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Trade: MASK/USDT/360/VWAP/HLC3/9716

Strategy
MASK/USDT/360/VWAP/HLC3/9716
Pair
MASK_USDT
Interval
6h
Score
435730
Daily Profit
0.167927
Profit Factor
1.425888
Profitability
53.495441
Streak
15.172743
Best Strategy
Training Data Length
1587.500000
Evaluation Time
2025-09-28 19:08
Expiration Time
2025-11-15 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 149625.6379 203891.4182 -54265.7803 -108764.8584 1334782.3686 -1443547.2271
Total P&L (%) 149.6256 203.8914 -54.2658 -108.7649 1334.7824 -1443.5472
Avg Daily Profit (%) 0.0943 0.1284 -0.0342 0 0.1679 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -377514 -178535 -276355 -3124759 -804212 -3304865
Profit Factor 1.0747 1.2142 0.9484 0.9877 1.4259 0.7471
Total Trades 659 329 330 659 329 330
Winning Trades 255 134 121 385 176 209
Losing Trades 404 195 209 274 153 121
Profitability (%) 38.695 40.7295 36.6667 58.4219 53.4954 63.3333
Ratio Avg Win / Avg Loss 1.7026 1.767 1.6382 0.7029 1.2396 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 8 10 9 8 10
Avg Bars in Winners 11 9 14 9 9 9
Avg Bars in Losers 8 8 7 9 8 11
Bars Traded 6333 2948 3385 6333 2948 3385
Profit Streak 4.9227 0 5.9227 0 15.1727 0
Trades During Streak 1 0 1 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -204454 -23050 -581038 -575965 435730 -577601
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6350,
    "evaluation_days": 1587.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1621922400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759075725007,
    "expiration_time": 1763175600000,
    "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": [
        [
            149625.6378890401,
            203891.4182049047,
            -54265.7803158639,
            -108764.8584453014,
            1334782.3686466895,
            -1443547.227091992
        ],
        [
            149.625638,
            203.891418,
            -54.26578,
            -108.764858,
            1334.782369,
            -1443.547227
        ],
        [
            0.094252,
            0.128436,
            -0.034183,
            0,
            0.167927,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -377514,
            -178535,
            -276355,
            -3124759,
            -804212,
            -3304865
        ],
        [
            1.074664,
            1.214227,
            0.948428,
            0.9877,
            1.425888,
            0.74712
        ],
        [
            659,
            329,
            330,
            659,
            329,
            330
        ],
        [
            255,
            134,
            121,
            385,
            176,
            209
        ],
        [
            404,
            195,
            209,
            274,
            153,
            121
        ],
        [
            38.694992,
            40.729483,
            36.666667,
            58.421851,
            53.495441,
            63.333333
        ],
        [
            1.702605,
            1.766972,
            1.638194,
            0.702934,
            1.23955,
            0.432543
        ],
        [
            124063,
            124063,
            43241,
            1299049,
            1299049,
            305486
        ],
        [
            -126032,
            -33161,
            -126032,
            -2956895,
            -328233,
            -2956895
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            11,
            9,
            14,
            9,
            9,
            9
        ],
        [
            8,
            8,
            7,
            9,
            8,
            11
        ],
        [
            6333,
            2948,
            3385,
            6333,
            2948,
            3385
        ],
        [
            4.922743,
            0,
            5.922743,
            0,
            15.172743,
            0
        ],
        [
            1,
            0,
            1,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -204454,
            -23050,
            -581038,
            -575965,
            435730,
            -577601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6350,
    "evaluation_days": 1587.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1621922400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759075725007,
    "expiration_time": 1763175600000,
    "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)