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Trade: MASK/USDT/60/VWAP/ALMA/8301

Strategy
MASK/USDT/60/VWAP/ALMA/8301
Pair
MASK_USDT
Interval
1h
Score
437313
Daily Profit
0.204163
Profit Factor
1.290479
Profitability
71.698113
Streak
22.874128
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 07:58
Expiration Time
2025-12-22 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 212670.8889 118514.6965 94156.1923 78189.4874 -14683.3369 92872.8243
Total P&L (%) 212.6709 118.5147 94.1562 78.1895 -14.6833 92.8728
Avg Daily Profit (%) 0.2042 0.1138 0.0904 0.0555 -0.0152 0.0631
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86547 -76174 -67186 -264882 -216355 -136692
Profit Factor 1.2905 1.3103 1.2689 1.0655 0.978 1.1764
Total Trades 318 159 159 318 159 159
Winning Trades 228 111 117 228 111 117
Losing Trades 90 48 42 90 48 42
Profitability (%) 71.6981 69.8113 73.5849 71.6981 69.8113 73.5849
Ratio Avg Win / Avg Loss 0.5094 0.5666 0.4555 0.4206 0.4229 0.4223
Largest Winning Trade 27517 27517 19461 45233 45233 39760
Largest Losing Trade -55604 -50809 -55604 -171577 -171577 -136692
Avg Bars in Trades 78 78 77 78 78 77
Avg Bars in Winners 45 45 45 45 45 45
Avg Bars in Losers 160 154 166 160 154 166
Bars Traded 24853 12491 12361 24853 12491 12361
Profit Streak 22.8741 39.2491 22.8741 22.8741 39.2491 22.8741
Trades During Streak 8 10 4 8 10 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437313 -38096 -69216 -262847 -576246 -132000
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1670367600000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759899524662,
    "expiration_time": 1766376000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "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": [
        [
            212670.8888639215,
            118514.6965332621,
            94156.1923306595,
            78189.4873735931,
            -14683.336918722,
            92872.8242923155
        ],
        [
            212.670889,
            118.514697,
            94.156192,
            78.189487,
            -14.683337,
            92.872824
        ],
        [
            0.204163,
            0.113774,
            0.09039,
            0.055472,
            -0.015244,
            0.063078
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86547,
            -76174,
            -67186,
            -264882,
            -216355,
            -136692
        ],
        [
            1.290479,
            1.310262,
            1.268897,
            1.065507,
            0.977991,
            1.176412
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            228,
            111,
            117,
            228,
            111,
            117
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            71.698113,
            69.811321,
            73.584906,
            71.698113,
            69.811321,
            73.584906
        ],
        [
            0.5094,
            0.5666,
            0.455502,
            0.420595,
            0.422915,
            0.422302
        ],
        [
            27517,
            27517,
            19461,
            45233,
            45233,
            39760
        ],
        [
            -55604,
            -50809,
            -55604,
            -171577,
            -171577,
            -136692
        ],
        [
            78,
            78,
            77,
            78,
            78,
            77
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            160,
            154,
            166,
            160,
            154,
            166
        ],
        [
            24853,
            12491,
            12361,
            24853,
            12491,
            12361
        ],
        [
            22.874128,
            39.249128,
            22.874128,
            22.874128,
            39.249128,
            22.874128
        ],
        [
            8,
            10,
            4,
            8,
            10,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437313,
            -38096,
            -69216,
            -262847,
            -576246,
            -132000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669896000000,
    "first_datapoint_time": 1670367600000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759899524662,
    "expiration_time": 1766376000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "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)