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Trade: MASK/USDT/120/DCL/VWMA/2289

Strategy
MASK/USDT/120/DCL/VWMA/2289
Pair
MASK_USDT
Interval
2h
Score
597002
Daily Profit
0.378941
Profit Factor
2.164077
Profitability
66.917293
Streak
23.591920
Best Strategy
Training Data Length
1595.080000
Evaluation Time
2025-10-06 15:12
Expiration Time
2025-12-02 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604440.6397 395078.8434 209361.7963 1315716.2662 -78698.9832 1394415.2494
Total P&L (%) 604.4406 395.0788 209.3618 1315.7163 -78.699 1394.4152
Avg Daily Profit (%) 0.3789 0.2477 0.1313 0.1663 -0.0969 0.1697
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126795 -137316 -17076 -1014860 -1247090 -210250
Profit Factor 2.1641 1.9409 3.1072 1.277 0.9793 2.4825
Total Trades 133 66 67 133 66 67
Winning Trades 89 42 47 89 42 47
Losing Trades 44 24 20 44 24 20
Profitability (%) 66.9173 63.6364 70.1493 66.9173 63.6364 70.1493
Ratio Avg Win / Avg Loss 1.0699 1.1091 1.3222 0.6313 0.5596 1.0564
Largest Winning Trade 229816 229816 31085 464303 360075 464303
Largest Losing Trade -70800 -70800 -13040 -639992 -639992 -205248
Avg Bars in Trades 137 240 35 137 240 35
Avg Bars in Winners 83 141 31 83 141 31
Avg Bars in Losers 246 414 44 246 414 44
Bars Traded 18258 15880 2378 18258 15880 2378
Profit Streak 23.5919 23.5919 78.5919 23.5919 23.5919 78.5919
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 597002 -111263 -125672 361324 -702645 -101300
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19141,
    "evaluation_days": 1595.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623621600000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759752741861,
    "expiration_time": 1764706147200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "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": [
        [
            604440.6397447973,
            395078.8434393877,
            209361.7963054096,
            1315716.2661976528,
            -78698.9832155601,
            1394415.2494132137
        ],
        [
            604.44064,
            395.078843,
            209.361796,
            1315.716266,
            -78.698983,
            1394.415249
        ],
        [
            0.378941,
            0.247686,
            0.131255,
            0.166288,
            -0.096902,
            0.169685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126795,
            -137316,
            -17076,
            -1014860,
            -1247090,
            -210250
        ],
        [
            2.164077,
            1.940909,
            3.107227,
            1.277008,
            0.979339,
            2.482466
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            66.917293,
            63.636364,
            70.149254,
            66.917293,
            63.636364,
            70.149254
        ],
        [
            1.069881,
            1.109091,
            1.322224,
            0.63133,
            0.559623,
            1.056368
        ],
        [
            229816,
            229816,
            31085,
            464303,
            360075,
            464303
        ],
        [
            -70800,
            -70800,
            -13040,
            -639992,
            -639992,
            -205248
        ],
        [
            137,
            240,
            35,
            137,
            240,
            35
        ],
        [
            83,
            141,
            31,
            83,
            141,
            31
        ],
        [
            246,
            414,
            44,
            246,
            414,
            44
        ],
        [
            18258,
            15880,
            2378,
            18258,
            15880,
            2378
        ],
        [
            23.59192,
            23.59192,
            78.59192,
            23.59192,
            23.59192,
            78.59192
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            597002,
            -111263,
            -125672,
            361324,
            -702645,
            -101300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19141,
    "evaluation_days": 1595.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623621600000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759752741861,
    "expiration_time": 1764706147200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 237,
            "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)