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Trade: MASK/USDT/60/VWAP/KCU/9197

Strategy
MASK/USDT/60/VWAP/KCU/9197
Pair
MASK_USDT
Interval
1h
Score
632671
Daily Profit
0.496957
Profit Factor
1.474457
Profitability
63.878327
Streak
5.403941
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 14:41
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517639.9861 292551.1449 225088.8411 4101341.8095 323837.9504 3777503.8591
Total P&L (%) 517.64 292.5511 225.0888 4101.3418 323.838 3777.5039
Avg Daily Profit (%) 0.497 0.2809 0.2161 0.3595 0.1387 0.3518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83048 -94024 -32139 -4064034 -3826323 -1041692
Profit Factor 1.4745 1.3976 1.6336 1.1872 1.0204 1.6295
Total Trades 789 394 395 789 394 395
Winning Trades 504 263 241 504 263 241
Losing Trades 285 131 154 285 131 154
Profitability (%) 63.8783 66.7513 61.0127 63.8783 66.7513 61.0127
Ratio Avg Win / Avg Loss 0.8338 0.6962 1.0439 0.6713 0.5082 1.0412
Largest Winning Trade 29499 28175 29499 1738349 921514 1738349
Largest Losing Trade -47033 -47033 -19426 -3589273 -3589273 -829277
Avg Bars in Trades 31 51 11 31 51 11
Avg Bars in Winners 20 30 9 20 30 9
Avg Bars in Losers 51 94 13 51 94 13
Bars Traded 24797 20427 4370 24797 20427 4370
Profit Streak 5.4039 5.4873 5.4039 5.4039 5.4873 5.4039
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 632671 421497 491890 23158 -203233 548355

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668844800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758886900537,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 33,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            517639.9860894557,
            292551.1449425627,
            225088.8411468929,
            4101341.809465343,
            323837.9503632538,
            3777503.8591020894
        ],
        [
            517.639986,
            292.551145,
            225.088841,
            4101.341809,
            323.83795,
            3777.503859
        ],
        [
            0.496957,
            0.280862,
            0.216095,
            0.359508,
            0.138744,
            0.35178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83048,
            -94024,
            -32139,
            -4064034,
            -3826323,
            -1041692
        ],
        [
            1.474457,
            1.397629,
            1.633557,
            1.187201,
            1.020357,
            1.629471
        ],
        [
            789,
            394,
            395,
            789,
            394,
            395
        ],
        [
            504,
            263,
            241,
            504,
            263,
            241
        ],
        [
            285,
            131,
            154,
            285,
            131,
            154
        ],
        [
            63.878327,
            66.751269,
            61.012658,
            63.878327,
            66.751269,
            61.012658
        ],
        [
            0.83377,
            0.696158,
            1.04385,
            0.671334,
            0.508239,
            1.041239
        ],
        [
            29499,
            28175,
            29499,
            1738349,
            921514,
            1738349
        ],
        [
            -47033,
            -47033,
            -19426,
            -3589273,
            -3589273,
            -829277
        ],
        [
            31,
            51,
            11,
            31,
            51,
            11
        ],
        [
            20,
            30,
            9,
            20,
            30,
            9
        ],
        [
            51,
            94,
            13,
            51,
            94,
            13
        ],
        [
            24797,
            20427,
            4370,
            24797,
            20427,
            4370
        ],
        [
            5.403941,
            5.487275,
            5.403941,
            5.403941,
            5.487275,
            5.403941
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            632671,
            421497,
            491890,
            23158,
            -203233,
            548355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668844800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758886900537,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 33,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)