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Trade: MASK/USDT/60/VWAP/SMA/7083

Strategy
MASK/USDT/60/VWAP/SMA/7083
Pair
MASK_USDT
Interval
1h
Score
516447
Daily Profit
0.247518
Profit Factor
1.437451
Profitability
79.801325
Streak
7.128822
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 09:05
Expiration Time
2025-12-20 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257832.257 151368.2274 106464.0296 222165.1351 66713.585 155451.55
Total P&L (%) 257.8323 151.3682 106.464 222.1651 66.7136 155.4516
Avg Daily Profit (%) 0.2475 0.1453 0.1022 0.1124 0.0491 0.0901
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95203 -67721 -79395 -585346 -379388 -274752
Profit Factor 1.4375 1.5162 1.3595 1.13 1.0729 1.1958
Total Trades 302 151 151 302 151 151
Winning Trades 241 120 121 241 120 121
Losing Trades 61 31 30 61 31 30
Profitability (%) 79.8013 79.4702 80.1325 79.8013 79.4702 80.1325
Ratio Avg Win / Avg Loss 0.3638 0.3917 0.3371 0.286 0.2772 0.2965
Largest Winning Trade 29716 29716 16642 89507 89507 55553
Largest Losing Trade -63469 -45405 -63469 -360204 -360204 -238064
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 41 42 40 41 42 40
Avg Bars in Losers 231 239 223 231 239 223
Bars Traded 24223 12587 11636 24223 12587 11636
Profit Streak 7.1288 7.1288 20.8788 7.1288 7.1288 20.8788
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516447 222013 -51778 -115072 -264070 -73518
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669730400000,
    "first_datapoint_time": 1670565600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759730730256,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 233,
            "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": [
        [
            257832.2569684371,
            151368.2274051348,
            106464.0295633028,
            222165.135054415,
            66713.5850461278,
            155451.5500082872
        ],
        [
            257.832257,
            151.368227,
            106.46403,
            222.165135,
            66.713585,
            155.45155
        ],
        [
            0.247518,
            0.145313,
            0.102205,
            0.112373,
            0.049078,
            0.090075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95203,
            -67721,
            -79395,
            -585346,
            -379388,
            -274752
        ],
        [
            1.437451,
            1.516196,
            1.359482,
            1.130032,
            1.072934,
            1.195825
        ],
        [
            302,
            151,
            151,
            302,
            151,
            151
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            79.801325,
            79.470199,
            80.13245,
            79.801325,
            79.470199,
            80.13245
        ],
        [
            0.363836,
            0.391684,
            0.337062,
            0.286025,
            0.277175,
            0.296486
        ],
        [
            29716,
            29716,
            16642,
            89507,
            89507,
            55553
        ],
        [
            -63469,
            -45405,
            -63469,
            -360204,
            -360204,
            -238064
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            231,
            239,
            223,
            231,
            239,
            223
        ],
        [
            24223,
            12587,
            11636,
            24223,
            12587,
            11636
        ],
        [
            7.128822,
            7.128822,
            20.878822,
            7.128822,
            7.128822,
            20.878822
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516447,
            222013,
            -51778,
            -115072,
            -264070,
            -73518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669730400000,
    "first_datapoint_time": 1670565600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759730730256,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 233,
            "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)