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Trade: MASK/USDT/60/VWMA/ALMA/5416

Strategy
MASK/USDT/60/VWMA/ALMA/5416
Pair
MASK_USDT
Interval
1h
Score
478736
Daily Profit
0.298556
Profit Factor
1.400476
Profitability
70.163934
Streak
8.771778
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 12:31
Expiration Time
2025-12-19 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310996.4367 176018.7497 134977.6871 182473.968 -21665.1446 204139.1126
Total P&L (%) 310.9964 176.0188 134.9777 182.474 -21.6651 204.1391
Avg Daily Profit (%) 0.2986 0.169 0.1296 0.0997 -0.0234 0.1068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119663 -81394 -106618 -304267 -297634 -89636
Profit Factor 1.4005 1.452 1.3487 1.1484 0.9708 1.4183
Total Trades 305 153 152 305 153 152
Winning Trades 214 103 111 214 103 111
Losing Trades 91 50 41 91 50 41
Profitability (%) 70.1639 67.3203 73.0263 70.1639 67.3203 73.0263
Ratio Avg Win / Avg Loss 0.5955 0.7048 0.4982 0.4883 0.4713 0.5239
Largest Winning Trade 29873 29873 21197 49328 49328 44627
Largest Losing Trade -76851 -50260 -76851 -222356 -222356 -67456
Avg Bars in Trades 81 81 80 81 81 80
Avg Bars in Winners 51 48 54 51 48 54
Avg Bars in Losers 150 150 149 150 150 149
Bars Traded 24751 12545 12206 24751 12545 12206
Profit Streak 8.7718 8.7718 20.1051 8.7718 8.7718 20.1051
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478736 371242 -16625 -113016 -577167 -46518
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669654800000,
    "first_datapoint_time": 1670065200000,
    "last_datapoint_time": 1759654800000,
    "evaluation_time": 1759656681643,
    "expiration_time": 1766134800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 115,
            "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": [
        [
            310996.436740238,
            176018.7496688674,
            134977.6870713704,
            182473.9679940012,
            -21665.1445670745,
            204139.1125610758
        ],
        [
            310.996437,
            176.01875,
            134.977687,
            182.473968,
            -21.665145,
            204.139113
        ],
        [
            0.298556,
            0.168977,
            0.129578,
            0.099737,
            -0.023438,
            0.106839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119663,
            -81394,
            -106618,
            -304267,
            -297634,
            -89636
        ],
        [
            1.400476,
            1.45197,
            1.348673,
            1.148361,
            0.970799,
            1.418323
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            214,
            103,
            111,
            214,
            103,
            111
        ],
        [
            91,
            50,
            41,
            91,
            50,
            41
        ],
        [
            70.163934,
            67.320261,
            73.026316,
            70.163934,
            67.320261,
            73.026316
        ],
        [
            0.59553,
            0.70484,
            0.498158,
            0.488322,
            0.471262,
            0.523885
        ],
        [
            29873,
            29873,
            21197,
            49328,
            49328,
            44627
        ],
        [
            -76851,
            -50260,
            -76851,
            -222356,
            -222356,
            -67456
        ],
        [
            81,
            81,
            80,
            81,
            81,
            80
        ],
        [
            51,
            48,
            54,
            51,
            48,
            54
        ],
        [
            150,
            150,
            149,
            150,
            150,
            149
        ],
        [
            24751,
            12545,
            12206,
            24751,
            12545,
            12206
        ],
        [
            8.771778,
            8.771778,
            20.105111,
            8.771778,
            8.771778,
            20.105112
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478736,
            371242,
            -16625,
            -113016,
            -577167,
            -46518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669654800000,
    "first_datapoint_time": 1670065200000,
    "last_datapoint_time": 1759654800000,
    "evaluation_time": 1759656681643,
    "expiration_time": 1766134800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 115,
            "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)