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Trade: HOOK/USDT/360/VWAP/KCL/9806

Strategy
HOOK/USDT/360/VWAP/KCL/9806
Pair
HOOK_USDT
Interval
6h
Score
618515
Daily Profit
0.304937
Profit Factor
2.608996
Profitability
85.123967
Streak
96.925406
Best Strategy
Training Data Length
1039.750000
Evaluation Time
2025-10-06 07:12
Expiration Time
2025-11-06 06:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317058.1468 34461.4507 282596.6961 1362527.0965 -450037.8735 1812564.97
Total P&L (%) 317.0581 34.4615 282.5967 1362.5271 -450.0379 1812.565
Avg Daily Profit (%) 0.3049 0.0331 0.2718 0.2584 0 0.2842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63161 -78160 -17326 -1080919 -1276458 -110591
Profit Factor 2.609 1.2206 7.9211 1.6698 0.7411 7.1214
Total Trades 121 61 60 121 61 60
Winning Trades 103 46 57 103 46 57
Losing Trades 18 15 3 18 15 3
Profitability (%) 85.124 75.4098 95 85.124 75.4098 95
Ratio Avg Win / Avg Loss 0.4559 0.398 0.4169 0.2918 0.2417 0.3748
Largest Winning Trade 15907 15907 14933 131616 100169 131616
Largest Losing Trade -41272 -41272 -17326 -790698 -790698 -110591
Avg Bars in Trades 31 22 40 31 22 40
Avg Bars in Winners 19 7 28 19 7 28
Avg Bars in Losers 98 68 250 98 68 250
Bars Traded 3768 1366 2402 3768 1366 2402
Profit Streak 96.9254 96.9254 290.4254 96.9254 96.9254 290.4254
Trades During Streak 6 3 11 6 3 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 618515 -310147 -148333 553933 -737529 -147810
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4159,
    "evaluation_days": 1039.75,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1673740800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723955117,
    "expiration_time": 1762403832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "offset": 229,
            "scalar": 3
        }
    }
}
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": [
        [
            317058.1467989523,
            34461.4506650645,
            282596.6961338879,
            1362527.096520927,
            -450037.8734512557,
            1812564.9699721828
        ],
        [
            317.058147,
            34.461451,
            282.596696,
            1362.527097,
            -450.037873,
            1812.56497
        ],
        [
            0.304937,
            0.033144,
            0.271793,
            0.258352,
            0,
            0.284224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63161,
            -78160,
            -17326,
            -1080919,
            -1276458,
            -110591
        ],
        [
            2.608996,
            1.220593,
            7.921078,
            1.66983,
            0.741065,
            7.121413
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            103,
            46,
            57,
            103,
            46,
            57
        ],
        [
            18,
            15,
            3,
            18,
            15,
            3
        ],
        [
            85.123967,
            75.409836,
            95,
            85.123967,
            75.409836,
            95
        ],
        [
            0.455941,
            0.398019,
            0.416899,
            0.291815,
            0.241652,
            0.374811
        ],
        [
            15907,
            15907,
            14933,
            131616,
            100169,
            131616
        ],
        [
            -41272,
            -41272,
            -17326,
            -790698,
            -790698,
            -110591
        ],
        [
            31,
            22,
            40,
            31,
            22,
            40
        ],
        [
            19,
            7,
            28,
            19,
            7,
            28
        ],
        [
            98,
            68,
            250,
            98,
            68,
            250
        ],
        [
            3768,
            1366,
            2402,
            3768,
            1366,
            2402
        ],
        [
            96.925406,
            96.925406,
            290.425406,
            96.925406,
            96.925406,
            290.425406
        ],
        [
            6,
            3,
            11,
            6,
            3,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            618515,
            -310147,
            -148333,
            553933,
            -737529,
            -147810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4159,
    "evaluation_days": 1039.75,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1673740800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723955117,
    "expiration_time": 1762403832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "offset": 229,
            "scalar": 3
        }
    }
}

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)