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Trade: MASK/USDT/720/VWAP/HWMA/5519

Strategy
MASK/USDT/720/VWAP/HWMA/5519
Pair
MASK_USDT
Interval
12h
Score
320562
Daily Profit
0.172013
Profit Factor
1.308840
Profitability
49.553571
Streak
9.927066
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 13:14
Expiration Time
2025-11-17 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289611.3858 273586.3562 16025.0295 -120017.4786 404777.8415 -524795.3201
Total P&L (%) 289.6114 273.5864 16.025 -120.0175 404.7778 -524.7953
Avg Daily Profit (%) 0.1821 0.172 0.0101 0 0.1018 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -266272 -121010 -221657 -2028320 -708692 -1380312
Profit Factor 1.1541 1.3088 1.0161 0.9758 1.2063 0.8247
Total Trades 447 224 223 447 224 223
Winning Trades 233 111 122 220 110 110
Losing Trades 214 113 101 227 114 113
Profitability (%) 52.1253 49.5536 54.7085 49.217 49.1071 49.3274
Ratio Avg Win / Avg Loss 1.06 1.3324 0.8412 1.0068 1.2502 0.8471
Largest Winning Trade 131510 131510 41326 457418 457418 266731
Largest Losing Trade -120517 -45285 -120517 -760808 -318909 -760808
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 6 6 7 7 6 7
Bars Traded 3171 1591 1580 3171 1591 1580
Profit Streak 9.9271 9.9271 13.9271 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39561 320562 -391267 -576801 -56961 -580150
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759313698472,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6055,
            "nc": 0.53105
        }
    }
}
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": [
        [
            289611.3857519127,
            273586.3562371553,
            16025.0295147569,
            -120017.4785809422,
            404777.8415301742,
            -524795.3201111157
        ],
        [
            289.611386,
            273.586356,
            16.02503,
            -120.017479,
            404.777842,
            -524.79532
        ],
        [
            0.182088,
            0.172013,
            0.010075,
            0,
            0.10184,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -266272,
            -121010,
            -221657,
            -2028320,
            -708692,
            -1380312
        ],
        [
            1.154095,
            1.30884,
            1.016128,
            0.975779,
            1.206302,
            0.824659
        ],
        [
            447,
            224,
            223,
            447,
            224,
            223
        ],
        [
            233,
            111,
            122,
            220,
            110,
            110
        ],
        [
            214,
            113,
            101,
            227,
            114,
            113
        ],
        [
            52.12528,
            49.553571,
            54.70852,
            49.217002,
            49.107143,
            49.327354
        ],
        [
            1.059984,
            1.332422,
            0.841221,
            1.006826,
            1.250168,
            0.847149
        ],
        [
            131510,
            131510,
            41326,
            457418,
            457418,
            266731
        ],
        [
            -120517,
            -45285,
            -120517,
            -760808,
            -318909,
            -760808
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            6,
            6,
            7,
            7,
            6,
            7
        ],
        [
            3171,
            1591,
            1580,
            3171,
            1591,
            1580
        ],
        [
            9.927065,
            9.927066,
            13.927065,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39561,
            320562,
            -391267,
            -576801,
            -56961,
            -580150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759313698472,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6055,
            "nc": 0.53105
        }
    }
}

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)