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Trade: MASK/USDT/720/HWMA/VWAP/2370

Strategy
MASK/USDT/720/HWMA/VWAP/2370
Pair
MASK_USDT
Interval
12h
Score
308574
Daily Profit
0.171262
Profit Factor
1.288554
Profitability
50.769231
Streak
0.000000
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 04:07
Expiration Time
2025-11-17 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314922.6034 272391.8325 42530.7708 -163353.8573 -52774.5941 -110579.2632
Total P&L (%) 314.9226 272.3918 42.5308 -163.3539 -52.7746 -110.5793
Avg Daily Profit (%) 0.198 0.1713 0.0267 0 -0.0472 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236282 -157717 -187080 -189765 -64687 -136214
Profit Factor 1.1607 1.2886 1.0419 0.7436 0.8201 0.6783
Total Trades 521 260 261 521 260 261
Winning Trades 268 132 136 242 122 120
Losing Trades 253 128 125 279 138 141
Profitability (%) 51.4395 50.7692 52.1073 46.4491 46.9231 45.977
Ratio Avg Win / Avg Loss 1.0957 1.2495 0.9576 0.8573 0.9276 0.797
Largest Winning Trade 128816 128816 41103 17843 16162 17843
Largest Losing Trade -133942 -31493 -133942 -53570 -20654 -53570
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 5 5 5 6 6 6
Avg Bars in Losers 6 6 6 5 5 5
Bars Traded 3171 1593 1578 3171 1593 1578
Profit Streak 0 0 0 10.0466 13.0466 10.0466
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33012 308574 -333944 -578055 -580284 -580592
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280827285,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.93171,
            "nc": 0.31737
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            314922.6033528566,
            272391.8325491981,
            42530.7708036589,
            -163353.857308167,
            -52774.5940604215,
            -110579.2632477455
        ],
        [
            314.922603,
            272.391833,
            42.530771,
            -163.353857,
            -52.774594,
            -110.579263
        ],
        [
            0.198002,
            0.171262,
            0.026741,
            0,
            -0.047159,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236282,
            -157717,
            -187080,
            -189765,
            -64687,
            -136214
        ],
        [
            1.160658,
            1.288554,
            1.041852,
            0.743575,
            0.820065,
            0.67831
        ],
        [
            521,
            260,
            261,
            521,
            260,
            261
        ],
        [
            268,
            132,
            136,
            242,
            122,
            120
        ],
        [
            253,
            128,
            125,
            279,
            138,
            141
        ],
        [
            51.439539,
            50.769231,
            52.10728,
            46.449136,
            46.923077,
            45.977011
        ],
        [
            1.095695,
            1.249507,
            0.957584,
            0.857262,
            0.927614,
            0.797014
        ],
        [
            128816,
            128816,
            41103,
            17843,
            16162,
            17843
        ],
        [
            -133942,
            -31493,
            -133942,
            -53570,
            -20654,
            -53570
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            5,
            5,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            5,
            5,
            5
        ],
        [
            3171,
            1593,
            1578,
            3171,
            1593,
            1578
        ],
        [
            0,
            0,
            0,
            10.046612,
            13.046612,
            10.046612
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33012,
            308574,
            -333944,
            -578055,
            -580284,
            -580592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280827285,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.93171,
            "nc": 0.31737
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)