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Trade: MASK/USDT/360/DCM/VWMA/5064

Strategy
MASK/USDT/360/DCM/VWMA/5064
Pair
MASK_USDT
Interval
6h
Score
395461
Daily Profit
0.201879
Profit Factor
1.898951
Profitability
46.666667
Streak
187.741591
Best Strategy
Training Data Length
1591.750000
Evaluation Time
2025-10-03 02:47
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323361.6085 321340.6396 2020.9689 -54648.9834 -1321.6568 -53327.3266
Total P&L (%) 323.3616 321.3406 2.021 -54.649 -1.3217 -53.3273
Avg Daily Profit (%) 0.2031 0.2019 0.0013 -0.0497 -0.0008 -0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179358 -160299 -142842 -1111533 -884290 -411264
Profit Factor 1.4816 1.899 1.0064 0.9727 0.9989 0.9367
Total Trades 90 45 45 90 45 45
Winning Trades 41 21 20 41 21 20
Losing Trades 49 24 25 49 24 25
Profitability (%) 45.5556 46.6667 44.4444 45.5556 46.6667 44.4444
Ratio Avg Win / Avg Loss 1.7707 2.1702 1.258 1.1625 1.1416 1.1708
Largest Winning Trade 305304 305304 48630 335697 305304 335697
Largest Losing Trade -52004 -52004 -42126 -472635 -472635 -154732
Avg Bars in Trades 66 76 56 66 76 56
Avg Bars in Winners 78 83 72 78 83 72
Avg Bars in Losers 56 70 43 56 70 43
Bars Traded 5978 3440 2538 5978 3440 2538
Profit Streak 0 187.7416 0 0 187.7416 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304728 395461 -572430 -580599 -579368 -581205
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6367,
    "evaluation_days": 1591.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626566400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759448873470,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 75
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "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": [
        [
            323361.6085154682,
            321340.6396118855,
            2020.9689035824,
            -54648.9834468255,
            -1321.6568202872,
            -53327.3266265385
        ],
        [
            323.361609,
            321.34064,
            2.020969,
            -54.648983,
            -1.321657,
            -53.327327
        ],
        [
            0.203148,
            0.201879,
            0.00127,
            -0.049665,
            -0.000836,
            -0.047861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179358,
            -160299,
            -142842,
            -1111533,
            -884290,
            -411264
        ],
        [
            1.481627,
            1.898951,
            1.006438,
            0.97267,
            0.998858,
            0.936661
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            45.555556,
            46.666667,
            44.444444,
            45.555556,
            46.666667,
            44.444444
        ],
        [
            1.770725,
            2.17023,
            1.258047,
            1.162459,
            1.141552,
            1.170826
        ],
        [
            305304,
            305304,
            48630,
            335697,
            305304,
            335697
        ],
        [
            -52004,
            -52004,
            -42126,
            -472635,
            -472635,
            -154732
        ],
        [
            66,
            76,
            56,
            66,
            76,
            56
        ],
        [
            78,
            83,
            72,
            78,
            83,
            72
        ],
        [
            56,
            70,
            43,
            56,
            70,
            43
        ],
        [
            5978,
            3440,
            2538,
            5978,
            3440,
            2538
        ],
        [
            0,
            187.741591,
            0,
            0,
            187.741591,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304728,
            395461,
            -572430,
            -580599,
            -579368,
            -581205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6367,
    "evaluation_days": 1591.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626566400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759448873470,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 75
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "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)