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Trade: MASK/USDT/480/BBL/VWMA/7172

Strategy
MASK/USDT/480/BBL/VWMA/7172
Pair
MASK_USDT
Interval
8h
Score
383494
Daily Profit
0.160111
Profit Factor
1.445249
Profitability
68.589744
Streak
111.689709
Best Strategy
Training Data Length
1586.000000
Evaluation Time
2025-09-27 03:33
Expiration Time
2025-11-13 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253935.5439 157305.9924 96629.5515 18331.4001 -125589.1887 143920.5889
Total P&L (%) 253.9355 157.306 96.6296 18.3314 -125.5892 143.9206
Avg Daily Profit (%) 0.1601 0.0992 0.0609 0.0106 0 0.0562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119744 -124385 -51902 -499423 -414207 -140128
Profit Factor 1.4452 1.5149 1.3649 1.0108 0.8795 1.2194
Total Trades 156 78 78 156 78 78
Winning Trades 107 55 52 107 55 52
Losing Trades 49 23 26 49 23 26
Profitability (%) 68.5897 70.5128 66.6667 68.5897 70.5128 66.6667
Ratio Avg Win / Avg Loss 0.6618 0.6335 0.6824 0.4629 0.3678 0.6097
Largest Winning Trade 49092 49092 33771 91314 91314 75813
Largest Losing Trade -68115 -68115 -51902 -316542 -316542 -140128
Avg Bars in Trades 26 38 13 26 38 13
Avg Bars in Winners 12 13 10 12 13 10
Avg Bars in Losers 57 98 20 57 98 20
Bars Traded 4111 3026 1085 4111 3026 1085
Profit Streak 111.6897 0 112.3564 111.6897 0 112.3564
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383494 -92351 -143935 -392911 -612299 -151078
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4758,
    "evaluation_days": 1586,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628668800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758933190843,
    "expiration_time": 1763013312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 2.18818
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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": [
        [
            253935.543880753,
            157305.9924255479,
            96629.5514552052,
            18331.4001285834,
            -125589.1887347722,
            143920.5888633556
        ],
        [
            253.935544,
            157.305992,
            96.629551,
            18.3314,
            -125.589189,
            143.920589
        ],
        [
            0.160111,
            0.099184,
            0.060927,
            0.010613,
            0,
            0.056237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119744,
            -124385,
            -51902,
            -499423,
            -414207,
            -140128
        ],
        [
            1.445249,
            1.514912,
            1.364885,
            1.010792,
            0.879529,
            1.219356
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            107,
            55,
            52,
            107,
            55,
            52
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            68.589744,
            70.512821,
            66.666667,
            68.589744,
            70.512821,
            66.666667
        ],
        [
            0.661843,
            0.633509,
            0.682443,
            0.462886,
            0.367803,
            0.609678
        ],
        [
            49092,
            49092,
            33771,
            91314,
            91314,
            75813
        ],
        [
            -68115,
            -68115,
            -51902,
            -316542,
            -316542,
            -140128
        ],
        [
            26,
            38,
            13,
            26,
            38,
            13
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            57,
            98,
            20,
            57,
            98,
            20
        ],
        [
            4111,
            3026,
            1085,
            4111,
            3026,
            1085
        ],
        [
            111.689709,
            0,
            112.356375,
            111.689709,
            0,
            112.356375
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383494,
            -92351,
            -143935,
            -392911,
            -612299,
            -151078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4758,
    "evaluation_days": 1586,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628668800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758933190843,
    "expiration_time": 1763013312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 2.18818
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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)