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Trade: MASK/USDT/240/HILO/VWMA/4519

Strategy
MASK/USDT/240/HILO/VWMA/4519
Pair
MASK_USDT
Interval
4h
Score
555848
Daily Profit
0.387747
Profit Factor
1.621827
Profitability
56.643357
Streak
16.454410
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 21:54
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617553.4191 432084.8784 185468.5407 1110051.9223 14064.8861 1095987.0362
Total P&L (%) 617.5534 432.0849 185.4685 1110.0519 14.0649 1095.987
Avg Daily Profit (%) 0.3877 0.2713 0.1165 0.1567 0.0083 0.1559
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86209 -133049 -66418 -1963097 -1703714 -1449442
Profit Factor 1.6218 1.7343 1.4582 1.0735 1.0016 1.1768
Total Trades 286 143 143 286 143 143
Winning Trades 162 73 89 162 73 89
Losing Trades 124 70 54 124 70 54
Profitability (%) 56.6434 51.049 62.2378 56.6434 51.049 62.2378
Ratio Avg Win / Avg Loss 1.2414 1.6631 0.8848 0.8217 0.9604 0.714
Largest Winning Trade 190421 190421 54235 880955 880955 849272
Largest Losing Trade -46164 -46164 -34055 -895683 -895683 -805959
Avg Bars in Trades 32 43 21 32 43 21
Avg Bars in Winners 26 34 19 26 34 19
Avg Bars in Losers 41 53 25 41 53 25
Bars Traded 9393 6288 3105 9393 6288 3105
Profit Streak 16.4544 29.2877 16.4544 16.4544 29.2877 16.4544
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 555848 465990 -35890 -129799 -440132 -17807
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623254400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759517661019,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            617553.4191452295,
            432084.8784374351,
            185468.5407077938,
            1110051.9222952097,
            14064.8861418325,
            1095987.0361533768
        ],
        [
            617.553419,
            432.084878,
            185.468541,
            1110.051922,
            14.064886,
            1095.987036
        ],
        [
            0.387747,
            0.271296,
            0.116451,
            0.156668,
            0.008263,
            0.155933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86209,
            -133049,
            -66418,
            -1963097,
            -1703714,
            -1449442
        ],
        [
            1.621827,
            1.734347,
            1.458248,
            1.073535,
            1.001581,
            1.176784
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            162,
            73,
            89,
            162,
            73,
            89
        ],
        [
            124,
            70,
            54,
            124,
            70,
            54
        ],
        [
            56.643357,
            51.048951,
            62.237762,
            56.643357,
            51.048951,
            62.237762
        ],
        [
            1.241398,
            1.663072,
            0.88478,
            0.821718,
            0.96042,
            0.714004
        ],
        [
            190421,
            190421,
            54235,
            880955,
            880955,
            849272
        ],
        [
            -46164,
            -46164,
            -34055,
            -895683,
            -895683,
            -805959
        ],
        [
            32,
            43,
            21,
            32,
            43,
            21
        ],
        [
            26,
            34,
            19,
            26,
            34,
            19
        ],
        [
            41,
            53,
            25,
            41,
            53,
            25
        ],
        [
            9393,
            6288,
            3105,
            9393,
            6288,
            3105
        ],
        [
            16.45441,
            29.287743,
            16.45441,
            16.45441,
            29.287743,
            16.45441
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            555848,
            465990,
            -35890,
            -129799,
            -440132,
            -17807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623254400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759517661019,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)