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Trade: MASK/USDT/60/VWMA/KCU/7565

Strategy
MASK/USDT/60/VWMA/KCU/7565
Pair
MASK_USDT
Interval
1h
Score
480474
Daily Profit
0.226125
Profit Factor
1.404674
Profitability
75.539568
Streak
22.800054
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 09:12
Expiration Time
2025-12-16 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235548.0369 132751.0183 102797.0186 170819.4128 -23533.6274 194353.0402
Total P&L (%) 235.548 132.751 102.797 170.8194 -23.5336 194.353
Avg Daily Profit (%) 0.2261 0.1274 0.0987 0.0957 -0.0258 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94127 -97888 -39835 -270773 -283365 -62656
Profit Factor 1.4047 1.3007 1.7311 1.1456 0.9749 1.8244
Total Trades 278 139 139 278 139 139
Winning Trades 210 106 104 210 106 104
Losing Trades 68 33 35 68 33 35
Profitability (%) 75.5396 76.259 74.8201 75.5396 76.259 74.8201
Ratio Avg Win / Avg Loss 0.4548 0.4049 0.5826 0.3709 0.3035 0.614
Largest Winning Trade 25893 20047 25893 90684 42553 90684
Largest Losing Trade -47486 -47486 -35469 -209372 -209372 -52100
Avg Bars in Trades 87 163 11 87 163 11
Avg Bars in Winners 36 65 6 36 65 6
Avg Bars in Losers 246 478 28 246 478 28
Bars Traded 24383 22753 1629 24383 22753 1629
Profit Streak 22.8001 22.8001 52.9251 22.8001 22.8001 52.9251
Trades During Streak 9 4 8 9 4 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480474 -19459 -55789 -120833 -575773 -48927
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669384800000,
    "first_datapoint_time": 1669978800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759385524672,
    "expiration_time": 1765864800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 166,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            235548.0368920039,
            132751.0183195508,
            102797.018572453,
            170819.4127871178,
            -23533.6274471522,
            194353.04023427
        ],
        [
            235.548037,
            132.751018,
            102.797019,
            170.819413,
            -23.533627,
            194.35304
        ],
        [
            0.226125,
            0.127441,
            0.098685,
            0.095689,
            -0.025755,
            0.103696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94127,
            -97888,
            -39835,
            -270773,
            -283365,
            -62656
        ],
        [
            1.404674,
            1.300706,
            1.731109,
            1.145578,
            0.974901,
            1.824433
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            75.539568,
            76.258993,
            74.820144,
            75.539568,
            76.258993,
            74.820144
        ],
        [
            0.454847,
            0.404937,
            0.582585,
            0.370949,
            0.303507,
            0.613992
        ],
        [
            25893,
            20047,
            25893,
            90684,
            42553,
            90684
        ],
        [
            -47486,
            -47486,
            -35469,
            -209372,
            -209372,
            -52100
        ],
        [
            87,
            163,
            11,
            87,
            163,
            11
        ],
        [
            36,
            65,
            6,
            36,
            65,
            6
        ],
        [
            246,
            478,
            28,
            246,
            478,
            28
        ],
        [
            24383,
            22753,
            1629,
            24383,
            22753,
            1629
        ],
        [
            22.800054,
            22.800054,
            52.925054,
            22.800054,
            22.800054,
            52.925054
        ],
        [
            9,
            4,
            8,
            9,
            4,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480474,
            -19459,
            -55789,
            -120833,
            -575773,
            -48927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669384800000,
    "first_datapoint_time": 1669978800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759385524672,
    "expiration_time": 1765864800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 166,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)