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Trade: MASK/USDT/240/HILO/VWMA/4763

Strategy
MASK/USDT/240/HILO/VWMA/4763
Pair
MASK_USDT
Interval
4h
Score
352057
Daily Profit
0.209834
Profit Factor
1.471291
Profitability
63.870968
Streak
0.000000
Best Strategy
Training Data Length
1601.000000
Evaluation Time
2025-10-12 06:00
Expiration Time
2025-11-29 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335944.599 243314.4435 92630.1555 -2503.7463 30560.9441 -33064.6904
Total P&L (%) 335.9446 243.3144 92.6302 -2.5037 30.5609 -33.0647
Avg Daily Profit (%) 0.2098 0.152 0.0579 -0.0016 0.0167 -0.0251
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130232 -128544 -75422 -314892 -239623 -132723
Profit Factor 1.4713 1.5961 1.304 0.9983 1.036 0.9485
Total Trades 155 77 78 155 77 78
Winning Trades 99 50 49 99 50 49
Losing Trades 56 27 29 56 27 29
Profitability (%) 63.871 64.9351 62.8205 63.871 64.9351 62.8205
Ratio Avg Win / Avg Loss 0.8322 0.8619 0.7718 0.5647 0.5594 0.5613
Largest Winning Trade 121976 121976 49606 107844 107844 59801
Largest Losing Trade -75422 -68007 -75422 -122871 -122871 -114740
Avg Bars in Trades 59 82 37 59 82 37
Avg Bars in Winners 41 55 26 41 55 26
Avg Bars in Losers 92 132 56 92 132 56
Bars Traded 9290 6357 2933 9290 6357 2933
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352057 -32306 -149738 -578167 -395985 -613296
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9606,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760238047690,
    "expiration_time": 1764376992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "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": [
        [
            335944.5989579398,
            243314.4434510278,
            92630.155506912,
            -2503.7463359703,
            30560.9440929768,
            -33064.6904289472
        ],
        [
            335.944599,
            243.314443,
            92.630156,
            -2.503746,
            30.560944,
            -33.06469
        ],
        [
            0.209834,
            0.151977,
            0.057858,
            -0.001584,
            0.016658,
            -0.025071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130232,
            -128544,
            -75422,
            -314892,
            -239623,
            -132723
        ],
        [
            1.471291,
            1.596129,
            1.304044,
            0.99832,
            1.036009,
            0.948485
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            63.870968,
            64.935065,
            62.820513,
            63.870968,
            64.935065,
            62.820513
        ],
        [
            0.832245,
            0.86191,
            0.771781,
            0.564706,
            0.559445,
            0.561348
        ],
        [
            121976,
            121976,
            49606,
            107844,
            107844,
            59801
        ],
        [
            -75422,
            -68007,
            -75422,
            -122871,
            -122871,
            -114740
        ],
        [
            59,
            82,
            37,
            59,
            82,
            37
        ],
        [
            41,
            55,
            26,
            41,
            55,
            26
        ],
        [
            92,
            132,
            56,
            92,
            132,
            56
        ],
        [
            9290,
            6357,
            2933,
            9290,
            6357,
            2933
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352057,
            -32306,
            -149738,
            -578167,
            -395985,
            -613296
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9606,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760238047690,
    "expiration_time": 1764376992000,
    "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": 228,
            "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)