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Trade: MASK/USDT/60/VWAP/SSF/3465

Strategy
MASK/USDT/60/VWAP/SSF/3465
Pair
MASK_USDT
Interval
1h
Score
549922
Daily Profit
0.334692
Profit Factor
1.457402
Profitability
76.502732
Streak
23.755476
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 21:07
Expiration Time
2025-12-22 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348638.5399 186316.2603 162322.2795 586961.2168 192884.9528 394076.264
Total P&L (%) 348.6385 186.3163 162.3223 586.9612 192.885 394.0763
Avg Daily Profit (%) 0.3347 0.1789 0.1558 0.1852 0.1032 0.1535
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93884 -58249 -84924 -277976 -250220 -132713
Profit Factor 1.4574 1.4818 1.4323 1.4183 1.2485 1.6286
Total Trades 366 183 183 366 183 183
Winning Trades 280 141 139 280 141 139
Losing Trades 86 42 44 86 42 44
Profitability (%) 76.5027 77.0492 75.9563 76.5027 77.0492 75.9563
Ratio Avg Win / Avg Loss 0.4476 0.4414 0.4534 0.4356 0.3719 0.5155
Largest Winning Trade 29716 29716 26522 82577 69589 82577
Largest Losing Trade -57054 -50077 -57054 -231423 -231423 -107486
Avg Bars in Trades 68 67 68 68 67 68
Avg Bars in Winners 39 38 41 39 38 41
Avg Bars in Losers 160 166 154 160 166 154
Bars Traded 24939 12429 12510 24939 12429 12510
Profit Streak 23.7555 31.7138 23.7555 23.7555 31.7138 23.7555
Trades During Streak 14 8 7 14 8 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549922 450511 427187 510318 -51538 465341
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669942800000,
    "first_datapoint_time": 1669942800000,
    "last_datapoint_time": 1759942800000,
    "evaluation_time": 1759946873119,
    "expiration_time": 1766422800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            348638.5398735353,
            186316.2603406055,
            162322.2795329299,
            586961.2167715009,
            192884.9527587339,
            394076.264012767
        ],
        [
            348.63854,
            186.31626,
            162.32228,
            586.961217,
            192.884953,
            394.076264
        ],
        [
            0.334692,
            0.178863,
            0.155829,
            0.185173,
            0.103215,
            0.153479
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93884,
            -58249,
            -84924,
            -277976,
            -250220,
            -132713
        ],
        [
            1.457402,
            1.481772,
            1.432301,
            1.41832,
            1.248504,
            1.628556
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            280,
            141,
            139,
            280,
            141,
            139
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            76.502732,
            77.04918,
            75.956284,
            76.502732,
            77.04918,
            75.956284
        ],
        [
            0.44763,
            0.441379,
            0.45339,
            0.435627,
            0.371895,
            0.515514
        ],
        [
            29716,
            29716,
            26522,
            82577,
            69589,
            82577
        ],
        [
            -57054,
            -50077,
            -57054,
            -231423,
            -231423,
            -107486
        ],
        [
            68,
            67,
            68,
            68,
            67,
            68
        ],
        [
            39,
            38,
            41,
            39,
            38,
            41
        ],
        [
            160,
            166,
            154,
            160,
            166,
            154
        ],
        [
            24939,
            12429,
            12510,
            24939,
            12429,
            12510
        ],
        [
            23.755476,
            31.713809,
            23.755476,
            23.755476,
            31.713809,
            23.755476
        ],
        [
            14,
            8,
            7,
            14,
            8,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549922,
            450511,
            427187,
            510318,
            -51538,
            465341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669942800000,
    "first_datapoint_time": 1669942800000,
    "last_datapoint_time": 1759942800000,
    "evaluation_time": 1759946873119,
    "expiration_time": 1766422800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 3
        }
    }
}

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)