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Trade: MASK/USDT/360/VWAP/SUPERTREND/1593

Strategy
MASK/USDT/360/VWAP/SUPERTREND/1593
Pair
MASK_USDT
Interval
6h
Score
328288
Daily Profit
0.177932
Profit Factor
1.263588
Profitability
58.419244
Streak
6.893553
Best Strategy
Training Data Length
1589.000000
Evaluation Time
2025-09-30 06:26
Expiration Time
2025-11-16 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338793.9702 282733.9618 56060.0084 -39555.0082 17695.4208 -57250.4289
Total P&L (%) 338.794 282.734 56.06 -39.555 17.6954 -57.2504
Avg Daily Profit (%) 0.2132 0.1779 0.0353 -0.0317 0.0103 -0.0535
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -319680 -140158 -225008 -159532 -72967 -105733
Profit Factor 1.1679 1.2636 1.0593 0.9328 1.0603 0.8062
Total Trades 581 291 290 581 291 290
Winning Trades 358 170 188 358 170 188
Losing Trades 223 121 102 223 121 102
Profitability (%) 61.6179 58.4192 64.8276 61.6179 58.4192 64.8276
Ratio Avg Win / Avg Loss 0.7275 0.8994 0.5747 0.5811 0.7547 0.4374
Largest Winning Trade 67867 67867 31924 39619 39619 21714
Largest Losing Trade -53922 -53922 -39327 -46696 -46696 -42036
Avg Bars in Trades 10 11 9 10 11 9
Avg Bars in Winners 7 8 7 7 8 7
Avg Bars in Losers 15 16 13 15 16 13
Bars Traded 6258 3435 2823 6258 3435 2823
Profit Streak 6.8936 6.8936 15.8936 6.8936 6.8936 15.8936
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23338 328288 -298955 -574335 -339958 -576077
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6356,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623650400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759202802956,
    "expiration_time": 1763309088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 1.19586
        }
    }
}
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": [
        [
            338793.9701819913,
            282733.9617623377,
            56060.0084196534,
            -39555.0081605705,
            17695.4207744053,
            -57250.4289349759
        ],
        [
            338.79397,
            282.733962,
            56.060008,
            -39.555008,
            17.695421,
            -57.250429
        ],
        [
            0.213212,
            0.177932,
            0.03528,
            -0.031678,
            0.010254,
            -0.053467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -319680,
            -140158,
            -225008,
            -159532,
            -72967,
            -105733
        ],
        [
            1.16789,
            1.263588,
            1.059303,
            0.932844,
            1.060275,
            0.806208
        ],
        [
            581,
            291,
            290,
            581,
            291,
            290
        ],
        [
            358,
            170,
            188,
            358,
            170,
            188
        ],
        [
            223,
            121,
            102,
            223,
            121,
            102
        ],
        [
            61.6179,
            58.419244,
            64.827586,
            61.6179,
            58.419244,
            64.827586
        ],
        [
            0.727485,
            0.899377,
            0.574728,
            0.581073,
            0.754666,
            0.43741
        ],
        [
            67867,
            67867,
            31924,
            39619,
            39619,
            21714
        ],
        [
            -53922,
            -53922,
            -39327,
            -46696,
            -46696,
            -42036
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            15,
            16,
            13,
            15,
            16,
            13
        ],
        [
            6258,
            3435,
            2823,
            6258,
            3435,
            2823
        ],
        [
            6.893553,
            6.893553,
            15.893553,
            6.893553,
            6.893553,
            15.893553
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23338,
            328288,
            -298955,
            -574335,
            -339958,
            -576077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6356,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623650400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759202802956,
    "expiration_time": 1763309088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 1.19586
        }
    }
}

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)