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Trade: MASK/USDT/60/DCL/VWMA/8822

Strategy
MASK/USDT/60/DCL/VWMA/8822
Pair
MASK_USDT
Interval
1h
Score
312060
Daily Profit
0.161994
Profit Factor
1.261488
Profitability
65.486726
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 17:39
Expiration Time
2025-12-14 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168744.4924 116522.2507 52222.2417 222.307 -20587.0509 20809.358
Total P&L (%) 168.7445 116.5223 52.2222 0.2223 -20.5871 20.8094
Avg Daily Profit (%) 0.162 0.1119 0.0501 0.0002 -0.0221 0.0182
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103616 -94606 -38726 -247887 -219552 -105124
Profit Factor 1.2615 1.2624 1.2594 1.0003 0.9644 1.0828
Total Trades 226 113 113 226 113 113
Winning Trades 148 72 76 148 72 76
Losing Trades 78 41 37 78 41 37
Profitability (%) 65.4867 63.7168 67.2566 65.4867 63.7168 67.2566
Ratio Avg Win / Avg Loss 0.6648 0.7189 0.6131 0.5272 0.5492 0.5272
Largest Winning Trade 42583 42583 15986 67170 67170 24841
Largest Losing Trade -64889 -64889 -38726 -107930 -107930 -105124
Avg Bars in Trades 108 181 34 108 181 34
Avg Bars in Winners 75 122 30 75 122 30
Avg Bars in Losers 170 284 44 170 284 44
Bars Traded 24440 20506 3934 24440 20506 3934
Profit Streak 0 52.6526 0 0 52.6526 0
Trades During Streak 0 7 0 0 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312060 -42346 -126995 -577008 -577654 -304047
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669240800000,
    "first_datapoint_time": 1669982400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759243188278,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "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": [
        [
            168744.492377831,
            116522.2506973341,
            52222.2416804968,
            222.3070293464,
            -20587.0509387075,
            20809.3579680539
        ],
        [
            168.744492,
            116.522251,
            52.222242,
            0.222307,
            -20.587051,
            20.809358
        ],
        [
            0.161994,
            0.111861,
            0.050133,
            0.000213,
            -0.022126,
            0.01815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103616,
            -94606,
            -38726,
            -247887,
            -219552,
            -105124
        ],
        [
            1.261488,
            1.262436,
            1.259397,
            1.000268,
            0.964426,
            1.082835
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            148,
            72,
            76,
            148,
            72,
            76
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            65.486726,
            63.716814,
            67.256637,
            65.486726,
            63.716814,
            67.256637
        ],
        [
            0.664838,
            0.718887,
            0.613127,
            0.527168,
            0.549187,
            0.52717
        ],
        [
            42583,
            42583,
            15986,
            67170,
            67170,
            24841
        ],
        [
            -64889,
            -64889,
            -38726,
            -107930,
            -107930,
            -105124
        ],
        [
            108,
            181,
            34,
            108,
            181,
            34
        ],
        [
            75,
            122,
            30,
            75,
            122,
            30
        ],
        [
            170,
            284,
            44,
            170,
            284,
            44
        ],
        [
            24440,
            20506,
            3934,
            24440,
            20506,
            3934
        ],
        [
            0,
            52.652642,
            0,
            0,
            52.652642,
            0
        ],
        [
            0,
            7,
            0,
            0,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312060,
            -42346,
            -126995,
            -577008,
            -577654,
            -304047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669240800000,
    "first_datapoint_time": 1669982400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759243188278,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 207,
            "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)