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Trade: MASK/USDT/240/TEMA/VWMA/3673

Strategy
MASK/USDT/240/TEMA/VWMA/3673
Pair
MASK_USDT
Interval
4h
Score
489307
Daily Profit
0.272814
Profit Factor
1.641320
Profitability
73.118280
Streak
86.338979
Best Strategy
Training Data Length
1600.170000
Evaluation Time
2025-10-11 11:08
Expiration Time
2025-11-28 06:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436548.8661 362021.7108 74527.1554 -1146791.5493 -309920.2072 -836871.3421
Total P&L (%) 436.5489 362.0217 74.5272 -1146.7915 -309.9202 -836.8713
Avg Daily Profit (%) 0.2728 0.2262 0.0466 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225521 -133912 -31935 -1472162 -976138 -824554
Profit Factor 1.6413 2.0064 1.2322 0.7233 0.8649 0.5478
Total Trades 93 47 46 93 47 46
Winning Trades 68 32 36 23 14 9
Losing Trades 25 15 10 70 33 37
Profitability (%) 73.1183 68.0851 78.2609 24.7312 29.7872 19.5652
Ratio Avg Win / Avg Loss 0.6034 0.9405 0.3423 2.2014 2.0387 2.252
Largest Winning Trade 315413 315413 46857 411562 411562 176024
Largest Losing Trade -179928 -65312 -179928 -352254 -352254 -279657
Avg Bars in Trades 101 128 73 101 128 73
Avg Bars in Winners 65 79 52 198 230 150
Avg Bars in Losers 198 232 148 69 84 54
Bars Traded 9402 6024 3378 9402 6024 3378
Profit Streak 86.339 86.339 122.0056 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489307 456085 -127614 -608751 -586634 -631972
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9601,
    "evaluation_days": 1600.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623916800000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760170087801,
    "expiration_time": 1764302832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "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": [
        [
            436548.866133794,
            362021.7107551619,
            74527.155378632,
            -1146791.5493125718,
            -309920.2071971499,
            -836871.3421154219
        ],
        [
            436.548866,
            362.021711,
            74.527155,
            -1146.791549,
            -309.920207,
            -836.871342
        ],
        [
            0.272814,
            0.22624,
            0.046575,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225521,
            -133912,
            -31935,
            -1472162,
            -976138,
            -824554
        ],
        [
            1.64132,
            2.006431,
            1.232176,
            0.723313,
            0.864906,
            0.547787
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            68,
            32,
            36,
            23,
            14,
            9
        ],
        [
            25,
            15,
            10,
            70,
            33,
            37
        ],
        [
            73.11828,
            68.085106,
            78.26087,
            24.731183,
            29.787234,
            19.565217
        ],
        [
            0.603427,
            0.940514,
            0.342271,
            2.201388,
            2.038708,
            2.252012
        ],
        [
            315413,
            315413,
            46857,
            411562,
            411562,
            176024
        ],
        [
            -179928,
            -65312,
            -179928,
            -352254,
            -352254,
            -279657
        ],
        [
            101,
            128,
            73,
            101,
            128,
            73
        ],
        [
            65,
            79,
            52,
            198,
            230,
            150
        ],
        [
            198,
            232,
            148,
            69,
            84,
            54
        ],
        [
            9402,
            6024,
            3378,
            9402,
            6024,
            3378
        ],
        [
            86.338979,
            86.338979,
            122.005646,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489307,
            456085,
            -127614,
            -608751,
            -586634,
            -631972
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9601,
    "evaluation_days": 1600.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623916800000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760170087801,
    "expiration_time": 1764302832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "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)