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Trade: MASK/USDT/240/DCL/VWMA/1089

Strategy
MASK/USDT/240/DCL/VWMA/1089
Pair
MASK_USDT
Interval
4h
Score
415704
Daily Profit
0.171605
Profit Factor
1.391581
Profitability
74.015748
Streak
25.367544
Best Strategy
Training Data Length
1598.330000
Evaluation Time
2025-10-09 11:49
Expiration Time
2025-11-26 08:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274281.3705 211446.3052 62835.0653 -99722.3635 -7751.0001 -91971.3634
Total P&L (%) 274.2814 211.4463 62.8351 -99.7224 -7.751 -91.9714
Avg Daily Profit (%) 0.1716 0.1323 0.0393 -0.3676 -0.005 -0.1577
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164231 -140035 -99052 -60457 -39586 -20921
Profit Factor 1.3916 1.5738 1.1893 0.5145 0.8899 0.3189
Total Trades 127 63 64 127 63 64
Winning Trades 94 45 49 94 45 49
Losing Trades 33 18 15 33 18 15
Profitability (%) 74.0157 71.4286 76.5625 74.0157 71.4286 76.5625
Ratio Avg Win / Avg Loss 0.4885 0.6295 0.3641 0.1806 0.3559 0.0976
Largest Winning Trade 94695 94695 36769 12967 12967 9840
Largest Losing Trade -99052 -66692 -99052 -96600 -39535 -96600
Avg Bars in Trades 71 118 25 71 118 25
Avg Bars in Winners 39 62 19 39 62 19
Avg Bars in Losers 160 257 44 160 257 44
Bars Traded 9049 7444 1605 9049 7444 1605
Profit Streak 25.3675 25.3675 129.2009 25.3675 25.3675 129.2009
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415704 -159686 -288864 -575585 -724137 -714819
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9590,
    "evaluation_days": 1598.33,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624795200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1759999755820,
    "expiration_time": 1764139680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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": [
        [
            274281.3705403883,
            211446.3052420202,
            62835.0652983682,
            -99722.3634597919,
            -7751.0000878464,
            -91971.3633719455
        ],
        [
            274.281371,
            211.446305,
            62.835065,
            -99.722363,
            -7.751,
            -91.971363
        ],
        [
            0.171605,
            0.132292,
            0.039313,
            -0.36762,
            -0.005048,
            -0.157675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164231,
            -140035,
            -99052,
            -60457,
            -39586,
            -20921
        ],
        [
            1.391581,
            1.573765,
            1.189307,
            0.514504,
            0.889857,
            0.318889
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            74.015748,
            71.428571,
            76.5625,
            74.015748,
            71.428571,
            76.5625
        ],
        [
            0.488534,
            0.629506,
            0.364074,
            0.180624,
            0.355943,
            0.097619
        ],
        [
            94695,
            94695,
            36769,
            12967,
            12967,
            9840
        ],
        [
            -99052,
            -66692,
            -99052,
            -96600,
            -39535,
            -96600
        ],
        [
            71,
            118,
            25,
            71,
            118,
            25
        ],
        [
            39,
            62,
            19,
            39,
            62,
            19
        ],
        [
            160,
            257,
            44,
            160,
            257,
            44
        ],
        [
            9049,
            7444,
            1605,
            9049,
            7444,
            1605
        ],
        [
            25.367544,
            25.367544,
            129.200877,
            25.367544,
            25.367544,
            129.200878
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415704,
            -159686,
            -288864,
            -575585,
            -724137,
            -714819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9590,
    "evaluation_days": 1598.33,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624795200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1759999755820,
    "expiration_time": 1764139680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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)