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Trade: MASK/USDT/120/RMA/VWMA/4043

Strategy
MASK/USDT/120/RMA/VWMA/4043
Pair
MASK_USDT
Interval
2h
Score
424722
Daily Profit
0.207028
Profit Factor
1.666788
Profitability
57.471264
Streak
42.051487
Best Strategy
Training Data Length
1598.920000
Evaluation Time
2025-10-10 10:14
Expiration Time
2025-12-06 21:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395511.5601 331021.8901 64489.6699 39985.363 208736.6541 -168751.2911
Total P&L (%) 395.5116 331.0219 64.4897 39.9854 208.7367 -168.7513
Avg Daily Profit (%) 0.2474 0.207 0.0403 0.021 0.0705 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170038 -138007 -109386 -642431 -370959 -462030
Profit Factor 1.438 1.6668 1.1586 1.014 1.1398 0.8754
Total Trades 175 87 88 175 87 88
Winning Trades 99 50 49 99 50 49
Losing Trades 76 37 39 76 37 39
Profitability (%) 56.5714 57.4713 55.6818 56.5714 57.4713 55.6818
Ratio Avg Win / Avg Loss 1.1039 1.2334 0.9222 0.7785 0.8435 0.6967
Largest Winning Trade 261642 261642 45992 239764 239764 116986
Largest Losing Trade -47532 -47532 -30068 -204309 -171996 -204309
Avg Bars in Trades 106 136 77 106 136 77
Avg Bars in Winners 106 131 81 106 131 81
Avg Bars in Losers 106 143 71 106 143 71
Bars Traded 18688 11897 6791 18688 11897 6791
Profit Streak 23.7182 42.0515 23.7182 23.7182 42.0515 23.7182
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423155 424722 -186134 -370922 -165099 -579815
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19187,
    "evaluation_days": 1598.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623124800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760080448501,
    "expiration_time": 1765049270400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "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": [
        [
            395511.5600770591,
            331021.8901396046,
            64489.6699374545,
            39985.3629710995,
            208736.6541162874,
            -168751.291145188
        ],
        [
            395.51156,
            331.02189,
            64.48967,
            39.985363,
            208.736654,
            -168.751291
        ],
        [
            0.247362,
            0.207028,
            0.040333,
            0.021039,
            0.07053,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170038,
            -138007,
            -109386,
            -642431,
            -370959,
            -462030
        ],
        [
            1.438005,
            1.666788,
            1.15863,
            1.014044,
            1.139809,
            0.875373
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            56.571429,
            57.471264,
            55.681818,
            56.571429,
            57.471264,
            55.681818
        ],
        [
            1.103923,
            1.233423,
            0.922175,
            0.778458,
            0.843459,
            0.696725
        ],
        [
            261642,
            261642,
            45992,
            239764,
            239764,
            116986
        ],
        [
            -47532,
            -47532,
            -30068,
            -204309,
            -171996,
            -204309
        ],
        [
            106,
            136,
            77,
            106,
            136,
            77
        ],
        [
            106,
            131,
            81,
            106,
            131,
            81
        ],
        [
            106,
            143,
            71,
            106,
            143,
            71
        ],
        [
            18688,
            11897,
            6791,
            18688,
            11897,
            6791
        ],
        [
            23.718154,
            42.051487,
            23.718154,
            23.718154,
            42.051487,
            23.718154
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423155,
            424722,
            -186134,
            -370922,
            -165099,
            -579815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19187,
    "evaluation_days": 1598.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623124800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760080448501,
    "expiration_time": 1765049270400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "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)