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Trade: MASK/USDT/720/BBM/VWMA/3887

Strategy
MASK/USDT/720/BBM/VWMA/3887
Pair
MASK_USDT
Interval
12h
Score
315745
Daily Profit
0.162917
Profit Factor
1.985064
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1596.000000
Evaluation Time
2025-10-07 03:01
Expiration Time
2025-11-23 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366892.3875 260015.7644 106876.6231 276729.9145 181933.0015 94796.913
Total P&L (%) 366.8924 260.0158 106.8766 276.7299 181.933 94.7969
Avg Daily Profit (%) 0.2299 0.1629 0.067 0.0831 0.065 0.0418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102344 -97934 -51309 -336769 -163531 -186162
Profit Factor 1.9843 1.9851 1.9823 1.2857 1.2747 1.3093
Total Trades 68 34 34 68 34 34
Winning Trades 34 15 19 34 15 19
Losing Trades 34 19 15 34 19 15
Profitability (%) 50 44.1176 55.8824 50 44.1176 55.8824
Ratio Avg Win / Avg Loss 1.9843 2.5144 1.565 1.2857 1.6147 1.0336
Largest Winning Trade 187927 187927 65375 255884 255884 94157
Largest Losing Trade -46165 -46165 -20419 -116395 -116395 -76100
Avg Bars in Trades 45 64 27 45 64 27
Avg Bars in Winners 53 79 32 53 79 32
Avg Bars in Losers 37 52 19 37 52 19
Bars Traded 3097 2179 918 3097 2179 918
Profit Streak 12.501 0 202.001 12.501 0 202.001
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101237 315745 -97318 -194840 -107450 -134514
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3192,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624838400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759795287185,
    "expiration_time": 1763888832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 172,
            "offset": 0,
            "std": 4.56082
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "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": [
        [
            366892.3874933984,
            260015.7643718885,
            106876.62312151,
            276729.9144812833,
            181933.0014937264,
            94796.9129875571
        ],
        [
            366.892387,
            260.015764,
            106.876623,
            276.729914,
            181.933001,
            94.796913
        ],
        [
            0.229882,
            0.162917,
            0.066965,
            0.08314,
            0.064965,
            0.041787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102344,
            -97934,
            -51309,
            -336769,
            -163531,
            -186162
        ],
        [
            1.984264,
            1.985064,
            1.982323,
            1.285654,
            1.274726,
            1.309264
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            50,
            44.117647,
            55.882353,
            50,
            44.117647,
            55.882353
        ],
        [
            1.984264,
            2.514414,
            1.564992,
            1.285654,
            1.614653,
            1.033629
        ],
        [
            187927,
            187927,
            65375,
            255884,
            255884,
            94157
        ],
        [
            -46165,
            -46165,
            -20419,
            -116395,
            -116395,
            -76100
        ],
        [
            45,
            64,
            27,
            45,
            64,
            27
        ],
        [
            53,
            79,
            32,
            53,
            79,
            32
        ],
        [
            37,
            52,
            19,
            37,
            52,
            19
        ],
        [
            3097,
            2179,
            918,
            3097,
            2179,
            918
        ],
        [
            12.501009,
            0,
            202.001009,
            12.501009,
            0,
            202.001009
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101237,
            315745,
            -97318,
            -194840,
            -107450,
            -134514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3192,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624838400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759795287185,
    "expiration_time": 1763888832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 172,
            "offset": 0,
            "std": 4.56082
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "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)