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Trade: HOOK/USDT/480/VWAP/BBL/8968

Strategy
HOOK/USDT/480/VWAP/BBL/8968
Pair
HOOK_USDT
Interval
8h
Score
577054
Daily Profit
0.195728
Profit Factor
3.301959
Profitability
84.848485
Streak
16.488475
Best Strategy
Training Data Length
1045.330000
Evaluation Time
2025-10-11 14:43
Expiration Time
2025-11-11 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116199.5296 -88400.8469 204600.3765 76583.7195 -66751.1446 143334.8641
Total P&L (%) 116.1995 -88.4008 204.6004 76.5837 -66.7511 143.3349
Avg Daily Profit (%) 0.1112 -0.0846 0.1957 0.0544 -0.1053 0.0851
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71808 -96083 -56929 -72708 -74961 -63775
Profit Factor 1.4874 0.4089 3.302 1.3676 0.4321 2.5785
Total Trades 66 33 33 66 33 33
Winning Trades 48 20 28 48 20 28
Losing Trades 18 13 5 18 13 5
Profitability (%) 72.7273 60.6061 84.8485 72.7273 60.6061 84.8485
Ratio Avg Win / Avg Loss 0.5578 0.2658 0.5896 0.5128 0.2809 0.4604
Largest Winning Trade 39358 9016 39358 49871 6775 49871
Largest Losing Trade -38959 -27440 -38959 -44346 -19424 -44346
Avg Bars in Trades 43 14 72 43 14 72
Avg Bars in Winners 33 5 53 33 5 53
Avg Bars in Losers 69 27 181 69 27 181
Bars Traded 2858 466 2392 2858 466 2392
Profit Streak 16.4885 186.4885 16.4885 16.4885 186.4885 16.4885
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169514 -577711 577054 -245913 -577711 -72281
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3136,
    "evaluation_days": 1045.33,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1673251200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760183004257,
    "expiration_time": 1762879104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 1.51999
        }
    }
}
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": [
        [
            116199.5295734513,
            -88400.8469225709,
            204600.376496022,
            76583.7194791743,
            -66751.1446258212,
            143334.8641049955
        ],
        [
            116.19953,
            -88.400847,
            204.600376,
            76.583719,
            -66.751145,
            143.334864
        ],
        [
            0.111161,
            -0.084567,
            0.195728,
            0.054411,
            -0.105284,
            0.085107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71808,
            -96083,
            -56929,
            -72708,
            -74961,
            -63775
        ],
        [
            1.487363,
            0.408864,
            3.301959,
            1.367561,
            0.432147,
            2.578463
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            18,
            13,
            5,
            18,
            13,
            5
        ],
        [
            72.727273,
            60.606061,
            84.848485,
            72.727273,
            60.606061,
            84.848485
        ],
        [
            0.557761,
            0.265762,
            0.589636,
            0.512835,
            0.280896,
            0.46044
        ],
        [
            39358,
            9016,
            39358,
            49871,
            6775,
            49871
        ],
        [
            -38959,
            -27440,
            -38959,
            -44346,
            -19424,
            -44346
        ],
        [
            43,
            14,
            72,
            43,
            14,
            72
        ],
        [
            33,
            5,
            53,
            33,
            5,
            53
        ],
        [
            69,
            27,
            181,
            69,
            27,
            181
        ],
        [
            2858,
            466,
            2392,
            2858,
            466,
            2392
        ],
        [
            16.488475,
            186.488475,
            16.488475,
            16.488475,
            186.488475,
            16.488475
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169514,
            -577711,
            577054,
            -245913,
            -577711,
            -72281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3136,
    "evaluation_days": 1045.33,
    "actual_first_datapoint_time": 1669881600000,
    "first_datapoint_time": 1673251200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760183004257,
    "expiration_time": 1762879104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 1.51999
        }
    }
}

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)