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Trade: MASK/USDT/360/VWAP/DEMA/5075

Strategy
MASK/USDT/360/VWAP/DEMA/5075
Pair
MASK_USDT
Interval
6h
Score
433763
Daily Profit
0.156741
Profit Factor
1.276417
Profitability
76.785714
Streak
32.020423
Best Strategy
Training Data Length
1589.750000
Evaluation Time
2025-10-01 03:29
Expiration Time
2025-11-17 12:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249179.4063 211016.1108 38163.2955 58423.3943 14054.4631 44368.9311
Total P&L (%) 249.1794 211.0161 38.1633 58.4234 14.0545 44.3689
Avg Daily Profit (%) 0.1567 0.1327 0.024 0.0289 0.0083 0.0231
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165717 -87642 -166709 -564317 -467447 -348252
Profit Factor 1.2764 1.59 1.0702 1.0214 1.0111 1.0302
Total Trades 224 112 112 224 112 112
Winning Trades 172 85 87 120 61 59
Losing Trades 52 27 25 104 51 53
Profitability (%) 76.7857 75.8929 77.6786 53.5714 54.4643 52.6786
Ratio Avg Win / Avg Loss 0.3859 0.5051 0.3075 0.8852 0.8454 0.9254
Largest Winning Trade 47983 47983 37267 372790 125403 372790
Largest Losing Trade -163598 -48518 -163598 -345077 -231954 -345077
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 13 9 16 21 15 27
Avg Bars in Losers 73 69 79 34 34 33
Bars Traded 6104 2696 3408 6104 2696 3408
Profit Streak 32.0204 54.0204 32.0204 32.0204 54.0204 32.0204
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433763 -10383 -303115 -350131 -429147 -351300
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6359,
    "evaluation_days": 1589.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626415200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759278564542,
    "expiration_time": 1763375832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 209,
            "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": [
        [
            249179.4062759448,
            211016.1107654321,
            38163.2955105125,
            58423.3942623237,
            14054.4631452502,
            44368.9311170738
        ],
        [
            249.179406,
            211.016111,
            38.163296,
            58.423394,
            14.054463,
            44.368931
        ],
        [
            0.156741,
            0.132735,
            0.024006,
            0.028946,
            0.008272,
            0.023101
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165717,
            -87642,
            -166709,
            -564317,
            -467447,
            -348252
        ],
        [
            1.276417,
            1.589971,
            1.07018,
            1.021391,
            1.011149,
            1.03017
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            172,
            85,
            87,
            120,
            61,
            59
        ],
        [
            52,
            27,
            25,
            104,
            51,
            53
        ],
        [
            76.785714,
            75.892857,
            77.678571,
            53.571429,
            54.464286,
            52.678571
        ],
        [
            0.385893,
            0.50505,
            0.307523,
            0.885205,
            0.845387,
            0.925407
        ],
        [
            47983,
            47983,
            37267,
            372790,
            125403,
            372790
        ],
        [
            -163598,
            -48518,
            -163598,
            -345077,
            -231954,
            -345077
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            13,
            9,
            16,
            21,
            15,
            27
        ],
        [
            73,
            69,
            79,
            34,
            34,
            33
        ],
        [
            6104,
            2696,
            3408,
            6104,
            2696,
            3408
        ],
        [
            32.020423,
            54.020423,
            32.020423,
            32.020423,
            54.020423,
            32.020423
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433763,
            -10383,
            -303115,
            -350131,
            -429147,
            -351300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6359,
    "evaluation_days": 1589.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626415200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759278564542,
    "expiration_time": 1763375832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 209,
            "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)