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Trade: MASK/USDT/720/MIDPOINT/VWAP/2793

Strategy
MASK/USDT/720/MIDPOINT/VWAP/2793
Pair
MASK_USDT
Interval
12h
Score
351669
Daily Profit
0.170824
Profit Factor
1.464138
Profitability
53.932584
Streak
53.833213
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 22:59
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270585.3193 181952.4581 88632.8612 -201467.1758 -151147.9119 -50319.2638
Total P&L (%) 270.5853 181.9525 88.6329 -201.4672 -151.1479 -50.3193
Avg Daily Profit (%) 0.1708 0.1149 0.056 0 0 -0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272672 -91595 -248118 -326035 -164027 -239410
Profit Factor 1.4641 1.9405 1.2275 0.6252 0.2915 0.8448
Total Trades 89 45 44 89 45 44
Winning Trades 48 24 24 41 20 21
Losing Trades 41 21 20 48 25 23
Profitability (%) 53.9326 53.3333 54.5455 46.0674 44.4444 47.7273
Ratio Avg Win / Avg Loss 1.2506 1.6979 1.023 0.7319 0.3643 0.9252
Largest Winning Trade 191508 191508 54583 60761 21377 60761
Largest Losing Trade -125712 -31502 -125712 -233811 -46338 -233811
Avg Bars in Trades 31 16 45 31 16 45
Avg Bars in Winners 30 13 48 35 15 55
Avg Bars in Losers 31 19 43 27 17 37
Bars Traded 2765 745 2020 2765 745 2020
Profit Streak 53.8332 55.3332 0 0 0 57.8332
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351669 -34624 -117910 -582069 -582594 -581042

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916789597,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 127
        }
    }
}
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": [
        [
            270585.3193037158,
            181952.4580873257,
            88632.8612163901,
            -201467.1757548469,
            -151147.9119131704,
            -50319.2638416765
        ],
        [
            270.585319,
            181.952458,
            88.632861,
            -201.467176,
            -151.147912,
            -50.319264
        ],
        [
            0.170824,
            0.114869,
            0.055955,
            0,
            0,
            -0.044154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272672,
            -91595,
            -248118,
            -326035,
            -164027,
            -239410
        ],
        [
            1.464138,
            1.940506,
            1.227542,
            0.625166,
            0.291462,
            0.84477
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            48,
            24,
            24,
            41,
            20,
            21
        ],
        [
            41,
            21,
            20,
            48,
            25,
            23
        ],
        [
            53.932584,
            53.333333,
            54.545455,
            46.067416,
            44.444444,
            47.727273
        ],
        [
            1.250618,
            1.697942,
            1.022952,
            0.731902,
            0.364328,
            0.925225
        ],
        [
            191508,
            191508,
            54583,
            60761,
            21377,
            60761
        ],
        [
            -125712,
            -31502,
            -125712,
            -233811,
            -46338,
            -233811
        ],
        [
            31,
            16,
            45,
            31,
            16,
            45
        ],
        [
            30,
            13,
            48,
            35,
            15,
            55
        ],
        [
            31,
            19,
            43,
            27,
            17,
            37
        ],
        [
            2765,
            745,
            2020,
            2765,
            745,
            2020
        ],
        [
            53.833213,
            55.333213,
            0,
            0,
            0,
            57.833213
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351669,
            -34624,
            -117910,
            -582069,
            -582594,
            -581042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916789597,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 127
        }
    }
}

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)