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Trade: MASK/USDT/480/VWAP/OHLC4/3337

Strategy
MASK/USDT/480/VWAP/OHLC4/3337
Pair
MASK_USDT
Interval
8h
Score
479553
Daily Profit
0.256172
Profit Factor
1.218175
Profitability
49.564460
Streak
0.000000
Best Strategy
Training Data Length
1599.330000
Evaluation Time
2025-10-10 13:19
Expiration Time
2025-11-27 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569321.523 409703.1575 159618.3655 161093.1675 152129.222 8963.9456
Total P&L (%) 569.3215 409.7032 159.6184 161.0932 152.1292 8.9639
Avg Daily Profit (%) 0.356 0.2562 0.0998 0.06 0.0578 0.0054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153137 -132060 -160726 -357041 -235873 -310687
Profit Factor 1.1425 1.2182 1.0753 1.0416 1.0837 1.0044
Total Trades 2295 1148 1147 2295 1148 1147
Winning Trades 1129 569 560 1129 569 560
Losing Trades 1166 579 587 1166 579 587
Profitability (%) 49.1939 49.5645 48.823 49.1939 49.5645 48.823
Ratio Avg Win / Avg Loss 1.1799 1.2396 1.1272 1.0757 1.1027 1.0528
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 4789 2259 2530 4789 2259 2530
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 -47352 479553 -192043 -280490 -238540 -561820
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4798,
    "evaluation_days": 1599.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760091552951,
    "expiration_time": 1764199872000,
    "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": [
        [
            569321.5229838596,
            409703.1574874895,
            159618.3654963711,
            161093.1675343773,
            152129.2219624328,
            8963.9455719438
        ],
        [
            569.321523,
            409.703157,
            159.618365,
            161.093168,
            152.129222,
            8.963946
        ],
        [
            0.355975,
            0.256172,
            0.099803,
            0.060025,
            0.057839,
            0.005368
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153137,
            -132060,
            -160726,
            -357041,
            -235873,
            -310687
        ],
        [
            1.142455,
            1.218175,
            1.075341,
            1.041551,
            1.083671,
            1.004354
        ],
        [
            2295,
            1148,
            1147,
            2295,
            1148,
            1147
        ],
        [
            1129,
            569,
            560,
            1129,
            569,
            560
        ],
        [
            1166,
            579,
            587,
            1166,
            579,
            587
        ],
        [
            49.1939,
            49.56446,
            48.823017,
            49.1939,
            49.56446,
            48.823017
        ],
        [
            1.179896,
            1.239584,
            1.127187,
            1.075685,
            1.102716,
            1.052778
        ],
        [
            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
        ],
        [
            4789,
            2259,
            2530,
            4789,
            2259,
            2530
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47352,
            479553,
            -192043,
            -280490,
            -238540,
            -561820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4798,
    "evaluation_days": 1599.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760091552951,
    "expiration_time": 1764199872000,
    "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)