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Trade: MASK/USDT/720/VWAP/KCU/7390

Strategy
MASK/USDT/720/VWAP/KCU/7390
Pair
MASK_USDT
Interval
12h
Score
490227
Daily Profit
0.162165
Profit Factor
1.577545
Profitability
83.870968
Streak
137.156082
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 06:44
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 257923.2832 175072.3507 82850.9325 19255.8603 -57409.2785 76665.1388
Total P&L (%) 257.9233 175.0724 82.8509 19.2559 -57.4093 76.6651
Avg Daily Profit (%) 0.1622 0.1101 0.0521 0.0111 -0.0537 0.0358
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211732 -142178 -69554 -261663 -227581 -37999
Profit Factor 1.5775 1.5799 1.5727 1.0388 0.8576 1.826
Total Trades 93 46 47 93 46 47
Winning Trades 78 39 39 78 39 39
Losing Trades 15 7 8 15 7 8
Profitability (%) 83.871 84.7826 82.9787 83.871 84.7826 82.9787
Ratio Avg Win / Avg Loss 0.3034 0.2836 0.3226 0.1998 0.1539 0.3746
Largest Winning Trade 43312 43312 24621 35243 35243 19051
Largest Losing Trade -68444 -68444 -64883 -146705 -146705 -31440
Avg Bars in Trades 30 51 9 30 51 9
Avg Bars in Winners 10 13 6 10 13 6
Avg Bars in Losers 134 259 25 134 259 25
Bars Traded 2806 2350 456 2806 2350 456
Profit Streak 137.1561 137.1561 295.6561 137.1561 137.1561 295.6561
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490227 -40525 -117361 -358712 -575390 -138497
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": 1626134400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290285477,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 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": [
        [
            257923.2832385799,
            175072.3507116055,
            82850.9325269744,
            19255.8603360766,
            -57409.2784722365,
            76665.1388083131
        ],
        [
            257.923283,
            175.072351,
            82.850933,
            19.25586,
            -57.409278,
            76.665139
        ],
        [
            0.162165,
            0.110074,
            0.052091,
            0.011073,
            -0.05365,
            0.035787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211732,
            -142178,
            -69554,
            -261663,
            -227581,
            -37999
        ],
        [
            1.577545,
            1.579858,
            1.572718,
            1.03882,
            0.85762,
            1.826039
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            15,
            7,
            8,
            15,
            7,
            8
        ],
        [
            83.870968,
            84.782609,
            82.978723,
            83.870968,
            84.782609,
            82.978723
        ],
        [
            0.303374,
            0.283564,
            0.322609,
            0.199773,
            0.153932,
            0.374572
        ],
        [
            43312,
            43312,
            24621,
            35243,
            35243,
            19051
        ],
        [
            -68444,
            -68444,
            -64883,
            -146705,
            -146705,
            -31440
        ],
        [
            30,
            51,
            9,
            30,
            51,
            9
        ],
        [
            10,
            13,
            6,
            10,
            13,
            6
        ],
        [
            134,
            259,
            25,
            134,
            259,
            25
        ],
        [
            2806,
            2350,
            456,
            2806,
            2350,
            456
        ],
        [
            137.156082,
            137.156082,
            295.656082,
            137.156082,
            137.156082,
            295.656082
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490227,
            -40525,
            -117361,
            -358712,
            -575390,
            -138497
        ]
    ]
}
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": 1626134400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290285477,
    "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": "kcu",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 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)