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Trade: MASK/USDT/240/VWAP/KCB/8293

Strategy
MASK/USDT/240/VWAP/KCB/8293
Pair
MASK_USDT
Interval
4h
Score
345671
Daily Profit
0.208270
Profit Factor
1.223613
Profitability
51.183064
Streak
1.867202
Best Strategy
Training Data Length
1590.830000
Evaluation Time
2025-10-01 23:48
Expiration Time
2025-11-18 15:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418778.6383 331322.2936 87456.3447 -98739.5956 108037.633 -206777.2287
Total P&L (%) 418.7786 331.3223 87.4563 -98.7396 108.0376 -206.7772
Avg Daily Profit (%) 0.2632 0.2083 0.055 -0.2746 0.0461 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -325725 -102334 -275124 -314609 -47490 -372822
Profit Factor 1.1365 1.2236 1.0551 0.8992 1.2882 0.6582
Total Trades 1606 803 803 1606 803 803
Winning Trades 852 411 441 794 391 403
Losing Trades 754 392 362 812 412 400
Profitability (%) 53.0511 51.1831 54.9191 49.4396 48.6924 50.1868
Ratio Avg Win / Avg Loss 1.0058 1.167 0.8661 0.9196 1.3574 0.6533
Largest Winning Trade 64147 64147 44984 53140 53140 39246
Largest Losing Trade -105389 -36828 -105389 -228558 -39396 -228558
Avg Bars in Trades 5 5 6 5 5 6
Avg Bars in Winners 5 4 5 5 5 5
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 9532 4595 4937 9532 4595 4937
Profit Streak 0 1.8672 0 0 1.8672 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54416 345671 -276094 -573579 -130167 -576420
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9545,
    "evaluation_days": 1590.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622001600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759351726248,
    "expiration_time": 1763472240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            418778.6382943117,
            331322.2935532617,
            87456.3447410502,
            -98739.595608548,
            108037.6330431935,
            -206777.2286517418
        ],
        [
            418.778638,
            331.322294,
            87.456345,
            -98.739596,
            108.037633,
            -206.777229
        ],
        [
            0.263245,
            0.20827,
            0.054975,
            -0.274557,
            0.046059,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -325725,
            -102334,
            -275124,
            -314609,
            -47490,
            -372822
        ],
        [
            1.136488,
            1.223613,
            1.055123,
            0.899237,
            1.288187,
            0.658238
        ],
        [
            1606,
            803,
            803,
            1606,
            803,
            803
        ],
        [
            852,
            411,
            441,
            794,
            391,
            403
        ],
        [
            754,
            392,
            362,
            812,
            412,
            400
        ],
        [
            53.051059,
            51.183064,
            54.919054,
            49.439601,
            48.692403,
            50.1868
        ],
        [
            1.005765,
            1.167047,
            0.86611,
            0.919623,
            1.357373,
            0.653338
        ],
        [
            64147,
            64147,
            44984,
            53140,
            53140,
            39246
        ],
        [
            -105389,
            -36828,
            -105389,
            -228558,
            -39396,
            -228558
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            5,
            4,
            5,
            5,
            5,
            5
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            9532,
            4595,
            4937,
            9532,
            4595,
            4937
        ],
        [
            0,
            1.867202,
            0,
            0,
            1.867202,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54416,
            345671,
            -276094,
            -573579,
            -130167,
            -576420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9545,
    "evaluation_days": 1590.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622001600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759351726248,
    "expiration_time": 1763472240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)