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Trade: MASK/USDT/480/VWAP/KCU/4633

Strategy
MASK/USDT/480/VWAP/KCU/4633
Pair
MASK_USDT
Interval
8h
Score
535486
Daily Profit
0.301605
Profit Factor
2.261409
Profitability
84.615385
Streak
0.000000
Best Strategy
Training Data Length
1594.000000
Evaluation Time
2025-10-04 20:42
Expiration Time
2025-11-21 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 480758.8446 322314.078 158444.7666 327895.6303 -471951.2311 799846.8614
Total P&L (%) 480.7588 322.3141 158.4448 327.8956 -471.9512 799.8469
Avg Daily Profit (%) 0.3016 0.2022 0.0994 0.0912 0 0.1379
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168451 -89800 -78651 -1683093 -1546361 -138269
Profit Factor 2.2614 2.3913 2.0601 1.1271 0.7902 3.4182
Total Trades 91 45 46 91 45 46
Winning Trades 77 40 37 77 40 37
Losing Trades 14 5 9 14 5 9
Profitability (%) 84.6154 88.8889 80.4348 84.6154 88.8889 80.4348
Ratio Avg Win / Avg Loss 0.4112 0.2989 0.5011 0.2049 0.0988 0.8315
Largest Winning Trade 42728 42728 28328 297650 297650 161839
Largest Losing Trade -89800 -89800 -78651 -1545063 -1545063 -138030
Avg Bars in Trades 46 79 13 46 79 13
Avg Bars in Winners 14 19 8 14 19 8
Avg Bars in Losers 223 561 35 223 561 35
Bars Traded 4207 3583 624 4207 3583 624
Profit Streak 0 137.7381 0 0 137.7381 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 535486 533038 -54850 -148718 -575388 -443
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4782,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627286400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599769516,
    "expiration_time": 1763725248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            480758.8445964312,
            322314.0780394611,
            158444.7665569702,
            327895.6303253479,
            -471951.2310862165,
            799846.8614115645
        ],
        [
            480.758845,
            322.314078,
            158.444767,
            327.89563,
            -471.951231,
            799.846861
        ],
        [
            0.301605,
            0.202205,
            0.099401,
            0.09124,
            0,
            0.137928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168451,
            -89800,
            -78651,
            -1683093,
            -1546361,
            -138269
        ],
        [
            2.261409,
            2.391302,
            2.060081,
            1.127064,
            0.790224,
            3.418226
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            14,
            5,
            9,
            14,
            5,
            9
        ],
        [
            84.615385,
            88.888889,
            80.434783,
            84.615385,
            88.888889,
            80.434783
        ],
        [
            0.411165,
            0.298913,
            0.501101,
            0.204921,
            0.098778,
            0.83146
        ],
        [
            42728,
            42728,
            28328,
            297650,
            297650,
            161839
        ],
        [
            -89800,
            -89800,
            -78651,
            -1545063,
            -1545063,
            -138030
        ],
        [
            46,
            79,
            13,
            46,
            79,
            13
        ],
        [
            14,
            19,
            8,
            14,
            19,
            8
        ],
        [
            223,
            561,
            35,
            223,
            561,
            35
        ],
        [
            4207,
            3583,
            624,
            4207,
            3583,
            624
        ],
        [
            0,
            137.738073,
            0,
            0,
            137.738073,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            535486,
            533038,
            -54850,
            -148718,
            -575388,
            -443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4782,
    "evaluation_days": 1594,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627286400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599769516,
    "expiration_time": 1763725248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)