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Trade: MASK/USDT/240/EMA/VWMA/4207

Strategy
MASK/USDT/240/EMA/VWMA/4207
Pair
MASK_USDT
Interval
4h
Score
369431
Daily Profit
0.253790
Profit Factor
1.461315
Profitability
51.785714
Streak
0.000000
Best Strategy
Training Data Length
1601.330000
Evaluation Time
2025-10-12 11:11
Expiration Time
2025-11-29 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406401.1494 339980.2148 66420.9347 678.9689 91138.6245 -90459.6557
Total P&L (%) 406.4011 339.9802 66.4209 0.679 91.1386 -90.4597
Avg Daily Profit (%) 0.2538 0.2123 0.0415 0.0004 0.0405 -0.1466
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148477 -164170 -90711 -582735 -395584 -424388
Profit Factor 1.4613 1.7093 1.1654 1.0003 1.0669 0.9296
Total Trades 168 84 84 168 84 84
Winning Trades 87 41 46 87 41 46
Losing Trades 81 43 38 81 43 38
Profitability (%) 51.7857 48.8095 54.7619 51.7857 48.8095 54.7619
Ratio Avg Win / Avg Loss 1.3605 1.7927 0.9627 0.9313 1.119 0.7679
Largest Winning Trade 296166 296166 50917 147787 147787 113445
Largest Losing Trade -56301 -56301 -52256 -243260 -243260 -197928
Avg Bars in Trades 55 72 38 55 72 38
Avg Bars in Winners 53 68 39 53 68 39
Avg Bars in Losers 58 75 38 58 75 38
Bars Traded 9345 6070 3275 9345 6070 3275
Profit Streak 0 0 25.1745 0 0 25.1745
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369431 366236 -176712 -578819 -286564 -579466
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9608,
    "evaluation_days": 1601.33,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623168000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760256678890,
    "expiration_time": 1764406656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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": [
        [
            406401.1494341567,
            339980.2147729874,
            66420.9346611697,
            678.9688986171,
            91138.624549519,
            -90459.6556509018
        ],
        [
            406.401149,
            339.980215,
            66.420935,
            0.678969,
            91.138625,
            -90.459656
        ],
        [
            0.25379,
            0.212311,
            0.041479,
            0.000423,
            0.040464,
            -0.146623
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148477,
            -164170,
            -90711,
            -582735,
            -395584,
            -424388
        ],
        [
            1.461315,
            1.709302,
            1.165372,
            1.000257,
            1.066918,
            0.929569
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            51.785714,
            48.809524,
            54.761905,
            51.785714,
            48.809524,
            54.761905
        ],
        [
            1.360535,
            1.792683,
            0.962698,
            0.931273,
            1.118962,
            0.767905
        ],
        [
            296166,
            296166,
            50917,
            147787,
            147787,
            113445
        ],
        [
            -56301,
            -56301,
            -52256,
            -243260,
            -243260,
            -197928
        ],
        [
            55,
            72,
            38,
            55,
            72,
            38
        ],
        [
            53,
            68,
            39,
            53,
            68,
            39
        ],
        [
            58,
            75,
            38,
            58,
            75,
            38
        ],
        [
            9345,
            6070,
            3275,
            9345,
            6070,
            3275
        ],
        [
            0,
            0,
            25.174524,
            0,
            0,
            25.174524
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369431,
            366236,
            -176712,
            -578819,
            -286564,
            -579466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9608,
    "evaluation_days": 1601.33,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623168000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760256678890,
    "expiration_time": 1764406656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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)