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Trade: MASK/USDT/360/VWAP/KCU/4949

Strategy
MASK/USDT/360/VWAP/KCU/4949
Pair
MASK_USDT
Interval
6h
Score
329112
Daily Profit
0.169631
Profit Factor
1.521839
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1589.000000
Evaluation Time
2025-09-30 06:26
Expiration Time
2025-11-16 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269543.5769 214038.3467 55505.2302 1842.2846 -50514.6209 52356.9054
Total P&L (%) 269.5436 214.0383 55.5052 1.8423 -50.5146 52.3569
Avg Daily Profit (%) 0.1696 0.1347 0.0349 0.0011 -0.0443 0.0265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193721 -175595 -28078 -401117 -329571 -105662
Profit Factor 1.5218 1.5382 1.467 1.0021 0.9252 1.2342
Total Trades 95 47 48 95 47 48
Winning Trades 45 23 22 45 23 22
Losing Trades 50 24 26 50 24 26
Profitability (%) 47.3684 48.9362 45.8333 47.3684 48.9362 45.8333
Ratio Avg Win / Avg Loss 1.6909 1.6051 1.7337 1.1134 0.9654 1.4586
Largest Winning Trade 150305 150305 27955 140153 140153 55493
Largest Losing Trade -63498 -63498 -13854 -137904 -137904 -37360
Avg Bars in Trades 61 117 7 61 117 7
Avg Bars in Winners 60 110 8 60 110 8
Avg Bars in Losers 63 124 6 63 124 6
Bars Traded 5880 5511 369 5880 5511 369
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 329112 -10888 -146236 -576094 -581110 -160218
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6356,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625162400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759202807902,
    "expiration_time": 1763309088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 42
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 151,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            269543.5769068145,
            214038.3466686028,
            55505.2302382114,
            1842.2845820948,
            -50514.6208570052,
            52356.9054390998
        ],
        [
            269.543577,
            214.038347,
            55.50523,
            1.842285,
            -50.514621,
            52.356905
        ],
        [
            0.169631,
            0.1347,
            0.034931,
            0.001149,
            -0.044263,
            0.026502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193721,
            -175595,
            -28078,
            -401117,
            -329571,
            -105662
        ],
        [
            1.521839,
            1.538242,
            1.466962,
            1.00205,
            0.925172,
            1.234233
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            47.368421,
            48.93617,
            45.833333,
            47.368421,
            48.93617,
            45.833333
        ],
        [
            1.690933,
            1.605123,
            1.733683,
            1.113389,
            0.965397,
            1.458639
        ],
        [
            150305,
            150305,
            27955,
            140153,
            140153,
            55493
        ],
        [
            -63498,
            -63498,
            -13854,
            -137904,
            -137904,
            -37360
        ],
        [
            61,
            117,
            7,
            61,
            117,
            7
        ],
        [
            60,
            110,
            8,
            60,
            110,
            8
        ],
        [
            63,
            124,
            6,
            63,
            124,
            6
        ],
        [
            5880,
            5511,
            369,
            5880,
            5511,
            369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329112,
            -10888,
            -146236,
            -576094,
            -581110,
            -160218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6356,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625162400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759202807902,
    "expiration_time": 1763309088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 42
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 151,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)