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Trade: MASK/USDT/480/HILO/VWMA/8508

Strategy
MASK/USDT/480/HILO/VWMA/8508
Pair
MASK_USDT
Interval
8h
Score
418440
Daily Profit
0.262641
Profit Factor
1.503523
Profitability
52.380952
Streak
35.029307
Best Strategy
Training Data Length
1588.330000
Evaluation Time
2025-09-29 03:42
Expiration Time
2025-11-15 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417161.0517 355737.4618 61423.5899 -8431.6487 55841.4093 -64273.058
Total P&L (%) 417.1611 355.7375 61.4236 -8.4316 55.8414 -64.2731
Avg Daily Profit (%) 0.2626 0.224 0.0387 -0.0055 0.0279 -0.0648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242759 -151344 -113729 -1207057 -830491 -652509
Profit Factor 1.5035 1.6776 1.2024 0.9976 1.0259 0.955
Total Trades 147 73 74 147 73 74
Winning Trades 77 30 47 77 30 47
Losing Trades 70 43 27 70 43 27
Profitability (%) 52.381 41.0959 63.5135 52.381 41.0959 63.5135
Ratio Avg Win / Avg Loss 1.3668 2.4046 0.6907 0.907 1.4705 0.5486
Largest Winning Trade 324607 324607 34752 519038 519038 235950
Largest Losing Trade -55146 -55146 -52095 -488820 -332724 -488820
Avg Bars in Trades 31 43 19 31 43 19
Avg Bars in Winners 25 38 17 25 38 17
Avg Bars in Losers 37 47 22 37 47 22
Bars Traded 4593 3174 1419 4593 3174 1419
Profit Streak 35.0293 35.0293 110.696 35.0293 35.0293 110.696
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418440 -63874 -204755 -578638 -423382 -641538
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4765,
    "evaluation_days": 1588.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623974400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106532113,
    "expiration_time": 1763220960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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": [
        [
            417161.051735525,
            355737.4617868183,
            61423.5899487072,
            -8431.6487399714,
            55841.4092622065,
            -64273.0580021778
        ],
        [
            417.161052,
            355.737462,
            61.42359,
            -8.431649,
            55.841409,
            -64.273058
        ],
        [
            0.262641,
            0.223969,
            0.038672,
            -0.005546,
            0.027937,
            -0.064781
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242759,
            -151344,
            -113729,
            -1207057,
            -830491,
            -652509
        ],
        [
            1.503523,
            1.677604,
            1.20239,
            0.997646,
            1.025931,
            0.955022
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            77,
            30,
            47,
            77,
            30,
            47
        ],
        [
            70,
            43,
            27,
            70,
            43,
            27
        ],
        [
            52.380952,
            41.09589,
            63.513514,
            52.380952,
            41.09589,
            63.513514
        ],
        [
            1.366839,
            2.404566,
            0.690735,
            0.906951,
            1.470502,
            0.54863
        ],
        [
            324607,
            324607,
            34752,
            519038,
            519038,
            235950
        ],
        [
            -55146,
            -55146,
            -52095,
            -488820,
            -332724,
            -488820
        ],
        [
            31,
            43,
            19,
            31,
            43,
            19
        ],
        [
            25,
            38,
            17,
            25,
            38,
            17
        ],
        [
            37,
            47,
            22,
            37,
            47,
            22
        ],
        [
            4593,
            3174,
            1419,
            4593,
            3174,
            1419
        ],
        [
            35.029307,
            35.029307,
            110.695973,
            35.029307,
            35.029307,
            110.695974
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418440,
            -63874,
            -204755,
            -578638,
            -423382,
            -641538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4765,
    "evaluation_days": 1588.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623974400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106532113,
    "expiration_time": 1763220960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "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)