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Trade: MASK/USDT/480/VWAP/OHLC4/8209

Strategy
MASK/USDT/480/VWAP/OHLC4/8209
Pair
MASK_USDT
Interval
8h
Score
401607
Daily Profit
0.257620
Profit Factor
1.218847
Profitability
49.561404
Streak
1.908387
Best Strategy
Training Data Length
1588.330000
Evaluation Time
2025-09-29 08:48
Expiration Time
2025-11-15 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568516.5212 409185.7231 159330.7981 159693.8876 151687.7294 8006.1582
Total P&L (%) 568.5165 409.1857 159.3308 159.6939 151.6877 8.0062
Avg Daily Profit (%) 0.3579 0.2576 0.1003 0.0601 0.0581 0.0048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153137 -132060 -160726 -357041 -235873 -310687
Profit Factor 1.1426 1.2188 1.0753 1.0415 1.0844 1.0039
Total Trades 2280 1140 1140 2280 1140 1140
Winning Trades 1123 565 558 1123 565 558
Losing Trades 1157 575 582 1157 575 582
Profitability (%) 49.2544 49.5614 48.9474 49.2544 49.5614 48.9474
Ratio Avg Win / Avg Loss 1.1772 1.2404 1.1215 1.073 1.1036 1.0471
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 4757 2239 2518 4757 2239 2518
Profit Streak 0 1.9084 0 0 1.9084 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47110 401607 -191383 -280425 -239491 -562981
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4765,
    "evaluation_days": 1588.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124884715,
    "expiration_time": 1763220960000,
    "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": [
        [
            568516.5211524363,
            409185.7230829418,
            159330.7980694953,
            159693.8875725779,
            151687.729421384,
            8006.1581511932
        ],
        [
            568.516521,
            409.185723,
            159.330798,
            159.693888,
            151.687729,
            8.006158
        ],
        [
            0.357934,
            0.25762,
            0.100313,
            0.060102,
            0.058129,
            0.004849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153137,
            -132060,
            -160726,
            -357041,
            -235873,
            -310687
        ],
        [
            1.142638,
            1.218847,
            1.075298,
            1.041496,
            1.084439,
            1.003902
        ],
        [
            2280,
            1140,
            1140,
            2280,
            1140,
            1140
        ],
        [
            1123,
            565,
            558,
            1123,
            565,
            558
        ],
        [
            1157,
            575,
            582,
            1157,
            575,
            582
        ],
        [
            49.254386,
            49.561404,
            48.947368,
            49.254386,
            49.561404,
            48.947368
        ],
        [
            1.177232,
            1.240419,
            1.121547,
            1.073028,
            1.103632,
            1.04708
        ],
        [
            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
        ],
        [
            4757,
            2239,
            2518,
            4757,
            2239,
            2518
        ],
        [
            0,
            1.908387,
            0,
            0,
            1.908388,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47110,
            401607,
            -191383,
            -280425,
            -239491,
            -562981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4765,
    "evaluation_days": 1588.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124884715,
    "expiration_time": 1763220960000,
    "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)