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Trade: MASK/USDT/120/MIDPOINT/VWMA/3718

Strategy
MASK/USDT/120/MIDPOINT/VWMA/3718
Pair
MASK_USDT
Interval
2h
Score
497156
Daily Profit
0.428794
Profit Factor
1.590825
Profitability
62.698413
Streak
0.000000
Best Strategy
Training Data Length
1590.080000
Evaluation Time
2025-10-01 13:55
Expiration Time
2025-11-27 17:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 681816.2361 433422.3072 248393.9289 222928.3403 117871.5409 105056.7994
Total P&L (%) 681.8162 433.4223 248.3939 222.9283 117.8715 105.0568
Avg Daily Profit (%) 0.4288 0.2726 0.1562 0.0738 0.049 0.0452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122444 -74066 -133508 -111023 -68475 -112502
Profit Factor 1.5908 1.7579 1.4267 1.339 1.3562 1.3217
Total Trades 378 189 189 378 189 189
Winning Trades 237 119 118 237 119 118
Losing Trades 141 70 71 141 70 71
Profitability (%) 62.6984 62.963 62.4339 62.6984 62.963 62.4339
Ratio Avg Win / Avg Loss 0.9464 1.0341 0.8584 0.7966 0.7977 0.7952
Largest Winning Trade 69638 69638 38181 64652 29725 64652
Largest Losing Trade -93915 -45075 -93915 -72617 -32099 -72617
Avg Bars in Trades 49 50 48 49 50 48
Avg Bars in Winners 47 43 52 47 43 52
Avg Bars in Losers 52 63 42 52 63 42
Bars Traded 18790 9559 9231 18790 9559 9231
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497156 452801 305429 -92193 -126615 -131980
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19081,
    "evaluation_days": 1590.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623528000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759316139904,
    "expiration_time": 1764258595200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "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": [
        [
            681816.2360841951,
            433422.3072069064,
            248393.9288772879,
            222928.3403004424,
            117871.5408894064,
            105056.7994110359
        ],
        [
            681.816236,
            433.422307,
            248.393929,
            222.92834,
            117.871541,
            105.056799
        ],
        [
            0.428794,
            0.272579,
            0.156215,
            0.073751,
            0.048987,
            0.045173
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122444,
            -74066,
            -133508,
            -111023,
            -68475,
            -112502
        ],
        [
            1.590825,
            1.757905,
            1.426693,
            1.339027,
            1.35615,
            1.321676
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            62.698413,
            62.962963,
            62.433862,
            62.698413,
            62.962963,
            62.433862
        ],
        [
            0.94644,
            1.034062,
            0.858434,
            0.796637,
            0.797735,
            0.795246
        ],
        [
            69638,
            69638,
            38181,
            64652,
            29725,
            64652
        ],
        [
            -93915,
            -45075,
            -93915,
            -72617,
            -32099,
            -72617
        ],
        [
            49,
            50,
            48,
            49,
            50,
            48
        ],
        [
            47,
            43,
            52,
            47,
            43,
            52
        ],
        [
            52,
            63,
            42,
            52,
            63,
            42
        ],
        [
            18790,
            9559,
            9231,
            18790,
            9559,
            9231
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497156,
            452801,
            305429,
            -92193,
            -126615,
            -131980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19081,
    "evaluation_days": 1590.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623528000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759316139904,
    "expiration_time": 1764258595200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 224,
            "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)