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Trade: MASK/USDT/360/VWAP/HLC3/8406

Strategy
MASK/USDT/360/VWAP/HLC3/8406
Pair
MASK_USDT
Interval
6h
Score
377397
Daily Profit
0.166560
Profit Factor
1.425606
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1600.250000
Evaluation Time
2025-10-11 13:27
Expiration Time
2025-11-28 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160404.8154 210963.4919 -50558.6765 -109732.6168 1334162.5114 -1443895.1282
Total P&L (%) 160.4048 210.9635 -50.5587 -109.7326 1334.1625 -1443.8951
Avg Daily Profit (%) 0.1002 0.1318 -0.0316 0 0.1666 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -377514 -178535 -276355 -3124759 -804212 -3304865
Profit Factor 1.08 1.2217 0.952 0.9876 1.4256 0.7471
Total Trades 661 330 331 661 330 331
Winning Trades 257 135 122 385 176 209
Losing Trades 404 195 209 276 154 122
Profitability (%) 38.8805 40.9091 36.858 58.2451 53.3333 63.142
Ratio Avg Win / Avg Loss 1.6978 1.7646 1.6308 0.708 1.2474 0.4361
Largest Winning Trade 124063 124063 43241 1299049 1299049 305486
Largest Losing Trade -126032 -33161 -126032 -2956895 -328233 -2956895
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 12 9 14 9 9 9
Avg Bars in Losers 8 8 7 9 8 11
Bars Traded 6382 2987 3395 6382 2987 3395
Profit Streak 17.6861 17.6861 18.6861 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -189642 -17835 -580592 -575978 377397 -577621
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1621922400000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760178476651,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            160404.815369165,
            210963.4918598929,
            -50558.6764907273,
            -109732.6168446422,
            1334162.5114016824,
            -1443895.1282463258
        ],
        [
            160.404815,
            210.963492,
            -50.558676,
            -109.732617,
            1334.162511,
            -1443.895128
        ],
        [
            0.100237,
            0.131832,
            -0.031594,
            0,
            0.16656,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -377514,
            -178535,
            -276355,
            -3124759,
            -804212,
            -3304865
        ],
        [
            1.080043,
            1.221658,
            0.951951,
            0.987592,
            1.425606,
            0.747074
        ],
        [
            661,
            330,
            331,
            661,
            330,
            331
        ],
        [
            257,
            135,
            122,
            385,
            176,
            209
        ],
        [
            404,
            195,
            209,
            276,
            154,
            122
        ],
        [
            38.880484,
            40.909091,
            36.858006,
            58.245083,
            53.333333,
            63.141994
        ],
        [
            1.69781,
            1.764617,
            1.630802,
            0.707988,
            1.247405,
            0.436091
        ],
        [
            124063,
            124063,
            43241,
            1299049,
            1299049,
            305486
        ],
        [
            -126032,
            -33161,
            -126032,
            -2956895,
            -328233,
            -2956895
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            12,
            9,
            14,
            9,
            9,
            9
        ],
        [
            8,
            8,
            7,
            9,
            8,
            11
        ],
        [
            6382,
            2987,
            3395,
            6382,
            2987,
            3395
        ],
        [
            17.686072,
            17.686072,
            18.686072,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -189642,
            -17835,
            -580592,
            -575978,
            377397,
            -577621
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1621922400000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760178476651,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)