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Trade: MASK/USDT/120/KCB/VWMA/5817

Strategy
MASK/USDT/120/KCB/VWMA/5817
Pair
MASK_USDT
Interval
2h
Score
453257
Daily Profit
0.291196
Profit Factor
1.397604
Profitability
57.992565
Streak
18.011817
Best Strategy
Training Data Length
1599.080000
Evaluation Time
2025-10-10 13:17
Expiration Time
2025-12-07 01:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465645.7208 371054.1338 94591.587 27326.1039 74956.5361 -47630.4321
Total P&L (%) 465.6457 371.0541 94.5916 27.3261 74.9565 -47.6304
Avg Daily Profit (%) 0.2912 0.232 0.0592 0.0151 0.035 -0.0404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225107 -185626 -116412 -280392 -196918 -148870
Profit Factor 1.3976 1.5482 1.1914 1.0199 1.0991 0.9225
Total Trades 269 134 135 269 134 135
Winning Trades 156 73 83 156 73 83
Losing Trades 113 61 52 113 61 52
Profitability (%) 57.9926 54.4776 61.4815 57.9926 54.4776 61.4815
Ratio Avg Win / Avg Loss 1.0124 1.2937 0.7464 0.7388 0.9184 0.5779
Largest Winning Trade 286982 286982 43535 111417 111417 37573
Largest Losing Trade -58047 -58047 -40027 -90940 -60648 -90940
Avg Bars in Trades 70 89 51 70 89 51
Avg Bars in Winners 62 77 49 62 77 49
Avg Bars in Losers 82 104 55 82 104 55
Bars Traded 19032 12021 7011 19032 12021 7011
Profit Streak 18.0118 18.1785 18.0118 18.0118 18.1785 18.0118
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453257 375885 -123779 -372764 -258395 -578921
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19189,
    "evaluation_days": 1599.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622714400000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760091420995,
    "expiration_time": 1765064188800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 80,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            465645.7207638201,
            371054.1337659519,
            94591.5869978686,
            27326.1039169617,
            74956.5360523115,
            -47630.4321353498
        ],
        [
            465.645721,
            371.054134,
            94.591587,
            27.326104,
            74.956536,
            -47.630432
        ],
        [
            0.291196,
            0.232042,
            0.059154,
            0.015109,
            0.034987,
            -0.040443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225107,
            -185626,
            -116412,
            -280392,
            -196918,
            -148870
        ],
        [
            1.397604,
            1.548242,
            1.191356,
            1.019936,
            1.0991,
            0.922466
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            156,
            73,
            83,
            156,
            73,
            83
        ],
        [
            113,
            61,
            52,
            113,
            61,
            52
        ],
        [
            57.992565,
            54.477612,
            61.481481,
            57.992565,
            54.477612,
            61.481481
        ],
        [
            1.012367,
            1.293737,
            0.746392,
            0.7388,
            0.918426,
            0.57793
        ],
        [
            286982,
            286982,
            43535,
            111417,
            111417,
            37573
        ],
        [
            -58047,
            -58047,
            -40027,
            -90940,
            -60648,
            -90940
        ],
        [
            70,
            89,
            51,
            70,
            89,
            51
        ],
        [
            62,
            77,
            49,
            62,
            77,
            49
        ],
        [
            82,
            104,
            55,
            82,
            104,
            55
        ],
        [
            19032,
            12021,
            7011,
            19032,
            12021,
            7011
        ],
        [
            18.011817,
            18.178484,
            18.011817,
            18.011817,
            18.178484,
            18.011817
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453257,
            375885,
            -123779,
            -372764,
            -258395,
            -578921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19189,
    "evaluation_days": 1599.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622714400000,
    "last_datapoint_time": 1760090400000,
    "evaluation_time": 1760091420995,
    "expiration_time": 1765064188800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 80,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)