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Trade: MASK/USDT/480/EMA/VWMA/5666

Strategy
MASK/USDT/480/EMA/VWMA/5666
Pair
MASK_USDT
Interval
8h
Score
478867
Daily Profit
0.249807
Profit Factor
1.703513
Profitability
61.290323
Streak
40.423648
Best Strategy
Training Data Length
1585.670000
Evaluation Time
2025-09-26 21:10
Expiration Time
2025-11-12 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396111.1722 269468.496 126642.6762 42152.4558 72888.533 -30736.0772
Total P&L (%) 396.1112 269.4685 126.6427 42.1525 72.8885 -30.7361
Avg Daily Profit (%) 0.2498 0.1699 0.0799 0.0222 0.0345 -0.0232
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96263 -110298 -76340 -322259 -216699 -243047
Profit Factor 1.7035 1.8327 1.5289 1.0346 1.1155 0.9476
Total Trades 93 46 47 93 46 47
Winning Trades 57 26 31 57 26 31
Losing Trades 36 20 16 36 20 16
Profitability (%) 61.2903 56.5217 65.9574 61.2903 56.5217 65.9574
Ratio Avg Win / Avg Loss 1.0759 1.4098 0.7891 0.6535 0.8581 0.4891
Largest Winning Trade 271117 271117 52381 228752 228752 84459
Largest Losing Trade -76340 -47802 -76340 -243047 -123032 -243047
Avg Bars in Trades 48 67 30 48 67 30
Avg Bars in Winners 41 55 29 41 55 29
Avg Bars in Losers 60 83 32 60 83 32
Bars Traded 4524 3101 1423 4524 3101 1423
Profit Streak 40.4236 40.4236 59.0903 40.4236 40.4236 59.0903
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478867 403121 -83373 -346217 -240419 -577650

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 1585.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623945600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758910203179,
    "expiration_time": 1762983648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "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": [
        [
            396111.1722040956,
            269468.4959717383,
            126642.6762323573,
            42152.4558215925,
            72888.5330223755,
            -30736.077200783
        ],
        [
            396.111172,
            269.468496,
            126.642676,
            42.152456,
            72.888533,
            -30.736077
        ],
        [
            0.249807,
            0.16994,
            0.079867,
            0.022184,
            0.034532,
            -0.023158
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96263,
            -110298,
            -76340,
            -322259,
            -216699,
            -243047
        ],
        [
            1.703513,
            1.832709,
            1.528907,
            1.034633,
            1.115519,
            0.947564
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            61.290323,
            56.521739,
            65.957447,
            61.290323,
            56.521739,
            65.957447
        ],
        [
            1.075903,
            1.409776,
            0.789113,
            0.653452,
            0.858091,
            0.489065
        ],
        [
            271117,
            271117,
            52381,
            228752,
            228752,
            84459
        ],
        [
            -76340,
            -47802,
            -76340,
            -243047,
            -123032,
            -243047
        ],
        [
            48,
            67,
            30,
            48,
            67,
            30
        ],
        [
            41,
            55,
            29,
            41,
            55,
            29
        ],
        [
            60,
            83,
            32,
            60,
            83,
            32
        ],
        [
            4524,
            3101,
            1423,
            4524,
            3101,
            1423
        ],
        [
            40.423648,
            40.423648,
            59.090314,
            40.423648,
            40.423648,
            59.090315
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478867,
            403121,
            -83373,
            -346217,
            -240419,
            -577650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 1585.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623945600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758910203179,
    "expiration_time": 1762983648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "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)