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Trade: MASK/USDT/240/BBL/VWMA/6208

Strategy
MASK/USDT/240/BBL/VWMA/6208
Pair
MASK_USDT
Interval
4h
Score
314824
Daily Profit
0.184195
Profit Factor
1.427526
Profitability
59.292035
Streak
79.851509
Best Strategy
Training Data Length
1598.000000
Evaluation Time
2025-10-09 03:26
Expiration Time
2025-11-26 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294343.7341 245858.0167 48485.7174 -40314.3478 -78501.6371 38187.2893
Total P&L (%) 294.3437 245.858 48.4857 -40.3143 -78.5016 38.1873
Avg Daily Profit (%) 0.1842 0.1539 0.0303 -0.0323 -0.0961 0.0202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144173 -125434 -69351 -456292 -353055 -189308
Profit Factor 1.4275 1.5457 1.2037 0.9777 0.9348 1.0631
Total Trades 113 56 57 113 56 57
Winning Trades 67 31 36 67 31 36
Losing Trades 46 25 21 46 25 21
Profitability (%) 59.292 55.3571 63.1579 59.292 55.3571 63.1579
Ratio Avg Win / Avg Loss 0.9801 1.2466 0.7022 0.6713 0.7539 0.6201
Largest Winning Trade 164402 164402 23771 177851 177851 59010
Largest Losing Trade -64346 -64346 -30140 -271350 -271350 -120152
Avg Bars in Trades 76 141 13 76 141 13
Avg Bars in Winners 46 84 13 46 84 13
Avg Bars in Losers 121 211 13 121 211 13
Bars Traded 8682 7918 764 8682 7918 764
Profit Streak 79.8515 0 124.5182 79.8515 0 124.5182
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314824 -170548 -333495 -578715 -760138 -498536
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9588,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625083200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759969570366,
    "expiration_time": 1764110016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 17,
            "offset": 0,
            "std": 4.18486
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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": [
        [
            294343.7340808911,
            245858.0166971744,
            48485.7173837168,
            -40314.3477884101,
            -78501.6370660465,
            38187.2892776366
        ],
        [
            294.343734,
            245.858017,
            48.485717,
            -40.314348,
            -78.501637,
            38.187289
        ],
        [
            0.184195,
            0.153854,
            0.030342,
            -0.03229,
            -0.096149,
            0.020242
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144173,
            -125434,
            -69351,
            -456292,
            -353055,
            -189308
        ],
        [
            1.427526,
            1.545741,
            1.203741,
            0.977732,
            0.934845,
            1.063058
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            59.292035,
            55.357143,
            63.157895,
            59.292035,
            55.357143,
            63.157895
        ],
        [
            0.980093,
            1.246565,
            0.702182,
            0.671279,
            0.753907,
            0.620117
        ],
        [
            164402,
            164402,
            23771,
            177851,
            177851,
            59010
        ],
        [
            -64346,
            -64346,
            -30140,
            -271350,
            -271350,
            -120152
        ],
        [
            76,
            141,
            13,
            76,
            141,
            13
        ],
        [
            46,
            84,
            13,
            46,
            84,
            13
        ],
        [
            121,
            211,
            13,
            121,
            211,
            13
        ],
        [
            8682,
            7918,
            764,
            8682,
            7918,
            764
        ],
        [
            79.851509,
            0,
            124.518175,
            79.851509,
            0,
            124.518175
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314824,
            -170548,
            -333495,
            -578715,
            -760138,
            -498536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9588,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625083200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759969570366,
    "expiration_time": 1764110016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 17,
            "offset": 0,
            "std": 4.18486
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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)