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Trade: MASK/USDT/360/HILO/VWMA/2384

Strategy
MASK/USDT/360/HILO/VWMA/2384
Pair
MASK_USDT
Interval
6h
Score
348229
Daily Profit
0.220479
Profit Factor
1.351376
Profitability
47.395833
Streak
48.420407
Best Strategy
Training Data Length
1601.500000
Evaluation Time
2025-10-12 19:05
Expiration Time
2025-11-29 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353097.1174 348823.3051 4273.8123 -75166.8789 -163508.1008 88341.2219
Total P&L (%) 353.0971 348.8233 4.2738 -75.1669 -163.5081 88.3412
Avg Daily Profit (%) 0.2205 0.2178 0.0027 -0.0869 0 0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -284403 -163366 -167311 -1016551 -818464 -582787
Profit Factor 1.3514 1.6124 1.0098 0.9781 0.9206 1.0643
Total Trades 192 96 96 192 96 96
Winning Trades 91 39 52 91 39 52
Losing Trades 101 57 44 101 57 44
Profitability (%) 47.3958 40.625 54.1667 47.3958 40.625 54.1667
Ratio Avg Win / Avg Loss 1.4999 2.3565 0.8545 1.0856 1.3454 0.9006
Largest Winning Trade 355064 355064 41200 586595 586595 279852
Largest Losing Trade -70224 -53126 -70224 -469074 -292665 -469074
Avg Bars in Trades 32 43 20 32 43 20
Avg Bars in Winners 26 36 18 26 36 18
Avg Bars in Losers 37 48 22 37 48 22
Bars Traded 6173 4212 1961 6173 4212 1961
Profit Streak 48.4204 48.4204 60.6704 48.4204 48.4204 60.6704
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348229 283359 -564506 -577632 -582065 -289625
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6406,
    "evaluation_days": 1601.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623780000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285123167,
    "expiration_time": 1764421488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "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": [
        [
            353097.1174378602,
            348823.3051269432,
            4273.8123109168,
            -75166.8789133315,
            -163508.1008004646,
            88341.2218871335
        ],
        [
            353.097117,
            348.823305,
            4.273812,
            -75.166879,
            -163.508101,
            88.341222
        ],
        [
            0.220479,
            0.21781,
            0.002669,
            -0.086943,
            0,
            0.039539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -284403,
            -163366,
            -167311,
            -1016551,
            -818464,
            -582787
        ],
        [
            1.351376,
            1.612363,
            1.009819,
            0.978098,
            0.920566,
            1.064313
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            91,
            39,
            52,
            91,
            39,
            52
        ],
        [
            101,
            57,
            44,
            101,
            57,
            44
        ],
        [
            47.395833,
            40.625,
            54.166667,
            47.395833,
            40.625,
            54.166667
        ],
        [
            1.499879,
            2.356531,
            0.854462,
            1.085582,
            1.345443,
            0.900572
        ],
        [
            355064,
            355064,
            41200,
            586595,
            586595,
            279852
        ],
        [
            -70224,
            -53126,
            -70224,
            -469074,
            -292665,
            -469074
        ],
        [
            32,
            43,
            20,
            32,
            43,
            20
        ],
        [
            26,
            36,
            18,
            26,
            36,
            18
        ],
        [
            37,
            48,
            22,
            37,
            48,
            22
        ],
        [
            6173,
            4212,
            1961,
            6173,
            4212,
            1961
        ],
        [
            48.420407,
            48.420407,
            60.670407,
            48.420407,
            48.420407,
            60.670407
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348229,
            283359,
            -564506,
            -577632,
            -582065,
            -289625
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6406,
    "evaluation_days": 1601.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623780000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285123167,
    "expiration_time": 1764421488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "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)