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Trade: MASK/USDT/240/SSF/VWMA/5398

Strategy
MASK/USDT/240/SSF/VWMA/5398
Pair
MASK_USDT
Interval
4h
Score
372439
Daily Profit
0.186270
Profit Factor
1.404584
Profitability
51.515152
Streak
54.443271
Best Strategy
Training Data Length
1598.830000
Evaluation Time
2025-10-10 01:38
Expiration Time
2025-11-26 21:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297814.4554 241258.8659 56555.5896 -50273.5272 40333.8113 -90607.3385
Total P&L (%) 297.8145 241.2589 56.5556 -50.2735 40.3338 -90.6073
Avg Daily Profit (%) 0.1863 0.1509 0.0354 -0.0437 0.0212 -0.1478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158991 -114158 -108118 -408434 -250952 -318715
Profit Factor 1.4046 1.5809 1.1763 0.9636 1.0549 0.8597
Total Trades 132 66 66 132 66 66
Winning Trades 68 34 34 68 34 34
Losing Trades 64 32 32 64 32 32
Profitability (%) 51.5152 51.5152 51.5152 51.5152 51.5152 51.5152
Ratio Avg Win / Avg Loss 1.322 1.4879 1.1071 0.9069 0.9928 0.8092
Largest Winning Trade 243316 243316 51503 164980 164980 53811
Largest Losing Trade -67169 -67169 -63128 -128606 -126653 -128606
Avg Bars in Trades 68 98 39 68 98 39
Avg Bars in Winners 74 100 47 74 100 47
Avg Bars in Losers 63 96 29 63 96 29
Bars Traded 9106 6525 2581 9106 6525 2581
Profit Streak 54.4433 54.4433 125.4433 54.4433 54.4433 125.4433
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372439 -113577 -295671 -578659 -451166 -703342
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9593,
    "evaluation_days": 1598.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623369600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760049498641,
    "expiration_time": 1764184176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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": [
        [
            297814.4554063703,
            241258.8658557837,
            56555.5895505866,
            -50273.5272488759,
            40333.8112647573,
            -90607.3385136332
        ],
        [
            297.814455,
            241.258866,
            56.55559,
            -50.273527,
            40.333811,
            -90.607339
        ],
        [
            0.18627,
            0.150897,
            0.035373,
            -0.043687,
            0.021196,
            -0.147826
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158991,
            -114158,
            -108118,
            -408434,
            -250952,
            -318715
        ],
        [
            1.404584,
            1.580851,
            1.176326,
            0.963603,
            1.054858,
            0.859741
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            51.515152,
            51.515152,
            51.515152,
            51.515152,
            51.515152,
            51.515152
        ],
        [
            1.321962,
            1.48786,
            1.10713,
            0.90692,
            0.992807,
            0.809168
        ],
        [
            243316,
            243316,
            51503,
            164980,
            164980,
            53811
        ],
        [
            -67169,
            -67169,
            -63128,
            -128606,
            -126653,
            -128606
        ],
        [
            68,
            98,
            39,
            68,
            98,
            39
        ],
        [
            74,
            100,
            47,
            74,
            100,
            47
        ],
        [
            63,
            96,
            29,
            63,
            96,
            29
        ],
        [
            9106,
            6525,
            2581,
            9106,
            6525,
            2581
        ],
        [
            54.443271,
            54.443271,
            125.443271,
            54.443271,
            54.443271,
            125.443271
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372439,
            -113577,
            -295671,
            -578659,
            -451166,
            -703342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9593,
    "evaluation_days": 1598.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623369600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760049498641,
    "expiration_time": 1764184176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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)