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Trade: MASK/USDT/240/DEMA/VWMA/2097

Strategy
MASK/USDT/240/DEMA/VWMA/2097
Pair
MASK_USDT
Interval
4h
Score
453593
Daily Profit
0.221918
Profit Factor
2.143911
Profitability
51.515152
Streak
26.180780
Best Strategy
Training Data Length
1598.500000
Evaluation Time
2025-10-09 19:20
Expiration Time
2025-11-26 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394408.7412 354736.212 39672.5292 -807240.1285 -489796.6846 -317443.4439
Total P&L (%) 394.4087 354.7362 39.6725 -807.2401 -489.7967 -317.4434
Avg Daily Profit (%) 0.2467 0.2219 0.0248 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208785 -144253 -92376 -2681083 -2173080 -1002831
Profit Factor 1.579 2.1439 1.1069 0.8416 0.8266 0.8602
Total Trades 66 33 33 66 33 33
Winning Trades 39 17 22 26 16 10
Losing Trades 27 16 11 40 17 23
Profitability (%) 59.0909 51.5152 66.6667 39.3939 48.4848 30.303
Ratio Avg Win / Avg Loss 1.0931 2.0178 0.5535 1.2947 0.8782 1.9785
Largest Winning Trade 274434 274434 50222 776943 402633 776943
Largest Losing Trade -186722 -62184 -186722 -1092761 -1092761 -452312
Avg Bars in Trades 138 193 84 138 193 84
Avg Bars in Winners 99 138 69 198 250 114
Avg Bars in Losers 195 250 114 99 138 71
Bars Traded 9148 6371 2777 9148 6371 2777
Profit Streak 26.1808 26.1808 191.1808 0 0 0
Trades During Streak 2 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116493 453593 -263044 -712013 -581392 -585684
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9591,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624075200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760026819391,
    "expiration_time": 1764154512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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": [
        [
            394408.7411927019,
            354736.2119786389,
            39672.529214063,
            -807240.1284536829,
            -489796.6845736769,
            -317443.4438800054
        ],
        [
            394.408741,
            354.736212,
            39.672529,
            -807.240128,
            -489.796685,
            -317.443444
        ],
        [
            0.246737,
            0.221918,
            0.024819,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208785,
            -144253,
            -92376,
            -2681083,
            -2173080,
            -1002831
        ],
        [
            1.57898,
            2.143911,
            1.106904,
            0.841579,
            0.826588,
            0.860224
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            39,
            17,
            22,
            26,
            16,
            10
        ],
        [
            27,
            16,
            11,
            40,
            17,
            23
        ],
        [
            59.090909,
            51.515152,
            66.666667,
            39.393939,
            48.484848,
            30.30303
        ],
        [
            1.09314,
            2.017799,
            0.553452,
            1.294737,
            0.878249,
            1.978515
        ],
        [
            274434,
            274434,
            50222,
            776943,
            402633,
            776943
        ],
        [
            -186722,
            -62184,
            -186722,
            -1092761,
            -1092761,
            -452312
        ],
        [
            138,
            193,
            84,
            138,
            193,
            84
        ],
        [
            99,
            138,
            69,
            198,
            250,
            114
        ],
        [
            195,
            250,
            114,
            99,
            138,
            71
        ],
        [
            9148,
            6371,
            2777,
            9148,
            6371,
            2777
        ],
        [
            26.18078,
            26.18078,
            191.18078,
            0,
            0,
            0
        ],
        [
            2,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116493,
            453593,
            -263044,
            -712013,
            -581392,
            -585684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9591,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624075200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760026819391,
    "expiration_time": 1764154512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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)