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Trade: MASK/USDT/240/HMA/VWMA/1702

Strategy
MASK/USDT/240/HMA/VWMA/1702
Pair
MASK_USDT
Interval
4h
Score
411846
Daily Profit
0.206607
Profit Factor
1.957399
Profitability
48.648649
Streak
49.930763
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 21:20
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419951.329 329056.816 90894.5129 -3332.657 6504.8139 -9837.4708
Total P&L (%) 419.9513 329.0568 90.8945 -3.3327 6.5048 -9.8375
Avg Daily Profit (%) 0.2637 0.2066 0.0571 -0.0021 0.004 -0.0065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170284 -128028 -79639 -460209 -321021 -210061
Profit Factor 1.672 1.9574 1.3232 0.9973 1.0092 0.9807
Total Trades 75 37 38 75 37 38
Winning Trades 43 18 25 43 18 25
Losing Trades 32 19 13 32 19 13
Profitability (%) 57.3333 48.6486 65.7895 57.3333 48.6486 65.7895
Ratio Avg Win / Avg Loss 1.2443 2.0661 0.6881 0.7421 1.0653 0.51
Largest Winning Trade 272004 272004 47782 212149 212149 73625
Largest Losing Trade -77762 -66295 -77762 -107573 -99348 -107573
Avg Bars in Trades 121 150 92 121 150 92
Avg Bars in Winners 88 106 75 88 106 75
Avg Bars in Losers 164 192 124 164 192 124
Bars Traded 9077 5571 3505 9077 5571 3505
Profit Streak 49.9308 49.9308 114.2641 49.9308 49.9308 114.2641
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48411 411846 -114740 -639410 -563639 -577365
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759515617967,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "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": [
        [
            419951.3289808062,
            329056.8160319451,
            90894.5129488613,
            -3332.6569558902,
            6504.8138504355,
            -9837.4708063256
        ],
        [
            419.951329,
            329.056816,
            90.894513,
            -3.332657,
            6.504814,
            -9.837471
        ],
        [
            0.263678,
            0.206607,
            0.057071,
            -0.002128,
            0.003957,
            -0.006502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170284,
            -128028,
            -79639,
            -460209,
            -321021,
            -210061
        ],
        [
            1.671996,
            1.957399,
            1.323201,
            0.997258,
            1.009228,
            0.980723
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            57.333333,
            48.648649,
            65.789474,
            57.333333,
            48.648649,
            65.789474
        ],
        [
            1.244276,
            2.066143,
            0.688065,
            0.742145,
            1.065296,
            0.509976
        ],
        [
            272004,
            272004,
            47782,
            212149,
            212149,
            73625
        ],
        [
            -77762,
            -66295,
            -77762,
            -107573,
            -99348,
            -107573
        ],
        [
            121,
            150,
            92,
            121,
            150,
            92
        ],
        [
            88,
            106,
            75,
            88,
            106,
            75
        ],
        [
            164,
            192,
            124,
            164,
            192,
            124
        ],
        [
            9077,
            5571,
            3505,
            9077,
            5571,
            3505
        ],
        [
            49.930763,
            49.930763,
            114.264097,
            49.930763,
            49.930763,
            114.264097
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48411,
            411846,
            -114740,
            -639410,
            -563639,
            -577365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759515617967,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "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)