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Trade: HOOK/USDT/120/VWMA/ALMA/2104

Strategy
HOOK/USDT/120/VWMA/ALMA/2104
Pair
HOOK_USDT
Interval
2h
Score
376594
Daily Profit
0.198407
Profit Factor
1.245438
Profitability
54.028436
Streak
17.675310
Best Strategy
Training Data Length
1036.830000
Evaluation Time
2025-10-03 13:12
Expiration Time
2025-11-09 17:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205714.548 33977.9267 171736.6213 60631.7677 46431.9971 14199.7706
Total P&L (%) 205.7145 33.9779 171.7366 60.6318 46.432 14.1998
Avg Daily Profit (%) 0.1984 0.0328 0.1656 0.0457 0.0368 0.0128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113038 -125267 -70294 -124920 -73105 -99183
Profit Factor 1.2454 1.0784 1.4242 1.1064 1.1803 1.0455
Total Trades 211 106 105 211 106 105
Winning Trades 114 53 61 114 53 61
Losing Trades 97 53 44 97 53 44
Profitability (%) 54.0284 50 58.0952 54.0284 50 58.0952
Ratio Avg Win / Avg Loss 1.0597 1.0784 1.0273 0.9414 1.1803 0.7541
Largest Winning Trade 47749 47749 36093 48729 48729 23325
Largest Losing Trade -52316 -28115 -52316 -78883 -22129 -78883
Avg Bars in Trades 57 44 71 57 44 71
Avg Bars in Winners 48 31 62 48 31 62
Avg Bars in Losers 69 57 83 69 57 83
Bars Traded 12227 4720 7507 12227 4720 7507
Profit Streak 17.6753 27.0086 17.6753 17.6753 27.0086 17.6753
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376594 -285404 342430 -234536 -166895 -381693
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12442,
    "evaluation_days": 1036.83,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1670904000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759486346821,
    "expiration_time": 1762703366400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "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": [
        [
            205714.5480111582,
            33977.9267142642,
            171736.6212968943,
            60631.7676510053,
            46431.9970767653,
            14199.77057424
        ],
        [
            205.714548,
            33.977927,
            171.736621,
            60.631768,
            46.431997,
            14.199771
        ],
        [
            0.198407,
            0.032771,
            0.165636,
            0.045721,
            0.036791,
            0.012807
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113038,
            -125267,
            -70294,
            -124920,
            -73105,
            -99183
        ],
        [
            1.245438,
            1.078409,
            1.424239,
            1.106385,
            1.180265,
            1.045461
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            114,
            53,
            61,
            114,
            53,
            61
        ],
        [
            97,
            53,
            44,
            97,
            53,
            44
        ],
        [
            54.028436,
            50,
            58.095238,
            54.028436,
            50,
            58.095238
        ],
        [
            1.059715,
            1.078409,
            1.02732,
            0.941398,
            1.180265,
            0.754103
        ],
        [
            47749,
            47749,
            36093,
            48729,
            48729,
            23325
        ],
        [
            -52316,
            -28115,
            -52316,
            -78883,
            -22129,
            -78883
        ],
        [
            57,
            44,
            71,
            57,
            44,
            71
        ],
        [
            48,
            31,
            62,
            48,
            31,
            62
        ],
        [
            69,
            57,
            83,
            69,
            57,
            83
        ],
        [
            12227,
            4720,
            7507,
            12227,
            4720,
            7507
        ],
        [
            17.67531,
            27.008644,
            17.67531,
            17.67531,
            27.008644,
            17.67531
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376594,
            -285404,
            342430,
            -234536,
            -166895,
            -381693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 12442,
    "evaluation_days": 1036.83,
    "actual_first_datapoint_time": 1669903200000,
    "first_datapoint_time": 1670904000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759486346821,
    "expiration_time": 1762703366400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "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)