← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MASK/USDT/120/BBL/VWMA/8727

Strategy
MASK/USDT/120/BBL/VWMA/8727
Pair
MASK_USDT
Interval
2h
Score
357833
Daily Profit
0.191276
Profit Factor
1.453156
Profitability
53.913043
Streak
18.765034
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-02 23:21
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304415.3777 269651.1683 34764.2094 -58095.9425 -71395.8803 13299.9379
Total P&L (%) 304.4154 269.6512 34.7642 -58.0959 -71.3959 13.2999
Avg Daily Profit (%) 0.1913 0.1694 0.0218 -0.0546 -0.0786 0.0078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152260 -137887 -28949 -215190 -211097 -49984
Profit Factor 1.4532 1.5313 1.2116 0.9315 0.8892 1.0653
Total Trades 115 57 58 115 57 58
Winning Trades 62 28 34 62 28 34
Losing Trades 53 29 24 53 29 24
Profitability (%) 53.913 49.1228 58.6207 53.913 49.1228 58.6207
Ratio Avg Win / Avg Loss 1.2422 1.586 0.8553 0.7963 0.9209 0.752
Largest Winning Trade 249763 249763 22123 67300 67300 24283
Largest Losing Trade -71780 -71780 -28949 -92029 -92029 -39790
Avg Bars in Trades 156 296 18 156 296 18
Avg Bars in Winners 120 240 20 120 240 20
Avg Bars in Losers 199 351 15 199 351 15
Bars Traded 18000 16926 1074 18000 16926 1074
Profit Streak 18.765 0 118.265 18.765 0 118.265
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357833 -170427 -346193 -579404 -761174 -573524
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623376800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759436498904,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 3.31132
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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": [
        [
            304415.3776834069,
            269651.1683078925,
            34764.2093755143,
            -58095.9424835929,
            -71395.8803377036,
            13299.9378541108
        ],
        [
            304.415378,
            269.651168,
            34.764209,
            -58.095942,
            -71.39588,
            13.299938
        ],
        [
            0.191276,
            0.169432,
            0.021844,
            -0.054637,
            -0.078613,
            0.007846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152260,
            -137887,
            -28949,
            -215190,
            -211097,
            -49984
        ],
        [
            1.453156,
            1.531348,
            1.211614,
            0.931482,
            0.889175,
            1.065299
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            53.913043,
            49.122807,
            58.62069,
            53.913043,
            49.122807,
            58.62069
        ],
        [
            1.242214,
            1.586039,
            0.855257,
            0.796267,
            0.920931,
            0.751976
        ],
        [
            249763,
            249763,
            22123,
            67300,
            67300,
            24283
        ],
        [
            -71780,
            -71780,
            -28949,
            -92029,
            -92029,
            -39790
        ],
        [
            156,
            296,
            18,
            156,
            296,
            18
        ],
        [
            120,
            240,
            20,
            120,
            240,
            20
        ],
        [
            199,
            351,
            15,
            199,
            351,
            15
        ],
        [
            18000,
            16926,
            1074,
            18000,
            16926,
            1074
        ],
        [
            18.765034,
            0,
            118.265034,
            18.765034,
            0,
            118.265034
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357833,
            -170427,
            -346193,
            -579404,
            -761174,
            -573524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623376800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759436498904,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 3.31132
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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)