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Trade: MASK/USDT/60/T3/VWAP/7636

Strategy
MASK/USDT/60/T3/VWAP/7636
Pair
MASK_USDT
Interval
1h
Score
353371
Daily Profit
0.183428
Profit Factor
1.306475
Profitability
60.147601
Streak
7.293172
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 09:02
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 191061.9418 115748.2077 75313.7342 64345.1644 -146490.4638 210835.6281
Total P&L (%) 191.0619 115.7482 75.3137 64.3452 -146.4905 210.8356
Avg Daily Profit (%) 0.1834 0.1111 0.0723 0.0477 0 0.1089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110727 -76963 -53010 -574678 -481297 -212039
Profit Factor 1.3065 1.3506 1.2568 1.033 0.8759 1.2742
Total Trades 271 135 136 271 135 136
Winning Trades 163 84 79 163 84 79
Losing Trades 108 51 57 108 51 57
Profitability (%) 60.1476 62.2222 58.0882 60.1476 62.2222 58.0882
Ratio Avg Win / Avg Loss 0.8656 0.82 0.9068 0.6844 0.5318 0.9194
Largest Winning Trade 53517 53517 32376 114363 114363 75583
Largest Losing Trade -52317 -52317 -46924 -379397 -379397 -197132
Avg Bars in Trades 90 94 87 90 94 87
Avg Bars in Winners 59 59 60 59 59 60
Avg Bars in Losers 137 152 124 137 152 124
Bars Traded 24648 12782 11866 24648 12782 11866
Profit Streak 7.2932 30.4598 7.2932 7.2932 30.4598 7.2932
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353371 -43026 -96711 -311580 -577888 -47761
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669564800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759039330104,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 19,
            "offset": 0,
            "a": 0.70014
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 232
        }
    }
}
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": [
        [
            191061.9418150416,
            115748.2076500508,
            75313.7341649905,
            64345.1643515384,
            -146490.4637761516,
            210835.62812769
        ],
        [
            191.061942,
            115.748208,
            75.313734,
            64.345164,
            -146.490464,
            210.835628
        ],
        [
            0.183428,
            0.111123,
            0.072304,
            0.047706,
            0,
            0.108937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110727,
            -76963,
            -53010,
            -574678,
            -481297,
            -212039
        ],
        [
            1.306475,
            1.350601,
            1.256803,
            1.033008,
            0.875904,
            1.274196
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            163,
            84,
            79,
            163,
            84,
            79
        ],
        [
            108,
            51,
            57,
            108,
            51,
            57
        ],
        [
            60.147601,
            62.222222,
            58.088235,
            60.147601,
            62.222222,
            58.088235
        ],
        [
            0.86564,
            0.820008,
            0.906807,
            0.684447,
            0.531799,
            0.919356
        ],
        [
            53517,
            53517,
            32376,
            114363,
            114363,
            75583
        ],
        [
            -52317,
            -52317,
            -46924,
            -379397,
            -379397,
            -197132
        ],
        [
            90,
            94,
            87,
            90,
            94,
            87
        ],
        [
            59,
            59,
            60,
            59,
            59,
            60
        ],
        [
            137,
            152,
            124,
            137,
            152,
            124
        ],
        [
            24648,
            12782,
            11866,
            24648,
            12782,
            11866
        ],
        [
            7.293172,
            30.459839,
            7.293172,
            7.293172,
            30.459839,
            7.293172
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353371,
            -43026,
            -96711,
            -311580,
            -577888,
            -47761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669564800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759039330104,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 19,
            "offset": 0,
            "a": 0.70014
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 232
        }
    }
}

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)