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Trade: MASK/USDT/120/VWAP/SWMA/7821

Strategy
MASK/USDT/120/VWAP/SWMA/7821
Pair
MASK_USDT
Interval
2h
Score
415265
Daily Profit
0.155753
Profit Factor
1.350903
Profitability
73.577236
Streak
51.783410
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-25 21:48
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148116.1889 246596.1405 -98479.9516 -238745.4522 77967.9274 -316713.3796
Total P&L (%) 148.1162 246.5961 -98.48 -238.7455 77.9679 -316.7134
Avg Daily Profit (%) 0.0936 0.1558 -0.0622 0 0.0364 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -378874 -123784 -369842 -488817 -97040 -449957
Profit Factor 1.086 1.3509 0.9034 0.7982 1.1852 0.5845
Total Trades 493 246 247 493 246 247
Winning Trades 374 181 193 198 96 102
Losing Trades 119 65 54 295 150 145
Profitability (%) 75.8621 73.5772 78.1377 40.1623 39.0244 41.2955
Ratio Avg Win / Avg Loss 0.3455 0.4851 0.2528 1.1893 1.8518 0.8309
Largest Winning Trade 53866 53866 30929 80119 80119 64711
Largest Losing Trade -302601 -53183 -302601 -159680 -45855 -159680
Avg Bars in Trades 37 38 37 37 38 37
Avg Bars in Winners 21 21 21 47 48 46
Avg Bars in Losers 90 88 93 31 32 30
Bars Traded 18718 9562 9156 18718 9562 9156
Profit Streak 10.7834 51.7834 10.7834 0 0 0
Trades During Streak 6 15 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -188086 415265 -574863 -580360 -163539 -583426

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622541600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826086646,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "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": [
        [
            148116.188918843,
            246596.1405438574,
            -98479.9516250143,
            -238745.4521978242,
            77967.9274019912,
            -316713.3795998154
        ],
        [
            148.116189,
            246.596141,
            -98.479952,
            -238.745452,
            77.967927,
            -316.71338
        ],
        [
            0.093552,
            0.155753,
            -0.062201,
            0,
            0.036415,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -378874,
            -123784,
            -369842,
            -488817,
            -97040,
            -449957
        ],
        [
            1.085997,
            1.350903,
            0.903413,
            0.798243,
            1.185151,
            0.584491
        ],
        [
            493,
            246,
            247,
            493,
            246,
            247
        ],
        [
            374,
            181,
            193,
            198,
            96,
            102
        ],
        [
            119,
            65,
            54,
            295,
            150,
            145
        ],
        [
            75.862069,
            73.577236,
            78.137652,
            40.162272,
            39.02439,
            41.295547
        ],
        [
            0.345544,
            0.485131,
            0.252768,
            1.189302,
            1.851799,
            0.830895
        ],
        [
            53866,
            53866,
            30929,
            80119,
            80119,
            64711
        ],
        [
            -302601,
            -53183,
            -302601,
            -159680,
            -45855,
            -159680
        ],
        [
            37,
            38,
            37,
            37,
            38,
            37
        ],
        [
            21,
            21,
            21,
            47,
            48,
            46
        ],
        [
            90,
            88,
            93,
            31,
            32,
            30
        ],
        [
            18718,
            9562,
            9156,
            18718,
            9562,
            9156
        ],
        [
            10.78341,
            51.78341,
            10.78341,
            0,
            0,
            0
        ],
        [
            6,
            15,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -188086,
            415265,
            -574863,
            -580360,
            -163539,
            -583426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622541600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826086646,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "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)