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Trade: MASK/USDT/60/VWMA/PWMA/2161

Strategy
MASK/USDT/60/VWMA/PWMA/2161
Pair
MASK_USDT
Interval
1h
Score
338414
Daily Profit
0.176450
Profit Factor
1.209803
Profitability
67.222222
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 16:37
Expiration Time
2025-12-13 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183802.1961 115859.5304 67942.6657 11972.2204 -14012.7351 25984.9555
Total P&L (%) 183.8022 115.8595 67.9427 11.9722 -14.0127 25.985
Avg Daily Profit (%) 0.1765 0.1112 0.0652 0.0109 -0.0145 0.0222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182384 -82273 -123017 -110125 -99984 -61026
Profit Factor 1.2098 1.2583 1.1589 1.022 0.9532 1.1061
Total Trades 360 180 180 360 180 180
Winning Trades 242 116 126 242 116 126
Losing Trades 118 64 54 118 64 54
Profitability (%) 67.2222 64.4444 70 67.2222 64.4444 70
Ratio Avg Win / Avg Loss 0.5899 0.6943 0.4967 0.4983 0.5259 0.474
Largest Winning Trade 28175 28175 20090 16922 16922 16361
Largest Losing Trade -67745 -45910 -67745 -79463 -79463 -33641
Avg Bars in Trades 68 67 69 68 67 69
Avg Bars in Winners 47 44 49 47 44 49
Avg Bars in Losers 113 110 117 113 110 117
Bars Traded 24768 12219 12549 24768 12219 12549
Profit Streak 0 0 14.4846 0 0 14.4846
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338414 -44084 -149809 -476652 -578518 -268671
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669150800000,
    "first_datapoint_time": 1669723200000,
    "last_datapoint_time": 1759150800000,
    "evaluation_time": 1759153069194,
    "expiration_time": 1765630800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 160,
            "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": [
        [
            183802.1960679918,
            115859.530361656,
            67942.6657063359,
            11972.2203869494,
            -14012.735075721,
            25984.9554626703
        ],
        [
            183.802196,
            115.85953,
            67.942666,
            11.97222,
            -14.012735,
            25.984955
        ],
        [
            0.17645,
            0.111225,
            0.065225,
            0.010856,
            -0.014492,
            0.022178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182384,
            -82273,
            -123017,
            -110125,
            -99984,
            -61026
        ],
        [
            1.209803,
            1.258332,
            1.1589,
            1.02198,
            0.953237,
            1.10605
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            242,
            116,
            126,
            242,
            116,
            126
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            67.222222,
            64.444444,
            70,
            67.222222,
            64.444444,
            70
        ],
        [
            0.589904,
            0.694252,
            0.496672,
            0.498321,
            0.525924,
            0.474022
        ],
        [
            28175,
            28175,
            20090,
            16922,
            16922,
            16361
        ],
        [
            -67745,
            -45910,
            -67745,
            -79463,
            -79463,
            -33641
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            113,
            110,
            117,
            113,
            110,
            117
        ],
        [
            24768,
            12219,
            12549,
            24768,
            12219,
            12549
        ],
        [
            0,
            0,
            14.484597,
            0,
            0,
            14.484597
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338414,
            -44084,
            -149809,
            -476652,
            -578518,
            -268671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669150800000,
    "first_datapoint_time": 1669723200000,
    "last_datapoint_time": 1759150800000,
    "evaluation_time": 1759153069194,
    "expiration_time": 1765630800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 160,
            "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)