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Trade: MASK/USDT/60/VWAP/SWMA/5566

Strategy
MASK/USDT/60/VWAP/SWMA/5566
Pair
MASK_USDT
Interval
1h
Score
532617
Daily Profit
0.263460
Profit Factor
1.426099
Profitability
80.923077
Streak
27.033338
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 11:48
Expiration Time
2025-12-26 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274438.0897 162620.0468 111818.0429 233973.7771 49026.2184 184947.5587
Total P&L (%) 274.4381 162.62 111.818 233.9738 49.0262 184.9476
Avg Daily Profit (%) 0.2635 0.1561 0.1073 0.1158 0.0383 0.1006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101586 -63845 -78686 -559438 -375674 -227830
Profit Factor 1.4261 1.527 1.3333 1.1523 1.0594 1.26
Total Trades 325 162 163 325 162 163
Winning Trades 263 131 132 263 131 132
Losing Trades 62 31 31 62 31 31
Profitability (%) 80.9231 80.8642 80.9816 80.9231 80.8642 80.9816
Ratio Avg Win / Avg Loss 0.3362 0.3613 0.3131 0.2716 0.2507 0.2959
Largest Winning Trade 25136 25136 19401 70920 70920 53944
Largest Losing Trade -67245 -45405 -67245 -337202 -337202 -193996
Avg Bars in Trades 75 75 74 75 75 74
Avg Bars in Winners 41 41 42 41 41 42
Avg Bars in Losers 216 219 213 216 219 213
Bars Traded 24378 12217 12161 24378 12217 12161
Profit Streak 27.0333 65.8667 27.0333 27.0333 65.8667 27.0333
Trades During Streak 14 15 7 14 15 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532617 480016 -44883 -85576 -293671 -54358
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670256000000,
    "first_datapoint_time": 1671069600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760258880411,
    "expiration_time": 1766736000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "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": [
        [
            274438.0897169593,
            162620.046797084,
            111818.0429198754,
            233973.7770646509,
            49026.2184070477,
            184947.5586576031
        ],
        [
            274.43809,
            162.620047,
            111.818043,
            233.973777,
            49.026218,
            184.947559
        ],
        [
            0.26346,
            0.156115,
            0.107345,
            0.115832,
            0.038307,
            0.100575
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101586,
            -63845,
            -78686,
            -559438,
            -375674,
            -227830
        ],
        [
            1.426099,
            1.52699,
            1.3333,
            1.152307,
            1.059445,
            1.259951
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            80.923077,
            80.864198,
            80.981595,
            80.923077,
            80.864198,
            80.981595
        ],
        [
            0.336191,
            0.361349,
            0.313124,
            0.271647,
            0.250708,
            0.295898
        ],
        [
            25136,
            25136,
            19401,
            70920,
            70920,
            53944
        ],
        [
            -67245,
            -45405,
            -67245,
            -337202,
            -337202,
            -193996
        ],
        [
            75,
            75,
            74,
            75,
            75,
            74
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            216,
            219,
            213,
            216,
            219,
            213
        ],
        [
            24378,
            12217,
            12161,
            24378,
            12217,
            12161
        ],
        [
            27.033338,
            65.866671,
            27.033338,
            27.033338,
            65.866671,
            27.033338
        ],
        [
            14,
            15,
            7,
            14,
            15,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532617,
            480016,
            -44883,
            -85576,
            -293671,
            -54358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670256000000,
    "first_datapoint_time": 1671069600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760258880411,
    "expiration_time": 1766736000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "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)