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Trade: MASK/USDT/720/MIDPOINT/VWMA/4007

Strategy
MASK/USDT/720/MIDPOINT/VWMA/4007
Pair
MASK_USDT
Interval
12h
Score
483596
Daily Profit
0.290666
Profit Factor
1.857837
Profitability
68.316832
Streak
79.997255
Best Strategy
Training Data Length
1592.000000
Evaluation Time
2025-10-03 02:56
Expiration Time
2025-11-19 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 462740.7945 270326.2923 192414.5022 743909.7961 227078.2247 516831.5714
Total P&L (%) 462.7408 270.3263 192.4145 743.9098 227.0782 516.8316
Avg Daily Profit (%) 0.2907 0.1698 0.1209 0.1341 0.0745 0.1144
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91036 -112155 -41340 -826742 -682991 -425412
Profit Factor 1.8578 1.8686 1.8431 1.2434 1.126 1.4121
Total Trades 101 50 51 101 50 51
Winning Trades 69 31 38 69 31 38
Losing Trades 32 19 13 32 19 13
Profitability (%) 68.3168 62 74.5098 68.3168 62 74.5098
Ratio Avg Win / Avg Loss 0.8616 1.1453 0.6305 0.5767 0.6902 0.4831
Largest Winning Trade 84698 84698 45066 349380 349380 246201
Largest Losing Trade -63136 -60546 -63136 -425412 -343044 -425412
Avg Bars in Trades 30 36 23 30 36 23
Avg Bars in Winners 19 21 18 19 21 18
Avg Bars in Losers 52 62 39 52 62 39
Bars Traded 3033 1832 1201 3033 1832 1201
Profit Streak 79.9973 79.9973 112.4973 79.9973 79.9973 112.4973
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483596 -168143 -206578 -11276 -355018 -216461
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3184,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624536000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449362802,
    "expiration_time": 1763532864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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": [
        [
            462740.7944731769,
            270326.2922597554,
            192414.5022134215,
            743909.7961328544,
            227078.2246848372,
            516831.5714480169
        ],
        [
            462.740794,
            270.326292,
            192.414502,
            743.909796,
            227.078225,
            516.831571
        ],
        [
            0.290666,
            0.169803,
            0.120863,
            0.134064,
            0.074464,
            0.114351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91036,
            -112155,
            -41340,
            -826742,
            -682991,
            -425412
        ],
        [
            1.857837,
            1.868636,
            1.843113,
            1.243449,
            1.126035,
            1.412144
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            68.316832,
            62,
            74.509804,
            68.316832,
            62,
            74.509804
        ],
        [
            0.861606,
            1.145293,
            0.630539,
            0.576672,
            0.690151,
            0.483102
        ],
        [
            84698,
            84698,
            45066,
            349380,
            349380,
            246201
        ],
        [
            -63136,
            -60546,
            -63136,
            -425412,
            -343044,
            -425412
        ],
        [
            30,
            36,
            23,
            30,
            36,
            23
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            52,
            62,
            39,
            52,
            62,
            39
        ],
        [
            3033,
            1832,
            1201,
            3033,
            1832,
            1201
        ],
        [
            79.997255,
            79.997255,
            112.497255,
            79.997255,
            79.997255,
            112.497255
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483596,
            -168143,
            -206578,
            -11276,
            -355018,
            -216461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3184,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624536000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449362802,
    "expiration_time": 1763532864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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)