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Trade: MASK/USDT/720/VWAP/HWMA/8614

Strategy
MASK/USDT/720/VWAP/HWMA/8614
Pair
MASK_USDT
Interval
12h
Score
423051
Daily Profit
0.197564
Profit Factor
1.608510
Profitability
51.020408
Streak
37.464208
Best Strategy
Training Data Length
1595.000000
Evaluation Time
2025-10-06 02:08
Expiration Time
2025-11-22 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364222.9413 315115.239 49107.7024 -160894.1213 -160285.2862 -608.8351
Total P&L (%) 364.2229 315.1152 49.1077 -160.8941 -160.2853 -0.6088
Avg Daily Profit (%) 0.2284 0.1976 0.0308 0 0 -0.0004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210598 -114821 -166271 -677359 -413423 -462955
Profit Factor 1.3092 1.6085 1.0744 0.9298 0.8442 0.9995
Total Trades 195 98 97 195 98 97
Winning Trades 108 50 58 89 48 41
Losing Trades 87 48 39 106 50 56
Profitability (%) 55.3846 51.0204 59.7938 45.641 48.9796 42.268
Ratio Avg Win / Avg Loss 1.0546 1.5442 0.7224 1.1074 0.8794 1.3652
Largest Winning Trade 258530 258530 57328 343287 118402 343287
Largest Losing Trade -132359 -48558 -132359 -184714 -152210 -184714
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 15 16
Bars Traded 3176 1582 1593 3176 1582 1593
Profit Streak 37.4642 37.4642 78.4642 0 0 0
Trades During Streak 4 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414213 423051 -290859 -579507 -581189 -582135
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3190,
    "evaluation_days": 1595,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759705707537,
    "expiration_time": 1763799840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46005
        }
    }
}
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": [
        [
            364222.941307431,
            315115.238955758,
            49107.7023516726,
            -160894.121302832,
            -160285.286161574,
            -608.8351412578
        ],
        [
            364.222941,
            315.115239,
            49.107702,
            -160.894121,
            -160.285286,
            -0.608835
        ],
        [
            0.228353,
            0.197564,
            0.030789,
            0,
            0,
            -0.000383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210598,
            -114821,
            -166271,
            -677359,
            -413423,
            -462955
        ],
        [
            1.309199,
            1.60851,
            1.074393,
            0.929806,
            0.844208,
            0.999518
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            108,
            50,
            58,
            89,
            48,
            41
        ],
        [
            87,
            48,
            39,
            106,
            50,
            56
        ],
        [
            55.384615,
            51.020408,
            59.793814,
            45.641026,
            48.979592,
            42.268041
        ],
        [
            1.054632,
            1.54417,
            0.722437,
            1.10741,
            0.879384,
            1.365195
        ],
        [
            258530,
            258530,
            57328,
            343287,
            118402,
            343287
        ],
        [
            -132359,
            -48558,
            -132359,
            -184714,
            -152210,
            -184714
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            15,
            16
        ],
        [
            3176,
            1582,
            1593,
            3176,
            1582,
            1593
        ],
        [
            37.464207,
            37.464208,
            78.464208,
            0,
            0,
            0
        ],
        [
            4,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414213,
            423051,
            -290859,
            -579507,
            -581189,
            -582135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3190,
    "evaluation_days": 1595,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759705707537,
    "expiration_time": 1763799840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46005
        }
    }
}

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)