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Trade: MASK/USDT/480/VWAP/OHLC4/1214

Strategy
MASK/USDT/480/VWAP/OHLC4/1214
Pair
MASK_USDT
Interval
8h
Score
481904
Daily Profit
0.258930
Profit Factor
1.220482
Profitability
49.650960
Streak
0.000000
Best Strategy
Training Data Length
1596.000000
Evaluation Time
2025-10-07 02:12
Expiration Time
2025-11-23 15:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 573554.7382 413252.7978 160301.9404 172496.98 161719.3055 10777.6745
Total P&L (%) 573.5547 413.2528 160.3019 172.497 161.7193 10.7777
Avg Daily Profit (%) 0.3594 0.2589 0.1004 0.0628 0.0603 0.0064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153137 -132060 -160726 -357041 -235873 -310687
Profit Factor 1.1437 1.2205 1.0757 1.0446 1.0894 1.0052
Total Trades 2292 1146 1146 2292 1146 1146
Winning Trades 1129 569 560 1129 569 560
Losing Trades 1163 577 586 1163 577 586
Profitability (%) 49.2583 49.651 48.8656 49.2583 49.651 48.8656
Ratio Avg Win / Avg Loss 1.1781 1.2376 1.1256 1.0761 1.1047 1.0519
Largest Winning Trade 60422 60422 48101 87832 85312 87832
Largest Losing Trade -71298 -40436 -71298 -126782 -126782 -103501
Avg Bars in Trades 2 1 2 2 1 2
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 1 1 2 1 1 2
Bars Traded 4779 2252 2527 4779 2252 2527
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45965 481904 -190798 -273345 -228911 -535244
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759792358162,
    "expiration_time": 1763903232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            573554.7381813761,
            413252.7978057789,
            160301.9403755981,
            172496.9800349668,
            161719.3054888257,
            10777.6745461404
        ],
        [
            573.554738,
            413.252798,
            160.30194,
            172.49698,
            161.719305,
            10.777675
        ],
        [
            0.35937,
            0.25893,
            0.10044,
            0.06283,
            0.0603,
            0.006413
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153137,
            -132060,
            -160726,
            -357041,
            -235873,
            -310687
        ],
        [
            1.143667,
            1.220482,
            1.075688,
            1.044624,
            1.089417,
            1.00524
        ],
        [
            2292,
            1146,
            1146,
            2292,
            1146,
            1146
        ],
        [
            1129,
            569,
            560,
            1129,
            569,
            560
        ],
        [
            1163,
            577,
            586,
            1163,
            577,
            586
        ],
        [
            49.25829,
            49.65096,
            48.86562,
            49.25829,
            49.65096,
            48.86562
        ],
        [
            1.178108,
            1.237641,
            1.12563,
            1.076083,
            1.104734,
            1.051911
        ],
        [
            60422,
            60422,
            48101,
            87832,
            85312,
            87832
        ],
        [
            -71298,
            -40436,
            -71298,
            -126782,
            -126782,
            -103501
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            1,
            1,
            2,
            1,
            1,
            2
        ],
        [
            4779,
            2252,
            2527,
            4779,
            2252,
            2527
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45965,
            481904,
            -190798,
            -273345,
            -228911,
            -535244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759792358162,
    "expiration_time": 1763903232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)