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Trade: MASK/USDT/60/SSF/VWMA/4671

Strategy
MASK/USDT/60/SSF/VWMA/4671
Pair
MASK_USDT
Interval
1h
Score
411061
Daily Profit
0.202409
Profit Factor
1.239551
Profitability
65.083135
Streak
11.470076
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 10:16
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210832.8493 132732.202 78100.6473 41648.0957 22773.7921 18874.3036
Total P&L (%) 210.8328 132.7322 78.1006 41.6481 22.7738 18.8743
Avg Daily Profit (%) 0.2024 0.1274 0.075 0.0334 0.0197 0.0166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160673 -80455 -108960 -121613 -100101 -80226
Profit Factor 1.2396 1.2919 1.1836 1.0587 1.0597 1.0577
Total Trades 421 210 211 421 210 211
Winning Trades 274 139 135 274 139 135
Losing Trades 147 71 76 147 71 76
Profitability (%) 65.0831 66.1905 63.981 65.0831 66.1905 63.981
Ratio Avg Win / Avg Loss 0.665 0.6599 0.6663 0.568 0.5413 0.5954
Largest Winning Trade 37636 37636 29881 33555 33555 27326
Largest Losing Trade -75666 -34024 -75666 -53965 -53965 -47281
Avg Bars in Trades 58 62 55 58 62 55
Avg Bars in Winners 35 35 36 35 35 36
Avg Bars in Losers 101 115 89 101 115 89
Bars Traded 24802 13088 11714 24802 13088 11714
Profit Streak 11.4701 26.5951 11.4701 11.4701 26.5951 11.4701
Trades During Streak 4 7 2 4 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411061 -20274 -109597 -302155 -323898 -333607

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669125600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758871014621,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            210832.8492908234,
            132732.2019701571,
            78100.6473206665,
            41648.09571507,
            22773.7921095387,
            18874.3036055313
        ],
        [
            210.832849,
            132.732202,
            78.100647,
            41.648096,
            22.773792,
            18.874304
        ],
        [
            0.202409,
            0.127429,
            0.07498,
            0.033432,
            0.019699,
            0.0166
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160673,
            -80455,
            -108960,
            -121613,
            -100101,
            -80226
        ],
        [
            1.239551,
            1.291867,
            1.183616,
            1.058741,
            1.059652,
            1.057679
        ],
        [
            421,
            210,
            211,
            421,
            210,
            211
        ],
        [
            274,
            139,
            135,
            274,
            139,
            135
        ],
        [
            147,
            71,
            76,
            147,
            71,
            76
        ],
        [
            65.083135,
            66.190476,
            63.981043,
            65.083135,
            66.190476,
            63.981043
        ],
        [
            0.665015,
            0.659874,
            0.666332,
            0.568011,
            0.541261,
            0.595434
        ],
        [
            37636,
            37636,
            29881,
            33555,
            33555,
            27326
        ],
        [
            -75666,
            -34024,
            -75666,
            -53965,
            -53965,
            -47281
        ],
        [
            58,
            62,
            55,
            58,
            62,
            55
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            101,
            115,
            89,
            101,
            115,
            89
        ],
        [
            24802,
            13088,
            11714,
            24802,
            13088,
            11714
        ],
        [
            11.470076,
            26.595076,
            11.470076,
            11.470077,
            26.595077,
            11.470077
        ],
        [
            4,
            7,
            2,
            4,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411061,
            -20274,
            -109597,
            -302155,
            -323898,
            -333607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669125600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758871014621,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)