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Trade: MASK/USDT/720/VWAP/TEMA/4269

Strategy
MASK/USDT/720/VWAP/TEMA/4269
Pair
MASK_USDT
Interval
12h
Score
463543
Daily Profit
0.156642
Profit Factor
1.388687
Profitability
77.333333
Streak
49.472723
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-27 14:20
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 248121.0958 121145.4577 126975.6382 -162432.9363 -189061.4618 26628.5255
Total P&L (%) 248.1211 121.1455 126.9756 -162.4329 -189.0615 26.6285
Avg Daily Profit (%) 0.1566 0.0765 0.0802 0 0 0.0149
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124533 -96328 -121375 -663671 -536039 -475257
Profit Factor 1.3887 1.3883 1.3891 0.885 0.7353 1.0381
Total Trades 150 75 75 150 75 75
Winning Trades 116 57 59 50 25 25
Losing Trades 34 18 16 100 50 50
Profitability (%) 77.3333 76 78.6667 33.3333 33.3333 33.3333
Ratio Avg Win / Avg Loss 0.407 0.4384 0.3767 1.7701 1.4705 2.0762
Largest Winning Trade 43312 43312 33136 109685 88863 109685
Largest Losing Trade -111334 -47204 -111334 -355017 -199911 -355017
Avg Bars in Trades 19 18 21 19 18 21
Avg Bars in Winners 12 9 14 37 34 39
Avg Bars in Losers 45 47 43 10 10 11
Bars Traded 2951 1375 1576 2951 1375 1576
Profit Streak 49.4727 49.4727 64.4727 0 0 0
Trades During Streak 15 7 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463543 -143304 -138016 -583417 -642273 -417000
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629072000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972043284,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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": [
        [
            248121.0958178434,
            121145.4576585572,
            126975.6381592862,
            -162432.9363329595,
            -189061.4618054002,
            26628.5254724407
        ],
        [
            248.121096,
            121.145458,
            126.975638,
            -162.432936,
            -189.061462,
            26.628525
        ],
        [
            0.156642,
            0.076481,
            0.080161,
            0,
            0,
            0.014906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124533,
            -96328,
            -121375,
            -663671,
            -536039,
            -475257
        ],
        [
            1.388687,
            1.38827,
            1.389087,
            0.885036,
            0.735265,
            1.038109
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            116,
            57,
            59,
            50,
            25,
            25
        ],
        [
            34,
            18,
            16,
            100,
            50,
            50
        ],
        [
            77.333333,
            76,
            78.666667,
            33.333333,
            33.333333,
            33.333333
        ],
        [
            0.407029,
            0.438401,
            0.376702,
            1.770072,
            1.47053,
            2.076218
        ],
        [
            43312,
            43312,
            33136,
            109685,
            88863,
            109685
        ],
        [
            -111334,
            -47204,
            -111334,
            -355017,
            -199911,
            -355017
        ],
        [
            19,
            18,
            21,
            19,
            18,
            21
        ],
        [
            12,
            9,
            14,
            37,
            34,
            39
        ],
        [
            45,
            47,
            43,
            10,
            10,
            11
        ],
        [
            2951,
            1375,
            1576,
            2951,
            1375,
            1576
        ],
        [
            49.472723,
            49.472723,
            64.472723,
            0,
            0,
            0
        ],
        [
            15,
            7,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463543,
            -143304,
            -138016,
            -583417,
            -642273,
            -417000
        ]
    ]
}
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": 1629072000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972043284,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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)