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Trade: MASK/USDT/480/KCB/VWMA/8164

Strategy
MASK/USDT/480/KCB/VWMA/8164
Pair
MASK_USDT
Interval
8h
Score
416206
Daily Profit
0.160023
Profit Factor
1.798609
Profitability
61.290323
Streak
75.972887
Best Strategy
Training Data Length
1588.670000
Evaluation Time
2025-09-29 18:20
Expiration Time
2025-11-16 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383583.1982 254223.3869 129359.8114 151445.275 77632.7092 73812.5658
Total P&L (%) 383.5832 254.2234 129.3598 151.4453 77.6327 73.8126
Avg Daily Profit (%) 0.2414 0.16 0.0814 0.0581 0.0362 0.0348
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105304 -127480 -49481 -565625 -493807 -317235
Profit Factor 1.7754 1.7986 1.7335 1.075 1.0635 1.0926
Total Trades 63 31 32 63 31 32
Winning Trades 44 19 25 44 19 25
Losing Trades 19 12 7 19 12 7
Profitability (%) 69.8413 61.2903 78.125 69.8413 61.2903 78.125
Ratio Avg Win / Avg Loss 0.7667 1.136 0.4854 0.4642 0.6717 0.3059
Largest Winning Trade 210604 210604 36452 273060 273060 145946
Largest Losing Trade -62538 -62538 -42064 -231945 -231945 -222763
Avg Bars in Trades 72 98 46 72 98 46
Avg Bars in Winners 52 73 36 52 73 36
Avg Bars in Losers 117 138 79 117 138 79
Bars Traded 4536 3056 1480 4536 3056 1480
Profit Streak 75.9729 75.9729 110.3062 75.9729 75.9729 110.3062
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138491 416206 -79158 -402193 -294954 -262218
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4766,
    "evaluation_days": 1588.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624636800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759159257422,
    "expiration_time": 1763250624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "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": [
        [
            383583.1982173356,
            254223.3868604759,
            129359.8113568595,
            151445.2750298489,
            77632.7092213701,
            73812.5658084785
        ],
        [
            383.583198,
            254.223387,
            129.359811,
            151.445275,
            77.632709,
            73.812566
        ],
        [
            0.241449,
            0.160023,
            0.081426,
            0.058056,
            0.036172,
            0.034803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105304,
            -127480,
            -49481,
            -565625,
            -493807,
            -317235
        ],
        [
            1.775412,
            1.798609,
            1.733539,
            1.074959,
            1.063486,
            1.092551
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            19,
            12,
            7,
            19,
            12,
            7
        ],
        [
            69.84127,
            61.290323,
            78.125,
            69.84127,
            61.290323,
            78.125
        ],
        [
            0.766655,
            1.135963,
            0.485391,
            0.464187,
            0.671675,
            0.305914
        ],
        [
            210604,
            210604,
            36452,
            273060,
            273060,
            145946
        ],
        [
            -62538,
            -62538,
            -42064,
            -231945,
            -231945,
            -222763
        ],
        [
            72,
            98,
            46,
            72,
            98,
            46
        ],
        [
            52,
            73,
            36,
            52,
            73,
            36
        ],
        [
            117,
            138,
            79,
            117,
            138,
            79
        ],
        [
            4536,
            3056,
            1480,
            4536,
            3056,
            1480
        ],
        [
            75.972887,
            75.972887,
            110.30622,
            75.972887,
            75.972887,
            110.30622
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138491,
            416206,
            -79158,
            -402193,
            -294954,
            -262218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4766,
    "evaluation_days": 1588.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624636800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759159257422,
    "expiration_time": 1763250624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "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)