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Trade: HOOK/USDT/480/VWAP/JMA/5010

Strategy
HOOK/USDT/480/VWAP/JMA/5010
Pair
HOOK_USDT
Interval
8h
Score
459507
Daily Profit
0.186799
Profit Factor
1.405990
Profitability
77.419355
Streak
68.097536
Best Strategy
Training Data Length
1040.330000
Evaluation Time
2025-10-06 13:20
Expiration Time
2025-11-06 15:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 194332.3681 -14219.8294 208552.1975 82639.4262 -108595.4177 191234.8439
Total P&L (%) 194.3324 -14.2198 208.5522 82.6394 -108.5954 191.2348
Avg Daily Profit (%) 0.1868 -0.0137 0.2005 0.0579 0 0.1028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119783 -131283 -62795 -263433 -234410 -188045
Profit Factor 1.406 0.9545 2.256 1.0757 0.8349 1.4408
Total Trades 124 62 62 124 62 62
Winning Trades 96 46 50 96 46 50
Losing Trades 28 16 12 28 16 12
Profitability (%) 77.4194 74.1935 80.6452 77.4194 74.1935 80.6452
Ratio Avg Win / Avg Loss 0.4101 0.332 0.5414 0.3137 0.2904 0.3458
Largest Winning Trade 32486 24446 32486 41200 41200 32591
Largest Losing Trade -62795 -39597 -62795 -188045 -116958 -188045
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 11 9 14 11 9 14
Avg Bars in Losers 64 69 57 64 69 57
Bars Traded 2937 1545 1392 2937 1545 1392
Profit Streak 68.0975 95.4309 68.0975 68.0975 95.4309 68.0975
Trades During Streak 16 9 8 16 9 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459507 -729939 -139201 -248316 -729939 -204798
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3121,
    "evaluation_days": 1040.33,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1674547200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746027142,
    "expiration_time": 1762434144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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": [
        [
            194332.3681419499,
            -14219.8293612464,
            208552.1975031962,
            82639.4261836087,
            -108595.4177075363,
            191234.843891145
        ],
        [
            194.332368,
            -14.219829,
            208.552198,
            82.639426,
            -108.595418,
            191.234844
        ],
        [
            0.186799,
            -0.013669,
            0.200467,
            0.057916,
            0,
            0.102805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119783,
            -131283,
            -62795,
            -263433,
            -234410,
            -188045
        ],
        [
            1.40599,
            0.954513,
            2.255984,
            1.075701,
            0.834927,
            1.440845
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            77.419355,
            74.193548,
            80.645161,
            77.419355,
            74.193548,
            80.645161
        ],
        [
            0.41008,
            0.332005,
            0.541436,
            0.313746,
            0.290409,
            0.345803
        ],
        [
            32486,
            24446,
            32486,
            41200,
            41200,
            32591
        ],
        [
            -62795,
            -39597,
            -62795,
            -188045,
            -116958,
            -188045
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            11,
            9,
            14,
            11,
            9,
            14
        ],
        [
            64,
            69,
            57,
            64,
            69,
            57
        ],
        [
            2937,
            1545,
            1392,
            2937,
            1545,
            1392
        ],
        [
            68.097536,
            95.43087,
            68.097536,
            68.097536,
            95.43087,
            68.097536
        ],
        [
            16,
            9,
            8,
            16,
            9,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459507,
            -729939,
            -139201,
            -248316,
            -729939,
            -204798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3121,
    "evaluation_days": 1040.33,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1674547200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746027142,
    "expiration_time": 1762434144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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)