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Trade: HOOK/USDT/240/VWAP/ZLMA/2728

Strategy
HOOK/USDT/240/VWAP/ZLMA/2728
Pair
HOOK_USDT
Interval
4h
Score
462452
Daily Profit
0.164282
Profit Factor
1.728889
Profitability
77.777778
Streak
22.617519
Best Strategy
Training Data Length
1036.170000
Evaluation Time
2025-10-02 17:49
Expiration Time
2025-11-02 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116198.9271 -54024.8019 170223.729 -7177.4549 -86674.0085 79496.5536
Total P&L (%) 116.1989 -54.0248 170.2237 -7.1775 -86.674 79.4966
Avg Daily Profit (%) 0.1121 -0.0521 0.1643 -0.0072 -0.1943 0.0565
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104336 -130614 -54924 -115420 -138431 -71751
Profit Factor 1.1937 0.8526 1.7289 0.9868 0.7343 1.3621
Total Trades 180 90 90 180 90 90
Winning Trades 132 62 70 132 62 70
Losing Trades 48 28 20 48 28 20
Profitability (%) 73.3333 68.8889 77.7778 73.3333 68.8889 77.7778
Ratio Avg Win / Avg Loss 0.4341 0.385 0.494 0.3589 0.3316 0.3892
Largest Winning Trade 27852 24180 27852 24180 24180 23908
Largest Losing Trade -51689 -38423 -51689 -64309 -56900 -64309
Avg Bars in Trades 32 28 35 32 28 35
Avg Bars in Winners 16 9 22 16 9 22
Avg Bars in Losers 75 70 81 75 70 81
Bars Traded 5763 2561 3202 5763 2561 3202
Profit Streak 22.6175 23.6175 22.6175 22.6175 23.6175 22.6175
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46861 -576622 462452 -575216 -576622 -113682
Evaluation Data
{
    "trading_pair": "HOOK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6217,
    "evaluation_days": 1036.17,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1673164800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416553633,
    "expiration_time": 1762092144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "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": [
        [
            116198.9270865221,
            -54024.8018881022,
            170223.7289746242,
            -7177.4549398558,
            -86674.0085079228,
            79496.5535680671
        ],
        [
            116.198927,
            -54.024802,
            170.223729,
            -7.177455,
            -86.674009,
            79.496554
        ],
        [
            0.112143,
            -0.052139,
            0.164282,
            -0.007188,
            -0.194321,
            0.056472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104336,
            -130614,
            -54924,
            -115420,
            -138431,
            -71751
        ],
        [
            1.193685,
            0.852552,
            1.728889,
            0.986848,
            0.734288,
            1.362133
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            132,
            62,
            70,
            132,
            62,
            70
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            73.333333,
            68.888889,
            77.777778,
            73.333333,
            68.888889,
            77.777778
        ],
        [
            0.434067,
            0.385023,
            0.493968,
            0.358854,
            0.331614,
            0.389181
        ],
        [
            27852,
            24180,
            27852,
            24180,
            24180,
            23908
        ],
        [
            -51689,
            -38423,
            -51689,
            -64309,
            -56900,
            -64309
        ],
        [
            32,
            28,
            35,
            32,
            28,
            35
        ],
        [
            16,
            9,
            22,
            16,
            9,
            22
        ],
        [
            75,
            70,
            81,
            75,
            70,
            81
        ],
        [
            5763,
            2561,
            3202,
            5763,
            2561,
            3202
        ],
        [
            22.617519,
            23.617519,
            22.617519,
            22.617519,
            23.617519,
            22.617519
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46861,
            -576622,
            462452,
            -575216,
            -576622,
            -113682
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "HOOK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 6217,
    "evaluation_days": 1036.17,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1673164800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416553633,
    "expiration_time": 1762092144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "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)