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Trade: MASK/USDT/120/SMA/VWMA/1458

Strategy
MASK/USDT/120/SMA/VWMA/1458
Pair
MASK_USDT
Interval
2h
Score
415199
Daily Profit
0.247004
Profit Factor
1.751370
Profitability
54.081633
Streak
19.819080
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-26 06:39
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401210.0237 391069.6145 10140.4092 -70912.8929 96059.4371 -166972.33
Total P&L (%) 401.21 391.0696 10.1404 -70.9129 96.0594 -166.9723
Avg Daily Profit (%) 0.2534 0.247 0.0064 -0.078 0.0425 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210941 -172971 -127005 -392731 -184773 -300946
Profit Factor 1.3785 1.7514 1.0188 0.9529 1.143 0.7997
Total Trades 197 98 99 197 98 99
Winning Trades 109 53 56 109 53 56
Losing Trades 88 45 43 88 45 43
Profitability (%) 55.3299 54.0816 56.5657 55.3299 54.0816 56.5657
Ratio Avg Win / Avg Loss 1.1129 1.487 0.7823 0.7693 0.9705 0.6141
Largest Winning Trade 364980 364980 51625 110287 110287 64780
Largest Losing Trade -73126 -50345 -73126 -96090 -76039 -96090
Avg Bars in Trades 92 120 63 92 120 63
Avg Bars in Winners 80 102 59 80 102 59
Avg Bars in Losers 106 142 69 106 142 69
Bars Traded 18167 11853 6314 18167 11853 6314
Profit Streak 14.8191 19.8191 14.8191 14.8191 19.8191 14.8191
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411706 415199 -546050 -577982 -199681 -579628

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623002400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758857968522,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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": [
        [
            401210.0236996358,
            391069.6145108861,
            10140.40918875,
            -70912.8928958259,
            96059.4371044833,
            -166972.3300003093
        ],
        [
            401.210024,
            391.069615,
            10.140409,
            -70.912893,
            96.059437,
            -166.97233
        ],
        [
            0.253409,
            0.247004,
            0.006405,
            -0.077966,
            0.042532,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210941,
            -172971,
            -127005,
            -392731,
            -184773,
            -300946
        ],
        [
            1.378456,
            1.75137,
            1.018791,
            0.952897,
            1.143007,
            0.799739
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            55.329949,
            54.081633,
            56.565657,
            55.329949,
            54.081633,
            56.565657
        ],
        [
            1.112882,
            1.487013,
            0.782286,
            0.769311,
            0.970478,
            0.614086
        ],
        [
            364980,
            364980,
            51625,
            110287,
            110287,
            64780
        ],
        [
            -73126,
            -50345,
            -73126,
            -96090,
            -76039,
            -96090
        ],
        [
            92,
            120,
            63,
            92,
            120,
            63
        ],
        [
            80,
            102,
            59,
            80,
            102,
            59
        ],
        [
            106,
            142,
            69,
            106,
            142,
            69
        ],
        [
            18167,
            11853,
            6314,
            18167,
            11853,
            6314
        ],
        [
            14.81908,
            19.81908,
            14.81908,
            14.81908,
            19.81908,
            14.81908
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411706,
            415199,
            -546050,
            -577982,
            -199681,
            -579628
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623002400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758857968522,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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)