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Trade: MASK/USDT/360/VWAP/HLC3/5661

Strategy
MASK/USDT/360/VWAP/HLC3/5661
Pair
MASK_USDT
Interval
6h
Score
377502
Daily Profit
0.166900
Profit Factor
1.425606
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1597.000000
Evaluation Time
2025-10-08 04:56
Expiration Time
2025-11-24 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156697.7115 210963.4919 -54265.7803 -109384.7157 1334162.5114 -1443547.2271
Total P&L (%) 156.6977 210.9635 -54.2658 -109.3847 1334.1625 -1443.5472
Avg Daily Profit (%) 0.0981 0.1321 -0.034 0 0.1669 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -377514 -178535 -276355 -3124759 -804212 -3304865
Profit Factor 1.0782 1.2217 0.9484 0.9876 1.4256 0.7471
Total Trades 660 330 330 660 330 330
Winning Trades 256 135 121 385 176 209
Losing Trades 404 195 209 275 154 121
Profitability (%) 38.7879 40.9091 36.6667 58.3333 53.3333 63.3333
Ratio Avg Win / Avg Loss 1.7015 1.7646 1.6382 0.7055 1.2474 0.4325
Largest Winning Trade 124063 124063 43241 1299049 1299049 305486
Largest Losing Trade -126032 -33161 -126032 -2956895 -328233 -2956895
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 12 9 14 9 9 9
Avg Bars in Losers 8 8 7 9 8 11
Bars Traded 6372 2987 3385 6372 2987 3385
Profit Streak 14.3306 14.3306 15.3306 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -194943 -17451 -581154 -575972 377502 -577601
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6388,
    "evaluation_days": 1597,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1621922400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888567101,
    "expiration_time": 1764021024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            156697.7115440284,
            210963.4918598929,
            -54265.7803158639,
            -109384.7156903085,
            1334162.5114016824,
            -1443547.227091992
        ],
        [
            156.697712,
            210.963492,
            -54.26578,
            -109.384716,
            1334.162511,
            -1443.547227
        ],
        [
            0.09812,
            0.1321,
            -0.03398,
            0,
            0.1669,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -377514,
            -178535,
            -276355,
            -3124759,
            -804212,
            -3304865
        ],
        [
            1.078193,
            1.221658,
            0.948428,
            0.987631,
            1.425606,
            0.74712
        ],
        [
            660,
            330,
            330,
            660,
            330,
            330
        ],
        [
            256,
            135,
            121,
            385,
            176,
            209
        ],
        [
            404,
            195,
            209,
            275,
            154,
            121
        ],
        [
            38.787879,
            40.909091,
            36.666667,
            58.333333,
            53.333333,
            63.333333
        ],
        [
            1.701523,
            1.764617,
            1.638194,
            0.70545,
            1.247405,
            0.432543
        ],
        [
            124063,
            124063,
            43241,
            1299049,
            1299049,
            305486
        ],
        [
            -126032,
            -33161,
            -126032,
            -2956895,
            -328233,
            -2956895
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            12,
            9,
            14,
            9,
            9,
            9
        ],
        [
            8,
            8,
            7,
            9,
            8,
            11
        ],
        [
            6372,
            2987,
            3385,
            6372,
            2987,
            3385
        ],
        [
            14.330637,
            14.330638,
            15.330638,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -194943,
            -17451,
            -581154,
            -575972,
            377502,
            -577601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6388,
    "evaluation_days": 1597,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1621922400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888567101,
    "expiration_time": 1764021024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)