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Trade: MASK/USDT/240/PSAR/VWMA/5130

Strategy
MASK/USDT/240/PSAR/VWMA/5130
Pair
MASK_USDT
Interval
4h
Score
312515
Daily Profit
0.190326
Profit Factor
1.327754
Profitability
60.077519
Streak
4.128570
Best Strategy
Training Data Length
1593.830000
Evaluation Time
2025-10-05 02:05
Expiration Time
2025-11-21 17:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303348.0673 223584.1559 79763.9114 -33818.2402 -3864.0771 -29954.1631
Total P&L (%) 303.3481 223.5842 79.7639 -33.8182 -3.8641 -29.9542
Avg Daily Profit (%) 0.1903 0.1403 0.05 -0.0259 -0.0025 -0.0223
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166194 -150822 -122570 -113454 -71336 -108750
Profit Factor 1.3278 1.5036 1.1656 0.9344 0.9829 0.8966
Total Trades 258 129 129 258 129 129
Winning Trades 155 79 76 155 79 76
Losing Trades 103 50 53 103 50 53
Profitability (%) 60.0775 61.2403 58.9147 60.0775 61.2403 58.9147
Ratio Avg Win / Avg Loss 0.8823 0.9517 0.8129 0.6209 0.6221 0.6253
Largest Winning Trade 60363 60363 43822 18962 13499 18962
Largest Losing Trade -84386 -65798 -84386 -80245 -31717 -80245
Avg Bars in Trades 35 45 25 35 45 25
Avg Bars in Winners 25 27 22 25 27 22
Avg Bars in Losers 51 74 30 51 74 30
Bars Traded 9245 5893 3352 9245 5893 3352
Profit Streak 4.1286 4.4619 0 4.1286 4.4619 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312515 -4647 -164856 -578222 -579321 -579556
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9563,
    "evaluation_days": 1593.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625342400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759619108473,
    "expiration_time": 1763739216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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": [
        [
            303348.0672819274,
            223584.1558508291,
            79763.9114310984,
            -33818.2401823777,
            -3864.0770704748,
            -29954.1631119029
        ],
        [
            303.348067,
            223.584156,
            79.763911,
            -33.81824,
            -3.864077,
            -29.954163
        ],
        [
            0.190326,
            0.140281,
            0.050045,
            -0.025894,
            -0.002472,
            -0.022335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166194,
            -150822,
            -122570,
            -113454,
            -71336,
            -108750
        ],
        [
            1.327754,
            1.503611,
            1.165632,
            0.934397,
            0.982883,
            0.896623
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            155,
            79,
            76,
            155,
            79,
            76
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            60.077519,
            61.24031,
            58.914729,
            60.077519,
            61.24031,
            58.914729
        ],
        [
            0.882314,
            0.951653,
            0.812875,
            0.620922,
            0.622078,
            0.625277
        ],
        [
            60363,
            60363,
            43822,
            18962,
            13499,
            18962
        ],
        [
            -84386,
            -65798,
            -84386,
            -80245,
            -31717,
            -80245
        ],
        [
            35,
            45,
            25,
            35,
            45,
            25
        ],
        [
            25,
            27,
            22,
            25,
            27,
            22
        ],
        [
            51,
            74,
            30,
            51,
            74,
            30
        ],
        [
            9245,
            5893,
            3352,
            9245,
            5893,
            3352
        ],
        [
            4.12857,
            4.461904,
            0,
            4.12857,
            4.461904,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312515,
            -4647,
            -164856,
            -578222,
            -579321,
            -579556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9563,
    "evaluation_days": 1593.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625342400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759619108473,
    "expiration_time": 1763739216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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)