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Trade: MASK/USDT/240/ZLMA/VWMA/9331

Strategy
MASK/USDT/240/ZLMA/VWMA/9331
Pair
MASK_USDT
Interval
4h
Score
334115
Daily Profit
0.160227
Profit Factor
1.364522
Profitability
61.616162
Streak
45.929843
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 17:18
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 253718.923 192002.0036 61716.9193 -13625.0155 -124264.1974 110639.1818
Total P&L (%) 253.7189 192.002 61.7169 -13.625 -124.2642 110.6392
Avg Daily Profit (%) 0.1602 0.1213 0.039 -0.0092 0 0.0471
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117116 -124229 -102667 -668751 -653251 -286010
Profit Factor 1.3645 1.5389 1.1816 0.9918 0.8789 1.1755
Total Trades 99 49 50 99 49 50
Winning Trades 61 28 33 61 28 33
Losing Trades 38 21 17 38 21 17
Profitability (%) 61.6162 57.1429 66 61.6162 57.1429 66
Ratio Avg Win / Avg Loss 0.85 1.1542 0.6087 0.6178 0.6592 0.6056
Largest Winning Trade 102132 102132 46215 211851 211851 148670
Largest Losing Trade -66935 -66935 -49350 -268605 -268605 -185215
Avg Bars in Trades 92 115 69 92 115 69
Avg Bars in Winners 61 76 48 61 76 48
Avg Bars in Losers 142 168 110 142 168 110
Bars Traded 9177 5682 3495 9177 5682 3495
Profit Streak 45.9298 45.9298 60.9298 45.9298 45.9298 60.9298
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334115 -28013 -340788 -577589 -579198 -336176

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": 1623427200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896338471,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "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": [
        [
            253718.9229841504,
            192002.0036395669,
            61716.9193445833,
            -13625.0155298336,
            -124264.1973768817,
            110639.1818470481
        ],
        [
            253.718923,
            192.002004,
            61.716919,
            -13.625016,
            -124.264197,
            110.639182
        ],
        [
            0.160227,
            0.121252,
            0.038975,
            -0.009249,
            0,
            0.047057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117116,
            -124229,
            -102667,
            -668751,
            -653251,
            -286010
        ],
        [
            1.364522,
            1.538945,
            1.181639,
            0.991776,
            0.878931,
            1.175533
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            61.616162,
            57.142857,
            66,
            61.616162,
            57.142857,
            66
        ],
        [
            0.85003,
            1.154209,
            0.608723,
            0.617828,
            0.659198,
            0.605578
        ],
        [
            102132,
            102132,
            46215,
            211851,
            211851,
            148670
        ],
        [
            -66935,
            -66935,
            -49350,
            -268605,
            -268605,
            -185215
        ],
        [
            92,
            115,
            69,
            92,
            115,
            69
        ],
        [
            61,
            76,
            48,
            61,
            76,
            48
        ],
        [
            142,
            168,
            110,
            142,
            168,
            110
        ],
        [
            9177,
            5682,
            3495,
            9177,
            5682,
            3495
        ],
        [
            45.929843,
            45.929843,
            60.929843,
            45.929843,
            45.929843,
            60.929843
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334115,
            -28013,
            -340788,
            -577589,
            -579198,
            -336176
        ]
    ]
}
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": 1623427200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896338471,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "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)