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Trade: MASK/USDT/60/DEMA/VWMA/7641

Strategy
MASK/USDT/60/DEMA/VWMA/7641
Pair
MASK_USDT
Interval
1h
Score
544042
Daily Profit
0.366112
Profit Factor
1.529726
Profitability
73.355263
Streak
21.934788
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 09:26
Expiration Time
2025-12-21 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381368.301 225528.0364 155840.2646 801300.7264 338191.3513 463109.3751
Total P&L (%) 381.3683 225.528 155.8403 801.3007 338.1914 463.1094
Avg Daily Profit (%) 0.3661 0.2165 0.1496 0.2113 0.1419 0.1661
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98964 -69727 -96510 -232018 -232018 -105520
Profit Factor 1.5297 1.6587 1.4128 1.598 1.4656 1.7547
Total Trades 304 152 152 304 152 152
Winning Trades 223 108 115 223 108 115
Losing Trades 81 44 37 81 44 37
Profitability (%) 73.3553 71.0526 75.6579 73.3553 71.0526 75.6579
Ratio Avg Win / Avg Loss 0.5556 0.6758 0.4545 0.5804 0.5971 0.5645
Largest Winning Trade 39142 37636 39142 113106 96927 113106
Largest Losing Trade -65197 -39840 -65197 -232018 -232018 -60102
Avg Bars in Trades 79 84 75 79 84 75
Avg Bars in Winners 48 53 44 48 53 44
Avg Bars in Losers 166 161 172 166 161 172
Bars Traded 24316 12853 11463 24316 12853 11463
Profit Streak 21.9348 60.9765 21.9348 21.9348 60.9765 21.9348
Trades During Streak 7 11 3 7 11 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544042 459880 389104 526426 18852 464890
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669816800000,
    "first_datapoint_time": 1670349600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759818365656,
    "expiration_time": 1766296800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "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": [
        [
            381368.3010103471,
            225528.0363886046,
            155840.2646217427,
            801300.7264308851,
            338191.3512887347,
            463109.3751421503
        ],
        [
            381.368301,
            225.528036,
            155.840265,
            801.300726,
            338.191351,
            463.109375
        ],
        [
            0.366112,
            0.216506,
            0.149606,
            0.211294,
            0.141939,
            0.166054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98964,
            -69727,
            -96510,
            -232018,
            -232018,
            -105520
        ],
        [
            1.529726,
            1.658685,
            1.412774,
            1.597998,
            1.465636,
            1.754654
        ],
        [
            304,
            152,
            152,
            304,
            152,
            152
        ],
        [
            223,
            108,
            115,
            223,
            108,
            115
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            73.355263,
            71.052632,
            75.657895,
            73.355263,
            71.052632,
            75.657895
        ],
        [
            0.55564,
            0.675761,
            0.454545,
            0.580439,
            0.597111,
            0.564541
        ],
        [
            39142,
            37636,
            39142,
            113106,
            96927,
            113106
        ],
        [
            -65197,
            -39840,
            -65197,
            -232018,
            -232018,
            -60102
        ],
        [
            79,
            84,
            75,
            79,
            84,
            75
        ],
        [
            48,
            53,
            44,
            48,
            53,
            44
        ],
        [
            166,
            161,
            172,
            166,
            161,
            172
        ],
        [
            24316,
            12853,
            11463,
            24316,
            12853,
            11463
        ],
        [
            21.934788,
            60.976454,
            21.934788,
            21.934788,
            60.976454,
            21.934788
        ],
        [
            7,
            11,
            3,
            7,
            11,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544042,
            459880,
            389104,
            526426,
            18852,
            464890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669816800000,
    "first_datapoint_time": 1670349600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759818365656,
    "expiration_time": 1766296800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "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)