← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MASK/USDT/60/VWAP/T3/6947

Strategy
MASK/USDT/60/VWAP/T3/6947
Pair
MASK_USDT
Interval
1h
Score
491966
Daily Profit
0.211511
Profit Factor
1.329262
Profitability
80.864198
Streak
21.472882
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 22:20
Expiration Time
2025-12-20 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220324.3842 136268.1287 84056.2555 78282.4394 39330.1454 38952.294
Total P&L (%) 220.3244 136.2681 84.0563 78.2824 39.3301 38.9523
Avg Daily Profit (%) 0.2115 0.1308 0.0807 0.0555 0.0318 0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90306 -65061 -71857 -270373 -222096 -134307
Profit Factor 1.3293 1.4523 1.2285 1.0572 1.0605 1.0543
Total Trades 324 162 162 324 162 162
Winning Trades 262 131 131 262 131 131
Losing Trades 62 31 31 62 31 31
Profitability (%) 80.8642 80.8642 80.8642 80.8642 80.8642 80.8642
Ratio Avg Win / Avg Loss 0.3146 0.3437 0.2907 0.2502 0.251 0.2495
Largest Winning Trade 29716 29716 19401 40580 40580 33577
Largest Losing Trade -67501 -48702 -67501 -179108 -179108 -134307
Avg Bars in Trades 75 70 79 75 70 79
Avg Bars in Winners 44 41 46 44 41 46
Avg Bars in Losers 205 192 219 205 192 219
Bars Traded 24307 11364 12943 24307 11364 12943
Profit Streak 21.4729 60.5145 21.4729 21.4729 60.5145 21.4729
Trades During Streak 9 12 4 9 12 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491966 -12794 -81178 -270656 -302032 -309430
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669777200000,
    "first_datapoint_time": 1670320800000,
    "last_datapoint_time": 1759777200000,
    "evaluation_time": 1759778457042,
    "expiration_time": 1766257200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 152,
            "offset": 0,
            "a": 0.64294
        }
    }
}
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": [
        [
            220324.3842031826,
            136268.1286745999,
            84056.2555285826,
            78282.4393927682,
            39330.1454296902,
            38952.2939630779
        ],
        [
            220.324384,
            136.268129,
            84.056256,
            78.282439,
            39.330145,
            38.952294
        ],
        [
            0.211511,
            0.130817,
            0.080694,
            0.055522,
            0.031846,
            0.031585
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90306,
            -65061,
            -71857,
            -270373,
            -222096,
            -134307
        ],
        [
            1.329262,
            1.45232,
            1.228488,
            1.05724,
            1.060497,
            1.054288
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            80.864198,
            80.864198,
            80.864198,
            80.864198,
            80.864198,
            80.864198
        ],
        [
            0.314558,
            0.343679,
            0.290711,
            0.250186,
            0.250957,
            0.249488
        ],
        [
            29716,
            29716,
            19401,
            40580,
            40580,
            33577
        ],
        [
            -67501,
            -48702,
            -67501,
            -179108,
            -179108,
            -134307
        ],
        [
            75,
            70,
            79,
            75,
            70,
            79
        ],
        [
            44,
            41,
            46,
            44,
            41,
            46
        ],
        [
            205,
            192,
            219,
            205,
            192,
            219
        ],
        [
            24307,
            11364,
            12943,
            24307,
            11364,
            12943
        ],
        [
            21.472882,
            60.514549,
            21.472882,
            21.472882,
            60.514549,
            21.472882
        ],
        [
            9,
            12,
            4,
            9,
            12,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491966,
            -12794,
            -81178,
            -270656,
            -302032,
            -309430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669777200000,
    "first_datapoint_time": 1670320800000,
    "last_datapoint_time": 1759777200000,
    "evaluation_time": 1759778457042,
    "expiration_time": 1766257200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 152,
            "offset": 0,
            "a": 0.64294
        }
    }
}

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)