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Trade: MASK/USDT/120/SINWMA/EMA/8561

Strategy
MASK/USDT/120/SINWMA/EMA/8561
Pair
MASK_USDT
Interval
2h
Score
464955
Daily Profit
0.175861
Profit Factor
2.138173
Profitability
62.162162
Streak
80.275807
Best Strategy
Training Data Length
1592.580000
Evaluation Time
2025-10-04 01:37
Expiration Time
2025-11-30 07:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457916.5111 280072.0483 177844.4627 629510.2328 239623.3381 389886.8947
Total P&L (%) 457.9165 280.072 177.8445 629.5102 239.6233 389.8869
Avg Daily Profit (%) 0.2875 0.1759 0.1117 0.1249 0.0768 0.0998
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92520 -117562 -70837 -153211 -168738 -138878
Profit Factor 2.0221 2.1382 1.8807 1.6781 1.4528 1.9768
Total Trades 75 37 38 75 37 38
Winning Trades 52 23 29 52 23 29
Losing Trades 23 14 9 23 14 9
Profitability (%) 69.3333 62.1622 76.3158 69.3333 62.1622 76.3158
Ratio Avg Win / Avg Loss 0.8944 1.3015 0.5837 0.7422 0.8843 0.6135
Largest Winning Trade 66903 66903 37161 133681 102883 133681
Largest Losing Trade -69523 -57440 -69523 -137413 -101466 -137413
Avg Bars in Trades 245 286 204 245 286 204
Avg Bars in Winners 164 166 163 164 166 163
Avg Bars in Losers 427 484 339 427 484 339
Bars Traded 18381 10598 7783 18381 10598 7783
Profit Streak 80.2758 80.2758 151.0258 80.2758 80.2758 151.0258
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47598 464955 -38312 -82545 -88507 -53921
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19111,
    "evaluation_days": 1592.58,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624521600000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759531029698,
    "expiration_time": 1764482371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 211,
            "offset": 151
        }
    }
}
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": [
        [
            457916.5110859181,
            280072.0483407751,
            177844.462745143,
            629510.2327998899,
            239623.3381155638,
            389886.8946843261
        ],
        [
            457.916511,
            280.072048,
            177.844463,
            629.510233,
            239.623338,
            389.886895
        ],
        [
            0.287531,
            0.175861,
            0.111671,
            0.124857,
            0.076802,
            0.099825
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92520,
            -117562,
            -70837,
            -153211,
            -168738,
            -138878
        ],
        [
            2.022097,
            2.138173,
            1.880659,
            1.678113,
            1.452806,
            1.976841
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            69.333333,
            62.162162,
            76.315789,
            69.333333,
            62.162162,
            76.315789
        ],
        [
            0.894389,
            1.301496,
            0.583653,
            0.742242,
            0.884317,
            0.613502
        ],
        [
            66903,
            66903,
            37161,
            133681,
            102883,
            133681
        ],
        [
            -69523,
            -57440,
            -69523,
            -137413,
            -101466,
            -137413
        ],
        [
            245,
            286,
            204,
            245,
            286,
            204
        ],
        [
            164,
            166,
            163,
            164,
            166,
            163
        ],
        [
            427,
            484,
            339,
            427,
            484,
            339
        ],
        [
            18381,
            10598,
            7783,
            18381,
            10598,
            7783
        ],
        [
            80.275807,
            80.275807,
            151.025807,
            80.275807,
            80.275807,
            151.025807
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47598,
            464955,
            -38312,
            -82545,
            -88507,
            -53921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19111,
    "evaluation_days": 1592.58,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624521600000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759531029698,
    "expiration_time": 1764482371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 211,
            "offset": 151
        }
    }
}

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)