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Trade: HOOK/USDT/120/VWMA/SMA/5696

Strategy
HOOK/USDT/120/VWMA/SMA/5696
Pair
HOOK_USDT
Interval
2h
Score
545105
Daily Profit
0.282855
Profit Factor
2.545708
Profitability
69.047619
Streak
74.037335
Best Strategy
Training Data Length
1037.920000
Evaluation Time
2025-10-04 13:53
Expiration Time
2025-11-10 20:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397528.3906 103947.0515 293581.3391 1335513.7533 616536.0248 718977.7285
Total P&L (%) 397.5284 103.9471 293.5813 1335.5138 616.536 718.9777
Avg Daily Profit (%) 0.383 0.1001 0.2829 0.257 0.1899 0.2028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80816 -51510 -70429 -715096 -293341 -622356
Profit Factor 2.1216 1.632 2.5457 1.6215 1.7006 1.5666
Total Trades 85 43 42 85 43 42
Winning Trades 51 22 29 51 22 29
Losing Trades 34 21 13 34 21 13
Profitability (%) 60 51.1628 69.0476 60 51.1628 69.0476
Ratio Avg Win / Avg Loss 1.4144 1.5578 1.1412 1.081 1.6233 0.7023
Largest Winning Trade 57737 57737 41914 344460 326353 344460
Largest Losing Trade -47481 -22063 -47481 -469393 -268731 -469393
Avg Bars in Trades 131 50 213 131 50 213
Avg Bars in Winners 123 53 176 123 53 176
Avg Bars in Losers 143 47 298 143 47 298
Bars Traded 11171 2190 8981 11171 2190 8981
Profit Streak 69.454 69.454 74.0373 69.454 69.454 74.0373
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 535641 -55424 545105 477124 429618 402423
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12455,
    "evaluation_days": 1037.92,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1671328800000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759575225762,
    "expiration_time": 1762800336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "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": [
        [
            397528.3906078605,
            103947.0514981357,
            293581.3391097247,
            1335513.7533112112,
            616536.024805388,
            718977.7285058233
        ],
        [
            397.528391,
            103.947051,
            293.581339,
            1335.513753,
            616.536025,
            718.977729
        ],
        [
            0.383005,
            0.100149,
            0.282855,
            0.257007,
            0.189911,
            0.202811
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80816,
            -51510,
            -70429,
            -715096,
            -293341,
            -622356
        ],
        [
            2.121633,
            1.631951,
            2.545708,
            1.621476,
            1.700635,
            1.566583
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            60,
            51.162791,
            69.047619,
            60,
            51.162791,
            69.047619
        ],
        [
            1.414422,
            1.557771,
            1.141179,
            1.080984,
            1.623333,
            0.702261
        ],
        [
            57737,
            57737,
            41914,
            344460,
            326353,
            344460
        ],
        [
            -47481,
            -22063,
            -47481,
            -469393,
            -268731,
            -469393
        ],
        [
            131,
            50,
            213,
            131,
            50,
            213
        ],
        [
            123,
            53,
            176,
            123,
            53,
            176
        ],
        [
            143,
            47,
            298,
            143,
            47,
            298
        ],
        [
            11171,
            2190,
            8981,
            11171,
            2190,
            8981
        ],
        [
            69.454002,
            69.454002,
            74.037335,
            69.454002,
            69.454002,
            74.037335
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            535641,
            -55424,
            545105,
            477124,
            429618,
            402423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12455,
    "evaluation_days": 1037.92,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1671328800000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759575225762,
    "expiration_time": 1762800336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "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)