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Trade: MASK/USDT/240/MIDPOINT/VWMA/3860

Strategy
MASK/USDT/240/MIDPOINT/VWMA/3860
Pair
MASK_USDT
Interval
4h
Score
327342
Daily Profit
0.182808
Profit Factor
1.222682
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1593.670000
Evaluation Time
2025-10-04 22:49
Expiration Time
2025-11-21 13:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291335.5612 269856.3376 21479.2236 -123467.7218 11578.0172 -135045.739
Total P&L (%) 291.3356 269.8563 21.4792 -123.4677 11.578 -135.0457
Avg Daily Profit (%) 0.1828 0.1693 0.0135 0 0.0069 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170877 -125618 -182194 -157890 -28861 -144641
Profit Factor 1.2227 1.403 1.0336 0.5865 1.111 0.305
Total Trades 276 138 138 276 138 138
Winning Trades 150 79 71 129 61 68
Losing Trades 126 59 67 147 77 70
Profitability (%) 54.3478 57.2464 51.4493 46.7391 44.2029 49.2754
Ratio Avg Win / Avg Loss 1.0271 1.0478 0.9754 0.6684 1.4024 0.3139
Largest Winning Trade 77464 77464 42793 18295 18295 8534
Largest Losing Trade -116363 -47173 -116363 -77764 -28861 -77764
Avg Bars in Trades 34 37 30 34 37 30
Avg Bars in Winners 32 31 34 35 44 26
Avg Bars in Losers 35 45 27 33 31 35
Bars Traded 9413 5148 4265 9413 5148 4265
Profit Streak 0 0 0 1.4928 1.4928 11.4928
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327342 317622 -365934 -582715 -403709 -580158
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9562,
    "evaluation_days": 1593.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623700800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759607380975,
    "expiration_time": 1763724384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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": [
        [
            291335.5612333823,
            269856.3375889275,
            21479.2236444548,
            -123467.7217912759,
            11578.0172242176,
            -135045.7390154933
        ],
        [
            291.335561,
            269.856338,
            21.479224,
            -123.467722,
            11.578017,
            -135.045739
        ],
        [
            0.182808,
            0.16933,
            0.013478,
            0,
            0.006875,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170877,
            -125618,
            -182194,
            -157890,
            -28861,
            -144641
        ],
        [
            1.222682,
            1.402952,
            1.033635,
            0.586516,
            1.111004,
            0.304965
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            150,
            79,
            71,
            129,
            61,
            68
        ],
        [
            126,
            59,
            67,
            147,
            77,
            70
        ],
        [
            54.347826,
            57.246377,
            51.449275,
            46.73913,
            44.202899,
            49.275362
        ],
        [
            1.027053,
            1.047774,
            0.975402,
            0.668356,
            1.402415,
            0.313935
        ],
        [
            77464,
            77464,
            42793,
            18295,
            18295,
            8534
        ],
        [
            -116363,
            -47173,
            -116363,
            -77764,
            -28861,
            -77764
        ],
        [
            34,
            37,
            30,
            34,
            37,
            30
        ],
        [
            32,
            31,
            34,
            35,
            44,
            26
        ],
        [
            35,
            45,
            27,
            33,
            31,
            35
        ],
        [
            9413,
            5148,
            4265,
            9413,
            5148,
            4265
        ],
        [
            0,
            0,
            0,
            1.492835,
            1.492835,
            11.492835
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327342,
            317622,
            -365934,
            -582715,
            -403709,
            -580158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9562,
    "evaluation_days": 1593.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623700800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759607380975,
    "expiration_time": 1763724384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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)