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Trade: MASK/USDT/240/HILO/VWMA/7443

Strategy
MASK/USDT/240/HILO/VWMA/7443
Pair
MASK_USDT
Interval
4h
Score
357361
Daily Profit
0.221428
Profit Factor
1.454322
Profitability
59.627329
Streak
8.580277
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 16:55
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350630.6746 258814.541 91816.1336 30702.4682 90750.4907 -60048.0225
Total P&L (%) 350.6307 258.8145 91.8161 30.7025 90.7505 -60.048
Avg Daily Profit (%) 0.2214 0.1634 0.058 0.0169 0.0408 -0.0579
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152395 -155838 -71759 -422907 -249613 -278245
Profit Factor 1.4543 1.5895 1.2759 1.0158 1.0872 0.9334
Total Trades 161 80 81 161 80 81
Winning Trades 96 43 53 96 43 53
Losing Trades 65 37 28 65 37 28
Profitability (%) 59.6273 53.75 65.4321 59.6273 53.75 65.4321
Ratio Avg Win / Avg Loss 0.9847 1.3678 0.6741 0.6878 0.9355 0.4931
Largest Winning Trade 137455 137455 54244 114678 114678 92271
Largest Losing Trade -71759 -64893 -71759 -171172 -138070 -171172
Avg Bars in Trades 57 77 36 57 77 36
Avg Bars in Winners 37 55 23 37 55 23
Avg Bars in Losers 85 103 61 85 103 61
Bars Traded 9181 6205 2976 9181 6205 2976
Profit Streak 8.5803 0 8.9136 8.5803 0 8.9136
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357361 -9810 -126236 -375352 -283714 -589789

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624478400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894935932,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "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": [
        [
            350630.6745711818,
            258814.5409585596,
            91816.1336126218,
            30702.4682268872,
            90750.4907307867,
            -60048.0225038993
        ],
        [
            350.630675,
            258.814541,
            91.816134,
            30.702468,
            90.750491,
            -60.048023
        ],
        [
            0.221428,
            0.163445,
            0.057983,
            0.01691,
            0.040791,
            -0.057924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152395,
            -155838,
            -71759,
            -422907,
            -249613,
            -278245
        ],
        [
            1.454322,
            1.589547,
            1.275922,
            1.015807,
            1.087154,
            0.933357
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            96,
            43,
            53,
            96,
            43,
            53
        ],
        [
            65,
            37,
            28,
            65,
            37,
            28
        ],
        [
            59.627329,
            53.75,
            65.432099,
            59.627329,
            53.75,
            65.432099
        ],
        [
            0.984697,
            1.36775,
            0.674072,
            0.687786,
            0.935458,
            0.493094
        ],
        [
            137455,
            137455,
            54244,
            114678,
            114678,
            92271
        ],
        [
            -71759,
            -64893,
            -71759,
            -171172,
            -138070,
            -171172
        ],
        [
            57,
            77,
            36,
            57,
            77,
            36
        ],
        [
            37,
            55,
            23,
            37,
            55,
            23
        ],
        [
            85,
            103,
            61,
            85,
            103,
            61
        ],
        [
            9181,
            6205,
            2976,
            9181,
            6205,
            2976
        ],
        [
            8.580277,
            0,
            8.91361,
            8.580277,
            0,
            8.91361
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357361,
            -9810,
            -126236,
            -375352,
            -283714,
            -589789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624478400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894935932,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "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)