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Trade: MASK/USDT/60/SMA/VWMA/5473

Strategy
MASK/USDT/60/SMA/VWMA/5473
Pair
MASK_USDT
Interval
1h
Score
482249
Daily Profit
0.274835
Profit Factor
1.379465
Profitability
72.491909
Streak
24.885310
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 06:14
Expiration Time
2025-12-24 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286287.5795 175046.3841 111241.1954 295254.3671 130058.1765 165196.1906
Total P&L (%) 286.2876 175.0464 111.2412 295.2544 130.0582 165.1962
Avg Daily Profit (%) 0.2748 0.168 0.1068 0.132 0.08 0.0937
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93873 -73375 -80187 -137423 -141719 -90098
Profit Factor 1.3795 1.4676 1.2927 1.2864 1.2425 1.3338
Total Trades 309 154 155 309 154 155
Winning Trades 224 110 114 224 110 114
Losing Trades 85 44 41 85 44 41
Profitability (%) 72.4919 71.4286 73.5484 72.4919 71.4286 73.5484
Ratio Avg Win / Avg Loss 0.5235 0.587 0.4649 0.4881 0.497 0.4797
Largest Winning Trade 43912 43912 28615 69972 45112 69972
Largest Losing Trade -58715 -33044 -58715 -103922 -103922 -58923
Avg Bars in Trades 79 84 73 79 84 73
Avg Bars in Winners 49 53 46 49 53 46
Avg Bars in Losers 156 164 148 156 164 148
Bars Traded 24465 13076 11389 24465 13076 11389
Profit Streak 24.8853 63.927 24.8853 24.8853 63.927 24.8853
Trades During Streak 10 12 5 10 12 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482249 414364 -47192 -12206 -83332 -64432
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670065200000,
    "first_datapoint_time": 1670619600000,
    "last_datapoint_time": 1760065200000,
    "evaluation_time": 1760066090810,
    "expiration_time": 1766545200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "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": [
        [
            286287.5795099268,
            175046.3840647564,
            111241.1954451707,
            295254.367143467,
            130058.1765359671,
            165196.1906074997
        ],
        [
            286.28758,
            175.046384,
            111.241195,
            295.254367,
            130.058177,
            165.196191
        ],
        [
            0.274835,
            0.168044,
            0.106791,
            0.132025,
            0.080015,
            0.093672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93873,
            -73375,
            -80187,
            -137423,
            -141719,
            -90098
        ],
        [
            1.379465,
            1.46762,
            1.292651,
            1.286362,
            1.242543,
            1.333847
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            224,
            110,
            114,
            224,
            110,
            114
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            72.491909,
            71.428571,
            73.548387,
            72.491909,
            71.428571,
            73.548387
        ],
        [
            0.523458,
            0.587048,
            0.464901,
            0.488128,
            0.497017,
            0.479717
        ],
        [
            43912,
            43912,
            28615,
            69972,
            45112,
            69972
        ],
        [
            -58715,
            -33044,
            -58715,
            -103922,
            -103922,
            -58923
        ],
        [
            79,
            84,
            73,
            79,
            84,
            73
        ],
        [
            49,
            53,
            46,
            49,
            53,
            46
        ],
        [
            156,
            164,
            148,
            156,
            164,
            148
        ],
        [
            24465,
            13076,
            11389,
            24465,
            13076,
            11389
        ],
        [
            24.88531,
            63.926977,
            24.88531,
            24.88531,
            63.926977,
            24.88531
        ],
        [
            10,
            12,
            5,
            10,
            12,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482249,
            414364,
            -47192,
            -12206,
            -83332,
            -64432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670065200000,
    "first_datapoint_time": 1670619600000,
    "last_datapoint_time": 1760065200000,
    "evaluation_time": 1760066090810,
    "expiration_time": 1766545200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "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)