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Trade: MASK/USDT/720/VWMA/PSAR/8967

Strategy
MASK/USDT/720/VWMA/PSAR/8967
Pair
MASK_USDT
Interval
12h
Score
368518
Daily Profit
0.177997
Profit Factor
1.204461
Profitability
64.015152
Streak
14.187272
Best Strategy
Training Data Length
1588.500000
Evaluation Time
2025-09-29 07:29
Expiration Time
2025-11-15 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282748.856 255056.2318 27692.6242 -96734.0881 127258.1665 -223992.2545
Total P&L (%) 282.7489 255.0562 27.6926 -96.7341 127.2582 -223.9923
Avg Daily Profit (%) 0.178 0.1606 0.0174 -0.2152 0.0517 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205799 -95677 -225903 -304192 -30360 -343493
Profit Factor 1.2045 1.387 1.0383 0.7699 3.8486 0.4038
Total Trades 264 132 132 264 132 132
Winning Trades 169 81 88 147 76 71
Losing Trades 95 51 44 117 56 61
Profitability (%) 64.0152 61.3636 66.6667 55.6818 57.5758 53.7879
Ratio Avg Win / Avg Loss 0.6771 0.8733 0.5191 0.6128 2.8358 0.3469
Largest Winning Trade 63944 63944 31300 61351 61161 61351
Largest Losing Trade -112461 -50809 -112461 -186103 -30360 -186103
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 8 9 10 10 9
Avg Bars in Losers 16 19 13 13 15 12
Bars Traded 3138 1707 1431 3138 1707 1431
Profit Streak 14.1873 55.6873 14.1873 14.1873 55.6873 14.1873
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368518 334995 -350158 -576887 -114351 -579618
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120180323,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            282748.856010713,
            255056.2317713731,
            27692.6242393398,
            -96734.088081522,
            127258.166456435,
            -223992.2545379569
        ],
        [
            282.748856,
            255.056232,
            27.692624,
            -96.734088,
            127.258166,
            -223.992255
        ],
        [
            0.177997,
            0.160564,
            0.017433,
            -0.215168,
            0.051692,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205799,
            -95677,
            -225903,
            -304192,
            -30360,
            -343493
        ],
        [
            1.204461,
            1.386993,
            1.038259,
            0.769885,
            3.848578,
            0.403797
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            169,
            81,
            88,
            147,
            76,
            71
        ],
        [
            95,
            51,
            44,
            117,
            56,
            61
        ],
        [
            64.015152,
            61.363636,
            66.666667,
            55.681818,
            57.575758,
            53.787879
        ],
        [
            0.677064,
            0.873292,
            0.519129,
            0.612765,
            2.835794,
            0.346924
        ],
        [
            63944,
            63944,
            31300,
            61351,
            61161,
            61351
        ],
        [
            -112461,
            -50809,
            -112461,
            -186103,
            -30360,
            -186103
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            8,
            9,
            10,
            10,
            9
        ],
        [
            16,
            19,
            13,
            13,
            15,
            12
        ],
        [
            3138,
            1707,
            1431,
            3138,
            1707,
            1431
        ],
        [
            14.187272,
            55.687272,
            14.187272,
            14.187272,
            55.687272,
            14.187272
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368518,
            334995,
            -350158,
            -576887,
            -114351,
            -579618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120180323,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)