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Trade: MASK/USDT/360/EMA/VWMA/1191

Strategy
MASK/USDT/360/EMA/VWMA/1191
Pair
MASK_USDT
Interval
6h
Score
319812
Daily Profit
0.149100
Profit Factor
1.332785
Profitability
55.882353
Streak
55.425679
Best Strategy
Training Data Length
1600.000000
Evaluation Time
2025-10-11 07:12
Expiration Time
2025-11-28 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 238559.5659 214983.9346 23575.6313 -81546.1173 -8166.3197 -73379.7976
Total P&L (%) 238.5596 214.9839 23.5756 -81.5461 -8.1663 -73.3798
Avg Daily Profit (%) 0.1491 0.1344 0.0147 -0.1056 -0.0053 -0.0827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134424 -141285 -95780 -192303 -105054 -133646
Profit Factor 1.3328 1.54 1.074 0.8494 0.9709 0.7184
Total Trades 102 51 51 102 51 51
Winning Trades 57 24 33 57 24 33
Losing Trades 45 27 18 45 27 18
Profitability (%) 55.8824 47.0588 64.7059 55.8824 47.0588 64.7059
Ratio Avg Win / Avg Loss 1.0522 1.7325 0.5858 0.6706 1.0923 0.3919
Largest Winning Trade 289314 289314 52820 120971 120971 43297
Largest Losing Trade -77713 -54283 -77713 -123516 -47142 -123516
Avg Bars in Trades 59 80 38 59 80 38
Avg Bars in Winners 54 86 30 54 86 30
Avg Bars in Losers 66 75 53 66 75 53
Bars Traded 6076 4112 1964 6076 4112 1964
Profit Streak 55.4257 55.4257 74.1757 55.4257 55.4257 74.1757
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319812 -190787 -495273 -578172 -758907 -757553
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6400,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623931200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760155978702,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            238559.5659259665,
            214983.9346187187,
            23575.6313072476,
            -81546.1172598625,
            -8166.319661363,
            -73379.7975984995
        ],
        [
            238.559566,
            214.983935,
            23.575631,
            -81.546117,
            -8.16632,
            -73.379798
        ],
        [
            0.1491,
            0.134365,
            0.014735,
            -0.105563,
            -0.005324,
            -0.082685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134424,
            -141285,
            -95780,
            -192303,
            -105054,
            -133646
        ],
        [
            1.332785,
            1.540005,
            1.073964,
            0.849389,
            0.970921,
            0.718422
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            55.882353,
            47.058824,
            64.705882,
            55.882353,
            47.058824,
            64.705882
        ],
        [
            1.052199,
            1.732506,
            0.585799,
            0.67057,
            1.092286,
            0.391867
        ],
        [
            289314,
            289314,
            52820,
            120971,
            120971,
            43297
        ],
        [
            -77713,
            -54283,
            -77713,
            -123516,
            -47142,
            -123516
        ],
        [
            59,
            80,
            38,
            59,
            80,
            38
        ],
        [
            54,
            86,
            30,
            54,
            86,
            30
        ],
        [
            66,
            75,
            53,
            66,
            75,
            53
        ],
        [
            6076,
            4112,
            1964,
            6076,
            4112,
            1964
        ],
        [
            55.425679,
            55.425679,
            74.175679,
            55.425679,
            55.425679,
            74.175679
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319812,
            -190787,
            -495273,
            -578172,
            -758907,
            -757553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6400,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623931200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760155978702,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)