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Trade: MASK/USDT/240/PSAR/VWMA/1113

Strategy
MASK/USDT/240/PSAR/VWMA/1113
Pair
MASK_USDT
Interval
4h
Score
354533
Daily Profit
0.252043
Profit Factor
1.339599
Profitability
58.235294
Streak
0.000000
Best Strategy
Training Data Length
1598.670000
Evaluation Time
2025-10-09 22:59
Expiration Time
2025-11-26 17:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402933.3466 272419.2051 130514.1415 203555.9467 100755.8914 102800.0553
Total P&L (%) 402.9333 272.4192 130.5141 203.5559 100.7559 102.8001
Avg Daily Profit (%) 0.252 0.1704 0.0816 0.0695 0.0436 0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129164 -137056 -131238 -727188 -627828 -318353
Profit Factor 1.3396 1.4588 1.2202 1.0475 1.0443 1.0512
Total Trades 340 170 170 340 170 170
Winning Trades 198 101 97 198 101 97
Losing Trades 142 69 73 142 69 73
Profitability (%) 58.2353 59.4118 57.0588 58.2353 59.4118 57.0588
Ratio Avg Win / Avg Loss 0.9607 0.9966 0.9183 0.7513 0.7134 0.7911
Largest Winning Trade 74626 74626 50522 134110 134110 102699
Largest Losing Trade -63124 -44959 -63124 -318353 -265960 -318353
Avg Bars in Trades 27 33 21 27 33 21
Avg Bars in Winners 23 27 19 23 27 19
Avg Bars in Losers 33 42 24 33 42 24
Bars Traded 9429 5703 3726 9429 5703 3726
Profit Streak 0 0 4.6665 0 0 4.6665
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354533 299185 -84093 -266952 -306619 -297728
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9592,
    "evaluation_days": 1598.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760039986340,
    "expiration_time": 1764169344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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": [
        [
            402933.3465948234,
            272419.2050730011,
            130514.1415218222,
            203555.9466548051,
            100755.8913558534,
            102800.0552989516
        ],
        [
            402.933347,
            272.419205,
            130.514142,
            203.555947,
            100.755891,
            102.800055
        ],
        [
            0.252043,
            0.170404,
            0.081639,
            0.069482,
            0.043603,
            0.044237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129164,
            -137056,
            -131238,
            -727188,
            -627828,
            -318353
        ],
        [
            1.339599,
            1.458794,
            1.220193,
            1.047529,
            1.044262,
            1.051235
        ],
        [
            340,
            170,
            170,
            340,
            170,
            170
        ],
        [
            198,
            101,
            97,
            198,
            101,
            97
        ],
        [
            142,
            69,
            73,
            142,
            69,
            73
        ],
        [
            58.235294,
            59.411765,
            57.058824,
            58.235294,
            59.411765,
            57.058824
        ],
        [
            0.960723,
            0.996602,
            0.91829,
            0.751258,
            0.713407,
            0.791136
        ],
        [
            74626,
            74626,
            50522,
            134110,
            134110,
            102699
        ],
        [
            -63124,
            -44959,
            -63124,
            -318353,
            -265960,
            -318353
        ],
        [
            27,
            33,
            21,
            27,
            33,
            21
        ],
        [
            23,
            27,
            19,
            23,
            27,
            19
        ],
        [
            33,
            42,
            24,
            33,
            42,
            24
        ],
        [
            9429,
            5703,
            3726,
            9429,
            5703,
            3726
        ],
        [
            0,
            0,
            4.666508,
            0,
            0,
            4.666509
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354533,
            299185,
            -84093,
            -266952,
            -306619,
            -297728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9592,
    "evaluation_days": 1598.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760039986340,
    "expiration_time": 1764169344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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)