← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: MASK/USDT/60/JMA/VWMA/5192

Strategy
MASK/USDT/60/JMA/VWMA/5192
Pair
MASK_USDT
Interval
1h
Score
433617
Daily Profit
0.280696
Profit Factor
1.555661
Profitability
67.605634
Streak
10.697975
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 01:45
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292378.1976 156072.2943 136305.9032 348258.5976 78463.8482 269794.7494
Total P&L (%) 292.3782 156.0723 136.3059 348.2586 78.4638 269.7947
Avg Daily Profit (%) 0.2807 0.1498 0.1309 0.1441 0.0556 0.1256
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50951 -50472 -50951 -308205 -248571 -298059
Profit Factor 1.5557 1.5943 1.5171 1.2561 1.1157 1.3957
Total Trades 142 71 71 142 71 71
Winning Trades 96 46 50 96 46 50
Losing Trades 46 25 21 46 25 21
Profitability (%) 67.6056 64.7887 70.4225 67.6056 64.7887 70.4225
Ratio Avg Win / Avg Loss 0.7454 0.8665 0.6372 0.6019 0.6064 0.5862
Largest Winning Trade 40219 40219 32844 151789 97892 151789
Largest Losing Trade -50951 -35898 -50951 -275329 -175056 -275329
Avg Bars in Trades 172 189 155 172 189 155
Avg Bars in Winners 123 131 115 123 131 115
Avg Bars in Losers 274 295 249 274 295 249
Bars Traded 24461 13442 11019 24461 13442 11019
Profit Streak 10.698 34.1563 10.698 10.698 34.1563 10.698
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433617 -76127 -101967 45699 -296839 -109681
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758926705064,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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": [
        [
            292378.1975838535,
            156072.29434128,
            136305.9032425737,
            348258.5976360093,
            78463.8482394636,
            269794.7493965458
        ],
        [
            292.378198,
            156.072294,
            136.305903,
            348.258598,
            78.463848,
            269.794749
        ],
        [
            0.280696,
            0.149836,
            0.13086,
            0.144129,
            0.055623,
            0.125631
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50951,
            -50472,
            -50951,
            -308205,
            -248571,
            -298059
        ],
        [
            1.555661,
            1.594332,
            1.517133,
            1.256133,
            1.115741,
            1.395736
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            67.605634,
            64.788732,
            70.422535,
            67.605634,
            64.788732,
            70.422535
        ],
        [
            0.745421,
            0.866485,
            0.637196,
            0.601897,
            0.606381,
            0.586209
        ],
        [
            40219,
            40219,
            32844,
            151789,
            97892,
            151789
        ],
        [
            -50951,
            -35898,
            -50951,
            -275329,
            -175056,
            -275329
        ],
        [
            172,
            189,
            155,
            172,
            189,
            155
        ],
        [
            123,
            131,
            115,
            123,
            131,
            115
        ],
        [
            274,
            295,
            249,
            274,
            295,
            249
        ],
        [
            24461,
            13442,
            11019,
            24461,
            13442,
            11019
        ],
        [
            10.697975,
            34.156309,
            10.697975,
            10.697975,
            34.156309,
            10.697975
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433617,
            -76127,
            -101967,
            45699,
            -296839,
            -109681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758926705064,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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)