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Trade: MASK/USDT/240/PSAR/VWMA/1566

Strategy
MASK/USDT/240/PSAR/VWMA/1566
Pair
MASK_USDT
Interval
4h
Score
385980
Daily Profit
0.268928
Profit Factor
1.297838
Profitability
52.888889
Streak
3.628543
Best Strategy
Training Data Length
1593.830000
Evaluation Time
2025-10-05 02:05
Expiration Time
2025-11-21 17:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428625.5692 301756.4577 126869.1115 214982.2412 95784.5611 119197.68
Total P&L (%) 428.6256 301.7565 126.8691 214.9822 95.7846 119.1977
Avg Daily Profit (%) 0.2689 0.1893 0.0796 0.072 0.0422 0.0493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109955 -113639 -107020 -534197 -455303 -282043
Profit Factor 1.2978 1.4393 1.1686 1.0469 1.0415 1.0525
Total Trades 450 225 225 450 225 225
Winning Trades 238 119 119 238 119 119
Losing Trades 212 106 106 212 106 106
Profitability (%) 52.8889 52.8889 52.8889 52.8889 52.8889 52.8889
Ratio Avg Win / Avg Loss 1.1561 1.2821 1.041 0.9325 0.9277 0.9375
Largest Winning Trade 74626 74626 50522 157162 157162 109268
Largest Losing Trade -57149 -41321 -57149 -134568 -134568 -103627
Avg Bars in Trades 20 24 17 20 24 17
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 23 31 15 23 31 15
Bars Traded 9409 5480 3929 9409 5480 3929
Profit Streak 3.6285 4.4619 0 3.6285 4.4619 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385980 358223 -120416 -264938 -311702 -290345
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9563,
    "evaluation_days": 1593.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623297600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759619106112,
    "expiration_time": 1763739216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            428625.569192852,
            301756.4577414756,
            126869.1114513761,
            214982.241184158,
            95784.5611434868,
            119197.6800406711
        ],
        [
            428.625569,
            301.756458,
            126.869111,
            214.982241,
            95.784561,
            119.19768
        ],
        [
            0.268928,
            0.189328,
            0.0796,
            0.072013,
            0.042162,
            0.049252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109955,
            -113639,
            -107020,
            -534197,
            -455303,
            -282043
        ],
        [
            1.297838,
            1.439339,
            1.168645,
            1.046912,
            1.041451,
            1.052465
        ],
        [
            450,
            225,
            225,
            450,
            225,
            225
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            52.888889,
            52.888889,
            52.888889,
            52.888889,
            52.888889,
            52.888889
        ],
        [
            1.156057,
            1.2821,
            1.040978,
            0.932543,
            0.927679,
            0.93749
        ],
        [
            74626,
            74626,
            50522,
            157162,
            157162,
            109268
        ],
        [
            -57149,
            -41321,
            -57149,
            -134568,
            -134568,
            -103627
        ],
        [
            20,
            24,
            17,
            20,
            24,
            17
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            23,
            31,
            15,
            23,
            31,
            15
        ],
        [
            9409,
            5480,
            3929,
            9409,
            5480,
            3929
        ],
        [
            3.628543,
            4.461876,
            0,
            3.628543,
            4.461876,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385980,
            358223,
            -120416,
            -264938,
            -311702,
            -290345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9563,
    "evaluation_days": 1593.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623297600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759619106112,
    "expiration_time": 1763739216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)