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Trade: MASK/USDT/60/FWMA/VWMA/7440

Strategy
MASK/USDT/60/FWMA/VWMA/7440
Pair
MASK_USDT
Interval
1h
Score
500338
Daily Profit
0.172065
Profit Factor
1.224959
Profitability
78.857143
Streak
14.315078
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 17:33
Expiration Time
2025-12-13 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179234.5156 88003.3432 91231.1724 73243.8197 -26926.3014 100170.1212
Total P&L (%) 179.2345 88.0033 91.2312 73.2438 -26.9263 100.1701
Avg Daily Profit (%) 0.1721 0.0845 0.0876 0.0528 -0.0301 0.0666
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121558 -62911 -99575 -130681 -97085 -70522
Profit Factor 1.225 1.2107 1.2407 1.1071 0.9312 1.342
Total Trades 525 263 262 525 263 262
Winning Trades 414 211 203 414 211 203
Losing Trades 111 52 59 111 52 59
Profitability (%) 78.8571 80.2281 77.4809 78.8571 80.2281 77.4809
Ratio Avg Win / Avg Loss 0.3284 0.2984 0.3606 0.2968 0.2295 0.39
Largest Winning Trade 26204 26204 19506 39918 14194 39918
Largest Losing Trade -57168 -34746 -57168 -84977 -84977 -31940
Avg Bars in Trades 46 51 42 46 51 42
Avg Bars in Winners 22 24 20 22 24 20
Avg Bars in Losers 138 163 117 138 163 117
Bars Traded 24673 13611 11062 24673 13611 11062
Profit Streak 14.3151 53.1901 14.3151 14.3151 53.1901 14.3151
Trades During Streak 7 18 3 7 18 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500338 -75745 -72104 -218314 -574232 -99400
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669154400000,
    "first_datapoint_time": 1669755600000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759156422785,
    "expiration_time": 1765634400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "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": [
        [
            179234.5156001336,
            88003.343240036,
            91231.1723600976,
            73243.8197098856,
            -26926.3014476886,
            100170.1211575742
        ],
        [
            179.234516,
            88.003343,
            91.231172,
            73.24382,
            -26.926301,
            100.170121
        ],
        [
            0.172065,
            0.084483,
            0.087582,
            0.052769,
            -0.030111,
            0.066646
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121558,
            -62911,
            -99575,
            -130681,
            -97085,
            -70522
        ],
        [
            1.224959,
            1.210703,
            1.240665,
            1.107063,
            0.93117,
            1.341974
        ],
        [
            525,
            263,
            262,
            525,
            263,
            262
        ],
        [
            414,
            211,
            203,
            414,
            211,
            203
        ],
        [
            111,
            52,
            59,
            111,
            52,
            59
        ],
        [
            78.857143,
            80.228137,
            77.480916,
            78.857143,
            80.228137,
            77.480916
        ],
        [
            0.328431,
            0.298372,
            0.360588,
            0.296821,
            0.229483,
            0.390032
        ],
        [
            26204,
            26204,
            19506,
            39918,
            14194,
            39918
        ],
        [
            -57168,
            -34746,
            -57168,
            -84977,
            -84977,
            -31940
        ],
        [
            46,
            51,
            42,
            46,
            51,
            42
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            138,
            163,
            117,
            138,
            163,
            117
        ],
        [
            24673,
            13611,
            11062,
            24673,
            13611,
            11062
        ],
        [
            14.315078,
            53.190078,
            14.315078,
            14.315078,
            53.190079,
            14.315078
        ],
        [
            7,
            18,
            3,
            7,
            18,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500338,
            -75745,
            -72104,
            -218314,
            -574232,
            -99400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669154400000,
    "first_datapoint_time": 1669755600000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759156422785,
    "expiration_time": 1765634400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "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)