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Trade: MASK/USDT/60/VWAP/SSF/2310

Strategy
MASK/USDT/60/VWAP/SSF/2310
Pair
MASK_USDT
Interval
1h
Score
479632
Daily Profit
0.259091
Profit Factor
1.315415
Profitability
75.000000
Streak
4.869909
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 23:52
Expiration Time
2025-12-24 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269887.3513 147156.752 122730.5993 175919.7462 46711.6197 129208.1265
Total P&L (%) 269.8874 147.1568 122.7306 175.9197 46.7116 129.2081
Avg Daily Profit (%) 0.2591 0.1413 0.1178 0.0975 0.0368 0.0797
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142013 -65455 -104583 -154243 -175460 -87623
Profit Factor 1.3154 1.3293 1.3003 1.1795 1.0832 1.3085
Total Trades 456 228 228 456 228 228
Winning Trades 342 170 172 342 170 172
Losing Trades 114 58 56 114 58 56
Profitability (%) 75 74.5614 75.4386 75 74.5614 75.4386
Ratio Avg Win / Avg Loss 0.4385 0.4535 0.4233 0.3932 0.3696 0.426
Largest Winning Trade 28280 28280 19772 41048 40697 41048
Largest Losing Trade -72368 -42873 -72368 -121977 -121977 -49066
Avg Bars in Trades 54 53 54 54 53 54
Avg Bars in Winners 32 29 35 32 29 35
Avg Bars in Losers 119 124 115 119 124 115
Bars Traded 24829 12308 12521 24829 12308 12521
Profit Streak 4.8699 14.2866 4.8699 4.8699 14.2866 4.8699
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479632 -534 -32762 -80929 -270726 -83593
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670126400000,
    "first_datapoint_time": 1670126400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760129560144,
    "expiration_time": 1766606400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            269887.3512907919,
            147156.7520092771,
            122730.5992815148,
            175919.7461779087,
            46711.6196621712,
            129208.1265157376
        ],
        [
            269.887351,
            147.156752,
            122.730599,
            175.919746,
            46.71162,
            129.208127
        ],
        [
            0.259091,
            0.14127,
            0.117821,
            0.097481,
            0.036803,
            0.07966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142013,
            -65455,
            -104583,
            -154243,
            -175460,
            -87623
        ],
        [
            1.315415,
            1.329272,
            1.300264,
            1.179464,
            1.083194,
            1.308542
        ],
        [
            456,
            228,
            228,
            456,
            228,
            228
        ],
        [
            342,
            170,
            172,
            342,
            170,
            172
        ],
        [
            114,
            58,
            56,
            114,
            58,
            56
        ],
        [
            75,
            74.561404,
            75.438596,
            75,
            74.561404,
            75.438596
        ],
        [
            0.438472,
            0.453516,
            0.423342,
            0.393155,
            0.36956,
            0.426037
        ],
        [
            28280,
            28280,
            19772,
            41048,
            40697,
            41048
        ],
        [
            -72368,
            -42873,
            -72368,
            -121977,
            -121977,
            -49066
        ],
        [
            54,
            53,
            54,
            54,
            53,
            54
        ],
        [
            32,
            29,
            35,
            32,
            29,
            35
        ],
        [
            119,
            124,
            115,
            119,
            124,
            115
        ],
        [
            24829,
            12308,
            12521,
            24829,
            12308,
            12521
        ],
        [
            4.869909,
            14.286576,
            4.869909,
            4.869909,
            14.286576,
            4.869909
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479632,
            -534,
            -32762,
            -80929,
            -270726,
            -83593
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670126400000,
    "first_datapoint_time": 1670126400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760129560144,
    "expiration_time": 1766606400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 2
        }
    }
}

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)