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Trade: MASK/USDT/120/VWAP/ALMA/1160

Strategy
MASK/USDT/120/VWAP/ALMA/1160
Pair
MASK_USDT
Interval
2h
Score
387581
Daily Profit
0.157661
Profit Factor
1.323015
Profitability
69.230769
Streak
58.472656
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132853.4336 250916.6859 -118063.2523 265881.4527 134927.5504 130953.9022
Total P&L (%) 132.8534 250.9167 -118.0633 265.8815 134.9276 130.9539
Avg Daily Profit (%) 0.0835 0.1577 -0.0742 0.0815 0.0537 0.0526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -415359 -131849 -417405 -252491 -207677 -240242
Profit Factor 1.0722 1.323 0.8889 1.1787 1.1868 1.171
Total Trades 493 247 246 493 247 246
Winning Trades 357 171 186 303 157 146
Losing Trades 136 76 60 190 90 100
Profitability (%) 72.4138 69.2308 75.6098 61.4604 63.5628 59.3496
Ratio Avg Win / Avg Loss 0.4085 0.588 0.2867 0.7391 0.6803 0.802
Largest Winning Trade 53386 53386 30975 66559 49326 66559
Largest Losing Trade -321322 -55044 -321322 -203856 -203856 -141567
Avg Bars in Trades 38 39 37 38 39 37
Avg Bars in Winners 23 23 22 29 29 28
Avg Bars in Losers 79 75 83 53 56 50
Bars Traded 19017 9737 9280 19017 9737 9280
Profit Streak 17.556 58.4727 17.556 17.556 58.4727 17.556
Trades During Streak 7 13 3 7 13 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -217120 387581 -575249 -104061 -133730 -153366
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622361600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440037531,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 62,
            "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": [
        [
            132853.4335650872,
            250916.6859059448,
            -118063.2523408582,
            265881.4526668824,
            134927.5504180423,
            130953.9022488402
        ],
        [
            132.853434,
            250.916686,
            -118.063252,
            265.881453,
            134.92755,
            130.953902
        ],
        [
            0.083477,
            0.157661,
            -0.074184,
            0.081537,
            0.053681,
            0.052609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -415359,
            -131849,
            -417405,
            -252491,
            -207677,
            -240242
        ],
        [
            1.072231,
            1.323015,
            0.88888,
            1.178654,
            1.186801,
            1.170971
        ],
        [
            493,
            247,
            246,
            493,
            247,
            246
        ],
        [
            357,
            171,
            186,
            303,
            157,
            146
        ],
        [
            136,
            76,
            60,
            190,
            90,
            100
        ],
        [
            72.413793,
            69.230769,
            75.609756,
            61.460446,
            63.562753,
            59.349593
        ],
        [
            0.408469,
            0.588007,
            0.286735,
            0.73909,
            0.680332,
            0.802035
        ],
        [
            53386,
            53386,
            30975,
            66559,
            49326,
            66559
        ],
        [
            -321322,
            -55044,
            -321322,
            -203856,
            -203856,
            -141567
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            23,
            23,
            22,
            29,
            29,
            28
        ],
        [
            79,
            75,
            83,
            53,
            56,
            50
        ],
        [
            19017,
            9737,
            9280,
            19017,
            9737,
            9280
        ],
        [
            17.55599,
            58.472656,
            17.55599,
            17.55599,
            58.472657,
            17.55599
        ],
        [
            7,
            13,
            3,
            7,
            13,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -217120,
            387581,
            -575249,
            -104061,
            -133730,
            -153366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622361600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440037531,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 62,
            "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)