← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: MASK/USDT/120/LINREG/VWMA/2981

Strategy
MASK/USDT/120/LINREG/VWMA/2981
Pair
MASK_USDT
Interval
2h
Score
521942
Daily Profit
0.366056
Profit Factor
1.810168
Profitability
57.031250
Streak
54.518899
Best Strategy
Training Data Length
1595.920000
Evaluation Time
2025-10-07 11:27
Expiration Time
2025-12-03 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 584196.4763 460969.5579 123226.9184 176597.1297 136994.7009 39602.4288
Total P&L (%) 584.1965 460.9696 123.2269 176.5971 136.9947 39.6024
Avg Daily Profit (%) 0.3661 0.2888 0.0772 0.0638 0.0541 0.0209
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108582 -124773 -88071 -569345 -235870 -385994
Profit Factor 1.8102 2.138 1.39 1.089 1.1303 1.0425
Total Trades 128 64 64 128 64 64
Winning Trades 73 32 41 73 32 41
Losing Trades 55 32 23 55 32 23
Profitability (%) 57.0313 50 64.0625 57.0313 50 64.0625
Ratio Avg Win / Avg Loss 1.3638 2.138 0.7797 0.8205 1.1303 0.5848
Largest Winning Trade 373317 373317 47335 331054 331054 170560
Largest Losing Trade -61439 -61439 -53959 -300022 -163396 -300022
Avg Bars in Trades 142 181 103 142 181 103
Avg Bars in Winners 110 143 84 110 143 84
Avg Bars in Losers 186 220 138 186 220 138
Bars Traded 18288 11641 6647 18288 11641 6647
Profit Streak 54.5189 54.5189 70.8522 54.5189 54.5189 70.8522
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 521942 -125749 -227277 -229343 -336114 -479053
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19151,
    "evaluation_days": 1595.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759825632850,
    "expiration_time": 1764780739200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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": [
        [
            584196.4763362365,
            460969.5579446058,
            123226.9183916308,
            176597.1297281362,
            136994.7009262197,
            39602.4288019166
        ],
        [
            584.196476,
            460.969558,
            123.226918,
            176.59713,
            136.994701,
            39.602429
        ],
        [
            0.366056,
            0.288843,
            0.077214,
            0.06377,
            0.054082,
            0.020907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108582,
            -124773,
            -88071,
            -569345,
            -235870,
            -385994
        ],
        [
            1.810168,
            2.137969,
            1.389959,
            1.08901,
            1.130279,
            1.042471
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            57.03125,
            50,
            64.0625,
            57.03125,
            50,
            64.0625
        ],
        [
            1.363825,
            2.137969,
            0.779733,
            0.820487,
            1.130279,
            0.584801
        ],
        [
            373317,
            373317,
            47335,
            331054,
            331054,
            170560
        ],
        [
            -61439,
            -61439,
            -53959,
            -300022,
            -163396,
            -300022
        ],
        [
            142,
            181,
            103,
            142,
            181,
            103
        ],
        [
            110,
            143,
            84,
            110,
            143,
            84
        ],
        [
            186,
            220,
            138,
            186,
            220,
            138
        ],
        [
            18288,
            11641,
            6647,
            18288,
            11641,
            6647
        ],
        [
            54.518899,
            54.518899,
            70.852232,
            54.518899,
            54.518899,
            70.852232
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            521942,
            -125749,
            -227277,
            -229343,
            -336114,
            -479053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19151,
    "evaluation_days": 1595.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759825632850,
    "expiration_time": 1764780739200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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)