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Trade: MASK/USDT/240/PSAR/VWMA/5692

Strategy
MASK/USDT/240/PSAR/VWMA/5692
Pair
MASK_USDT
Interval
4h
Score
410911
Daily Profit
0.159167
Profit Factor
1.542317
Profitability
60.000000
Streak
14.806138
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 10:20
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359862.1925 252041.7267 107820.4658 90912.2173 -2704.1773 93616.3946
Total P&L (%) 359.8622 252.0417 107.8205 90.9122 -2.7042 93.6164
Avg Daily Profit (%) 0.2273 0.1592 0.0681 0.0408 -0.0017 0.0417
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164502 -145788 -109783 -237820 -197891 -131265
Profit Factor 1.383 1.5423 1.2271 1.0634 0.9964 1.1366
Total Trades 261 130 131 261 130 131
Winning Trades 153 78 75 153 78 75
Losing Trades 108 52 56 108 52 56
Profitability (%) 58.6207 60 57.2519 58.6207 60 57.2519
Ratio Avg Win / Avg Loss 0.9762 1.0282 0.9162 0.7506 0.6643 0.8487
Largest Winning Trade 60363 60363 43822 64489 47570 64489
Largest Losing Trade -68859 -68859 -65024 -106003 -106003 -72588
Avg Bars in Trades 35 44 25 35 44 25
Avg Bars in Winners 25 26 23 25 26 23
Avg Bars in Losers 49 71 28 49 71 28
Bars Traded 9185 5799 3386 9185 5799 3386
Profit Streak 13.6395 14.8061 13.6395 13.6395 14.8061 13.6395
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392058 410911 -101538 -286672 -578200 -206597

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625169600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871250336,
    "expiration_time": 1762819632000,
    "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": 227,
            "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": [
        [
            359862.1924547871,
            252041.7267031568,
            107820.4657516301,
            90912.2173314072,
            -2704.1772771695,
            93616.394608577
        ],
        [
            359.862192,
            252.041727,
            107.820466,
            90.912217,
            -2.704177,
            93.616395
        ],
        [
            0.227257,
            0.159167,
            0.06809,
            0.040845,
            -0.001731,
            0.041733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164502,
            -145788,
            -109783,
            -237820,
            -197891,
            -131265
        ],
        [
            1.383016,
            1.542317,
            1.227086,
            1.063414,
            0.996386,
            1.13659
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            153,
            78,
            75,
            153,
            78,
            75
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            58.62069,
            60,
            57.251908,
            58.62069,
            60,
            57.251908
        ],
        [
            0.976247,
            1.028211,
            0.916225,
            0.750645,
            0.664257,
            0.848654
        ],
        [
            60363,
            60363,
            43822,
            64489,
            47570,
            64489
        ],
        [
            -68859,
            -68859,
            -65024,
            -106003,
            -106003,
            -72588
        ],
        [
            35,
            44,
            25,
            35,
            44,
            25
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            49,
            71,
            28,
            49,
            71,
            28
        ],
        [
            9185,
            5799,
            3386,
            9185,
            5799,
            3386
        ],
        [
            13.639471,
            14.806138,
            13.639471,
            13.639471,
            14.806138,
            13.639471
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392058,
            410911,
            -101538,
            -286672,
            -578200,
            -206597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625169600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871250336,
    "expiration_time": 1762819632000,
    "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": 227,
            "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)