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

Trade: MASK/USDT/240/WMA/VWMA/5904

Strategy
MASK/USDT/240/WMA/VWMA/5904
Pair
MASK_USDT
Interval
4h
Score
510402
Daily Profit
0.206541
Profit Factor
2.258739
Profitability
65.517241
Streak
177.822544
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 14:44
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 484707.0239 327057.4401 157649.5838 436390.2444 201395.837 234994.4074
Total P&L (%) 484.707 327.0574 157.6496 436.3902 201.3958 234.9944
Avg Daily Profit (%) 0.3061 0.2065 0.0996 0.1061 0.0697 0.0764
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99226 -114028 -30680 -451339 -311236 -165640
Profit Factor 2.1866 2.2587 2.0605 1.3863 1.2983 1.5172
Total Trades 58 29 29 58 29 29
Winning Trades 38 19 19 38 19 19
Losing Trades 20 10 10 20 10 10
Profitability (%) 65.5172 65.5172 65.5172 65.5172 65.5172 65.5172
Ratio Avg Win / Avg Loss 1.1508 1.1888 1.0845 0.7296 0.6833 0.7985
Largest Winning Trade 280080 280080 38110 110564 110564 89478
Largest Losing Trade -61836 -61836 -41368 -145565 -145565 -141340
Avg Bars in Trades 155 204 106 155 204 106
Avg Bars in Winners 109 154 64 109 154 64
Avg Bars in Losers 244 300 187 244 300 187
Bars Traded 9036 5937 3099 9036 5937 3099
Profit Streak 104.9892 177.8225 104.9892 104.9892 177.8225 104.9892
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164556 510402 -54738 -228487 -98159 -88711

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": 1625414400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887067815,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            484707.0239318159,
            327057.4401052445,
            157649.5838265713,
            436390.2444165327,
            201395.8369865723,
            234994.4074299603
        ],
        [
            484.707024,
            327.05744,
            157.649584,
            436.390244,
            201.395837,
            234.994407
        ],
        [
            0.306099,
            0.206541,
            0.099558,
            0.106131,
            0.069696,
            0.076375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99226,
            -114028,
            -30680,
            -451339,
            -311236,
            -165640
        ],
        [
            2.186578,
            2.258739,
            2.060456,
            1.386331,
            1.298277,
            1.517179
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            65.517241,
            65.517241,
            65.517241,
            65.517241,
            65.517241,
            65.517241
        ],
        [
            1.15083,
            1.18881,
            1.08445,
            0.729648,
            0.683304,
            0.798515
        ],
        [
            280080,
            280080,
            38110,
            110564,
            110564,
            89478
        ],
        [
            -61836,
            -61836,
            -41368,
            -145565,
            -145565,
            -141340
        ],
        [
            155,
            204,
            106,
            155,
            204,
            106
        ],
        [
            109,
            154,
            64,
            109,
            154,
            64
        ],
        [
            244,
            300,
            187,
            244,
            300,
            187
        ],
        [
            9036,
            5937,
            3099,
            9036,
            5937,
            3099
        ],
        [
            104.989211,
            177.822544,
            104.989211,
            104.989211,
            177.822544,
            104.989211
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164556,
            510402,
            -54738,
            -228487,
            -98159,
            -88711
        ]
    ]
}
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": 1625414400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887067815,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)