662 110.2148 -32.823 143.0377
Avg Daily Profit (%) 0.2036 0.0174 0.1862 0.0714 -0.0382 0.0854
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69497 -79674 -23679 -80792 -123056 -21312
Profit Factor 1.8641 1.0889 5.6924 1.4333 0.8472 4.6158
Total Trades 88 44 44 88 44 44
Winning Trades 78 37 41 78 37 41
Losing Trades 10 7 3 10 7 3
Profitability (%) 88.6364 84.0909 93.1818 88.6364 84.0909 93.1818
Ratio Avg Win / Avg Loss 0.239 0.206 0.4165 0.1838 0.1603 0.3377
Largest Winning Trade 17113 17007 17113 27279 23647 27279
Largest Losing Trade -69497 -69497 -23679 -72108 -72108 -21312
Avg Bars in Trades 32 51 14 32 51 14
Avg Bars in Winners 14 16 11 14 16 11
Avg Bars in Losers 179 234 53 179 234 53
Bars Traded 2898 2261 637 2898 2261 637
Profit Streak 59.8538 59.8538 300.1871 59.8538 59.8538 300.1871
Trades During Streak 25 12 19 25 12 19
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 559367 -296012 726178 -91224 -574734 -67099
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3122,
    "evaluation_days": 1040.67,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1675699200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759782568534,
    "expiration_time": 1762463808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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": [
        [
            211904.3620463987,
            18138.1727536693,
            193766.1892927294,
            110214.7715708443,
            -32822.9676156723,
            143037.7391865167
        ],
        [
            211.904362,
            18.138173,
            193.766189,
            110.214772,
            -32.822968,
            143.037739
        ],
        [
            0.203623,
            0.017429,
            0.186194,
            0.071418,
            -0.038222,
            0.085371
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69497,
            -79674,
            -23679,
            -80792,
            -123056,
            -21312
        ],
        [
            1.864117,
            1.088942,
            5.692414,
            1.433347,
            0.847174,
            4.615754
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            10,
            7,
            3,
            10,
            7,
            3
        ],
        [
            88.636364,
            84.090909,
            93.181818,
            88.636364,
            84.090909,
            93.181818
        ],
        [
            0.238989,
            0.206016,
            0.416518,
            0.183762,
            0.160276,
            0.337738
        ],
        [
            17113,
            17007,
            17113,
            27279,
            23647,
            27279
        ],
        [
            -69497,
            -69497,
            -23679,
            -72108,
            -72108,
            -21312
        ],
        [
            32,
            51,
            14,
            32,
            51,
            14
        ],
        [
            14,
            16,
            11,
            14,
            16,
            11
        ],
        [
            179,
            234,
            53,
            179,
            234,
            53
        ],
        [
            2898,
            2261,
            637,
            2898,
            2261,
            637
        ],
        [
            59.853802,
            59.853802,
            300.187136,
            59.853802,
            59.853802,
            300.187136
        ],
        [
            25,
            12,
            19,
            25,
            12,
            19
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            559367,
            -296012,
            726178,
            -91224,
            -574734,
            -67099
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3122,
    "evaluation_days": 1040.67,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1675699200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759782568534,
    "expiration_time": 1762463808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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)