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Trade: MASK/USDT/480/VWAP/ZLMA/3076

Strategy
MASK/USDT/480/VWAP/ZLMA/3076
Pair
MASK_USDT
Interval
8h
Score
490701
Daily Profit
0.190966
Profit Factor
1.417058
Profitability
81.132075
Streak
35.849543
Best Strategy
Training Data Length
1597.330000
Evaluation Time
2025-10-08 07:23
Expiration Time
2025-11-25 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305035.291 184059.7029 120975.5882 -1783090.5843 165079.7893 -1948170.3736
Total P&L (%) 305.0353 184.0597 120.9756 -1783.0906 165.0798 -1948.1704
Avg Daily Profit (%) 0.191 0.1152 0.0757 0 0.061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229873 -68654 -243148 -5619838 -2497474 -4704652
Profit Factor 1.4171 1.59 1.2884 0.8832 1.0258 0.7805
Total Trades 159 80 79 159 80 79
Winning Trades 129 62 67 70 37 33
Losing Trades 30 18 12 89 43 46
Profitability (%) 81.1321 77.5 84.8101 44.0252 46.25 41.7722
Ratio Avg Win / Avg Loss 0.3295 0.4616 0.2308 1.1229 1.1922 1.088
Largest Winning Trade 51823 51823 34991 1481815 1316143 1481815
Largest Losing Trade -185975 -46983 -185975 -3180128 -566306 -3180128
Avg Bars in Trades 27 25 30 27 25 30
Avg Bars in Winners 16 12 19 38 34 43
Avg Bars in Losers 78 69 93 19 16 21
Bars Traded 4448 2010 2438 4448 2010 2438
Profit Streak 35.8495 35.8495 122.8495 0 0 0
Trades During Streak 6 3 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490701 -52876 -114278 -580324 -324148 -609269
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4792,
    "evaluation_days": 1597.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628438400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897400491,
    "expiration_time": 1764021888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "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": [
        [
            305035.2910375442,
            184059.7028585122,
            120975.5881790319,
            -1783090.58429596,
            165079.789308427,
            -1948170.3736043856
        ],
        [
            305.035291,
            184.059703,
            120.975588,
            -1783.090584,
            165.079789,
            -1948.170374
        ],
        [
            0.190966,
            0.11523,
            0.075736,
            0,
            0.061049,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229873,
            -68654,
            -243148,
            -5619838,
            -2497474,
            -4704652
        ],
        [
            1.417058,
            1.589951,
            1.288445,
            0.883188,
            1.025841,
            0.780524
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            129,
            62,
            67,
            70,
            37,
            33
        ],
        [
            30,
            18,
            12,
            89,
            43,
            46
        ],
        [
            81.132075,
            77.5,
            84.810127,
            44.025157,
            46.25,
            41.772152
        ],
        [
            0.329548,
            0.461599,
            0.230766,
            1.122911,
            1.192194,
            1.088003
        ],
        [
            51823,
            51823,
            34991,
            1481815,
            1316143,
            1481815
        ],
        [
            -185975,
            -46983,
            -185975,
            -3180128,
            -566306,
            -3180128
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            16,
            12,
            19,
            38,
            34,
            43
        ],
        [
            78,
            69,
            93,
            19,
            16,
            21
        ],
        [
            4448,
            2010,
            2438,
            4448,
            2010,
            2438
        ],
        [
            35.849543,
            35.849543,
            122.849543,
            0,
            0,
            0
        ],
        [
            6,
            3,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490701,
            -52876,
            -114278,
            -580324,
            -324148,
            -609269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4792,
    "evaluation_days": 1597.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628438400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897400491,
    "expiration_time": 1764021888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "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)