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Trade: MASK/USDT/480/DCM/VWMA/3307

Strategy
MASK/USDT/480/DCM/VWMA/3307
Pair
MASK_USDT
Interval
8h
Score
447989
Daily Profit
0.288558
Profit Factor
1.566779
Profitability
63.398693
Streak
136.597675
Best Strategy
Training Data Length
1593.330000
Evaluation Time
2025-10-04 09:20
Expiration Time
2025-11-20 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459768.3402 297179.2128 162589.1274 118330.1994 234878.8174 -116548.618
Total P&L (%) 459.7683 297.1792 162.5891 118.3302 234.8788 -116.5486
Avg Daily Profit (%) 0.2886 0.1865 0.102 0.049 0.0759 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113579 -79611 -93835 -578023 -357057 -646102
Profit Factor 1.5668 1.7965 1.3711 1.0457 1.2204 0.9236
Total Trades 153 76 77 153 76 77
Winning Trades 97 49 48 97 49 48
Losing Trades 56 27 29 56 27 29
Profitability (%) 63.3987 64.4737 62.3377 63.3987 64.4737 62.3377
Ratio Avg Win / Avg Loss 0.9045 0.9899 0.8284 0.6037 0.6724 0.558
Largest Winning Trade 91604 91604 43169 158687 158687 157888
Largest Losing Trade -82751 -46944 -82751 -469381 -309775 -469381
Avg Bars in Trades 30 30 30 30 30 30
Avg Bars in Winners 27 24 30 27 24 30
Avg Bars in Losers 35 41 30 35 41 30
Bars Traded 4666 2332 2334 4666 2332 2334
Profit Streak 136.5977 136.5977 136.931 136.5977 136.5977 136.931
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447989 -37817 -96593 -295384 -139652 -619475
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4780,
    "evaluation_days": 1593.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623600000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558839128,
    "expiration_time": 1763665920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "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": [
        [
            459768.3402047227,
            297179.2128315003,
            162589.1273732224,
            118330.1994376083,
            234878.8174081481,
            -116548.61797054
        ],
        [
            459.76834,
            297.179213,
            162.589127,
            118.330199,
            234.878817,
            -116.548618
        ],
        [
            0.288558,
            0.186515,
            0.102044,
            0.049019,
            0.075882,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113579,
            -79611,
            -93835,
            -578023,
            -357057,
            -646102
        ],
        [
            1.566779,
            1.796502,
            1.371131,
            1.045671,
            1.220357,
            0.923576
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            63.398693,
            64.473684,
            62.337662,
            63.398693,
            64.473684,
            62.337662
        ],
        [
            0.904532,
            0.989909,
            0.828392,
            0.603686,
            0.672441,
            0.557994
        ],
        [
            91604,
            91604,
            43169,
            158687,
            158687,
            157888
        ],
        [
            -82751,
            -46944,
            -82751,
            -469381,
            -309775,
            -469381
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            35,
            41,
            30,
            35,
            41,
            30
        ],
        [
            4666,
            2332,
            2334,
            4666,
            2332,
            2334
        ],
        [
            136.597675,
            136.597675,
            136.931008,
            136.597675,
            136.597675,
            136.931008
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447989,
            -37817,
            -96593,
            -295384,
            -139652,
            -619475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4780,
    "evaluation_days": 1593.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623600000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558839128,
    "expiration_time": 1763665920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "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)