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Trade: MASK/USDT/60/ZLMA/VWMA/2326

Strategy
MASK/USDT/60/ZLMA/VWMA/2326
Pair
MASK_USDT
Interval
1h
Score
318668
Daily Profit
0.171086
Profit Factor
1.220687
Profitability
67.058824
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 23:35
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 178206.3673 114814.5167 63391.8506 10317.9138 11580.1291 -1262.2153
Total P&L (%) 178.2064 114.8145 63.3919 10.3179 11.5801 -1.2622
Avg Daily Profit (%) 0.1711 0.1102 0.0609 0.0094 0.0105 -0.0012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117877 -79232 -74657 -116784 -90835 -69279
Profit Factor 1.2207 1.2912 1.1534 1.0178 1.0404 0.9957
Total Trades 255 127 128 255 127 128
Winning Trades 171 81 90 171 81 90
Losing Trades 84 46 38 84 46 38
Profitability (%) 67.0588 63.7795 70.3125 67.0588 63.7795 70.3125
Ratio Avg Win / Avg Loss 0.5996 0.7332 0.487 0.5 0.5908 0.4204
Largest Winning Trade 33903 32573 33903 28275 28275 19881
Largest Losing Trade -64176 -33650 -64176 -43302 -30268 -43302
Avg Bars in Trades 97 101 92 97 101 92
Avg Bars in Winners 64 66 63 64 66 63
Avg Bars in Losers 163 164 161 163 164 161
Bars Traded 24758 12949 11809 24758 12949 11809
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318668 -45904 -163102 -535204 -471633 -578359

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": 1669165200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758832551003,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "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": [
        [
            178206.3672984107,
            114814.5167003461,
            63391.8505980645,
            10317.9138135002,
            11580.1290785356,
            -1262.2152650355
        ],
        [
            178.206367,
            114.814517,
            63.391851,
            10.317914,
            11.580129,
            -1.262215
        ],
        [
            0.171086,
            0.110227,
            0.060859,
            0.009428,
            0.01052,
            -0.001219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117877,
            -79232,
            -74657,
            -116784,
            -90835,
            -69279
        ],
        [
            1.220687,
            1.291152,
            1.153431,
            1.017788,
            1.040354,
            0.995693
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            171,
            81,
            90,
            171,
            81,
            90
        ],
        [
            84,
            46,
            38,
            84,
            46,
            38
        ],
        [
            67.058824,
            63.779528,
            70.3125,
            67.058824,
            63.779528,
            70.3125
        ],
        [
            0.599636,
            0.733247,
            0.487004,
            0.499966,
            0.590819,
            0.420404
        ],
        [
            33903,
            32573,
            33903,
            28275,
            28275,
            19881
        ],
        [
            -64176,
            -33650,
            -64176,
            -43302,
            -30268,
            -43302
        ],
        [
            97,
            101,
            92,
            97,
            101,
            92
        ],
        [
            64,
            66,
            63,
            64,
            66,
            63
        ],
        [
            163,
            164,
            161,
            163,
            164,
            161
        ],
        [
            24758,
            12949,
            11809,
            24758,
            12949,
            11809
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318668,
            -45904,
            -163102,
            -535204,
            -471633,
            -578359
        ]
    ]
}
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": 1669165200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758832551003,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "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)