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Trade: MASK/USDT/240/SSF/VWMA/9277

Strategy
MASK/USDT/240/SSF/VWMA/9277
Pair
MASK_USDT
Interval
4h
Score
399707
Daily Profit
0.289202
Profit Factor
1.455178
Profitability
50.000000
Streak
10.097511
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 21:20
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460603.7549 403593.6396 57010.1153 -48085.8299 5823.267 -53909.0969
Total P&L (%) 460.6038 403.5936 57.0101 -48.0858 5.8233 -53.9091
Avg Daily Profit (%) 0.2892 0.2534 0.0358 -0.0412 0.0036 -0.0486
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172210 -144107 -115252 -997616 -472577 -738563
Profit Factor 1.4552 1.7702 1.1168 0.9858 1.0033 0.9663
Total Trades 196 98 98 196 98 98
Winning Trades 98 46 52 98 46 52
Losing Trades 98 52 46 98 52 46
Profitability (%) 50 46.9388 53.0612 50 46.9388 53.0612
Ratio Avg Win / Avg Loss 1.4552 2.0011 0.988 0.9858 1.1341 0.8548
Largest Winning Trade 325931 325931 45884 338734 338734 175139
Largest Losing Trade -83484 -45712 -83484 -278569 -188097 -278569
Avg Bars in Trades 46 57 36 46 57 36
Avg Bars in Winners 40 48 34 40 48 34
Avg Bars in Losers 52 65 38 52 65 38
Bars Traded 9160 5628 3532 9160 5628 3532
Profit Streak 10.0975 11.5975 0 10.0975 11.5975 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 399707 380926 -239507 -579090 -571650 -580673
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622952000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759515625005,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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": [
        [
            460603.7548844425,
            403593.6395730412,
            57010.1153114017,
            -48085.8299062053,
            5823.2670392041,
            -53909.0969454097
        ],
        [
            460.603755,
            403.59364,
            57.010115,
            -48.08583,
            5.823267,
            -53.909097
        ],
        [
            0.289202,
            0.253407,
            0.035795,
            -0.041154,
            0.003554,
            -0.048621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172210,
            -144107,
            -115252,
            -997616,
            -472577,
            -738563
        ],
        [
            1.455178,
            1.77021,
            1.116844,
            0.985816,
            1.00325,
            0.966275
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            98,
            46,
            52,
            98,
            46,
            52
        ],
        [
            98,
            52,
            46,
            98,
            52,
            46
        ],
        [
            50,
            46.938776,
            53.061224,
            50,
            46.938776,
            53.061224
        ],
        [
            1.455178,
            2.001107,
            0.987978,
            0.985816,
            1.134109,
            0.854782
        ],
        [
            325931,
            325931,
            45884,
            338734,
            338734,
            175139
        ],
        [
            -83484,
            -45712,
            -83484,
            -278569,
            -188097,
            -278569
        ],
        [
            46,
            57,
            36,
            46,
            57,
            36
        ],
        [
            40,
            48,
            34,
            40,
            48,
            34
        ],
        [
            52,
            65,
            38,
            52,
            65,
            38
        ],
        [
            9160,
            5628,
            3532,
            9160,
            5628,
            3532
        ],
        [
            10.097511,
            11.597512,
            0,
            10.097512,
            11.597512,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399707,
            380926,
            -239507,
            -579090,
            -571650,
            -580673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622952000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759515625005,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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)