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Trade: MASK/USDT/60/VWAP/KCB/6866

Strategy
MASK/USDT/60/VWAP/KCB/6866
Pair
MASK_USDT
Interval
1h
Score
503909
Daily Profit
0.224046
Profit Factor
1.327666
Profitability
79.790026
Streak
20.480856
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 15:32
Expiration Time
2025-12-19 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233381.763 126710.7204 106671.0426 76647.0855 9345.1516 67301.9339
Total P&L (%) 233.3818 126.7107 106.671 76.6471 9.3452 67.3019
Avg Daily Profit (%) 0.224 0.1216 0.1024 0.0546 0.0086 0.0494
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105649 -68441 -79474 -325127 -234752 -131726
Profit Factor 1.3277 1.3619 1.2946 1.0696 1.0161 1.1293
Total Trades 381 191 190 381 191 190
Winning Trades 304 148 156 304 148 156
Losing Trades 77 43 34 77 43 34
Profitability (%) 79.79 77.4869 82.1053 79.79 77.4869 82.1053
Ratio Avg Win / Avg Loss 0.3363 0.3957 0.2822 0.2709 0.2952 0.2461
Largest Winning Trade 28280 28280 16081 62044 62044 28754
Largest Losing Trade -70756 -47392 -70756 -197045 -197045 -129368
Avg Bars in Trades 64 68 61 64 68 61
Avg Bars in Winners 33 32 34 33 32 34
Avg Bars in Losers 189 193 184 189 193 184
Bars Traded 24722 13081 11640 24722 13081 11640
Profit Streak 20.4809 38.0225 20.4809 20.4809 38.0225 20.4809
Trades During Streak 11 11 5 11 11 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503909 -26101 -51512 -258008 -545927 -200641
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669665600000,
    "first_datapoint_time": 1670299200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759667545993,
    "expiration_time": 1766145600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            233381.7630225689,
            126710.7204344817,
            106671.0425880878,
            76647.0855066845,
            9345.1516175315,
            67301.9338891527
        ],
        [
            233.381763,
            126.71072,
            106.671043,
            76.647086,
            9.345152,
            67.301934
        ],
        [
            0.224046,
            0.121642,
            0.102404,
            0.054637,
            0.008577,
            0.049417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105649,
            -68441,
            -79474,
            -325127,
            -234752,
            -131726
        ],
        [
            1.327666,
            1.361864,
            1.294595,
            1.069598,
            1.016086,
            1.129344
        ],
        [
            381,
            191,
            190,
            381,
            191,
            190
        ],
        [
            304,
            148,
            156,
            304,
            148,
            156
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            79.790026,
            77.486911,
            82.105263,
            79.790026,
            77.486911,
            82.105263
        ],
        [
            0.336284,
            0.395677,
            0.282155,
            0.270918,
            0.295214,
            0.246139
        ],
        [
            28280,
            28280,
            16081,
            62044,
            62044,
            28754
        ],
        [
            -70756,
            -47392,
            -70756,
            -197045,
            -197045,
            -129368
        ],
        [
            64,
            68,
            61,
            64,
            68,
            61
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            189,
            193,
            184,
            189,
            193,
            184
        ],
        [
            24722,
            13081,
            11640,
            24722,
            13081,
            11640
        ],
        [
            20.480856,
            38.022523,
            20.480856,
            20.480856,
            38.022523,
            20.480856
        ],
        [
            11,
            11,
            5,
            11,
            11,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503909,
            -26101,
            -51512,
            -258008,
            -545927,
            -200641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669665600000,
    "first_datapoint_time": 1670299200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759667545993,
    "expiration_time": 1766145600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)