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Trade: MASK/USDT/480/KCB/VWMA/9959

Strategy
MASK/USDT/480/KCB/VWMA/9959
Pair
MASK_USDT
Interval
8h
Score
508290
Daily Profit
0.382058
Profit Factor
1.657621
Profitability
64.021164
Streak
13.395581
Best Strategy
Training Data Length
1589.330000
Evaluation Time
2025-09-30 04:29
Expiration Time
2025-11-16 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607216.274 490054.929 117161.3451 185258.959 141091.8915 44167.0675
Total P&L (%) 607.2163 490.0549 117.1613 185.259 141.0919 44.1671
Avg Daily Profit (%) 0.3821 0.3083 0.0737 0.066 0.0554 0.023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173673 -156741 -54360 -308079 -148888 -193817
Profit Factor 1.6576 2.0132 1.2665 1.1191 1.1956 1.0529
Total Trades 189 94 95 189 94 95
Winning Trades 121 54 67 121 54 67
Losing Trades 68 40 28 68 40 28
Profitability (%) 64.0212 57.4468 70.5263 64.0212 57.4468 70.5263
Ratio Avg Win / Avg Loss 0.9316 1.4913 0.5293 0.6289 0.8856 0.44
Largest Winning Trade 409556 409556 41978 138630 97281 138630
Largest Losing Trade -47731 -45589 -47731 -144523 -107907 -144523
Avg Bars in Trades 24 30 17 24 30 17
Avg Bars in Winners 17 22 14 17 22 14
Avg Bars in Losers 35 41 26 35 41 26
Bars Traded 4545 2861 1684 4545 2861 1684
Profit Streak 13.3956 24.3956 13.3956 13.3956 24.3956 13.3956
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 508290 466277 -92785 -191892 -124315 -324423
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4768,
    "evaluation_days": 1589.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622908800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195778213,
    "expiration_time": 1763309952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 36,
            "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": [
        [
            607216.274037343,
            490054.9289508134,
            117161.3450865302,
            185258.9590219336,
            141091.8915013946,
            44167.0675205392
        ],
        [
            607.216274,
            490.054929,
            117.161345,
            185.258959,
            141.091892,
            44.167068
        ],
        [
            0.382058,
            0.308341,
            0.073717,
            0.065976,
            0.055385,
            0.023019
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173673,
            -156741,
            -54360,
            -308079,
            -148888,
            -193817
        ],
        [
            1.657621,
            2.013237,
            1.266457,
            1.119069,
            1.195589,
            1.052925
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            121,
            54,
            67,
            121,
            54,
            67
        ],
        [
            68,
            40,
            28,
            68,
            40,
            28
        ],
        [
            64.021164,
            57.446809,
            70.526316,
            64.021164,
            57.446809,
            70.526316
        ],
        [
            0.931556,
            1.491287,
            0.529266,
            0.628898,
            0.885622,
            0.440028
        ],
        [
            409556,
            409556,
            41978,
            138630,
            97281,
            138630
        ],
        [
            -47731,
            -45589,
            -47731,
            -144523,
            -107907,
            -144523
        ],
        [
            24,
            30,
            17,
            24,
            30,
            17
        ],
        [
            17,
            22,
            14,
            17,
            22,
            14
        ],
        [
            35,
            41,
            26,
            35,
            41,
            26
        ],
        [
            4545,
            2861,
            1684,
            4545,
            2861,
            1684
        ],
        [
            13.395581,
            24.395581,
            13.395581,
            13.395581,
            24.395581,
            13.395581
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            508290,
            466277,
            -92785,
            -191892,
            -124315,
            -324423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4768,
    "evaluation_days": 1589.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622908800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195778213,
    "expiration_time": 1763309952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 36,
            "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)