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Trade: MASK/USDT/120/SWMA/SMA/2196

Strategy
MASK/USDT/120/SWMA/SMA/2196
Pair
MASK_USDT
Interval
2h
Score
435657
Daily Profit
0.246827
Profit Factor
1.480822
Profitability
58.677686
Streak
62.516165
Best Strategy
Training Data Length
1588.080000
Evaluation Time
2025-09-29 15:23
Expiration Time
2025-11-25 16:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391981.7341 315670.5543 76311.1798 -330.8616 153142.2875 -153473.1491
Total P&L (%) 391.9817 315.6706 76.3112 -0.3309 153.1423 -153.4731
Avg Daily Profit (%) 0.2468 0.1988 0.0481 -0.0002 0.0585 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184471 -164677 -88171 -434180 -288274 -260803
Profit Factor 1.4808 1.7737 1.1874 0.9998 1.2438 0.8205
Total Trades 121 60 61 121 60 61
Winning Trades 71 34 37 71 34 37
Losing Trades 50 26 24 50 26 24
Profitability (%) 58.6777 56.6667 60.6557 58.6777 56.6667 60.6557
Ratio Avg Win / Avg Loss 1.0428 1.3563 0.7702 0.7041 0.9512 0.5322
Largest Winning Trade 136124 136124 46283 86125 86125 67878
Largest Losing Trade -68647 -55436 -68647 -252453 -85447 -252453
Avg Bars in Trades 154 174 134 154 174 134
Avg Bars in Winners 128 162 98 128 162 98
Avg Bars in Losers 190 189 190 190 189 190
Bars Traded 18650 10441 8209 18650 10441 8209
Profit Streak 62.5162 78.7662 62.5162 62.5162 78.7662 62.5162
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435657 -157489 -304113 -577886 -284082 -740102
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19057,
    "evaluation_days": 1588.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623441600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759148596672,
    "expiration_time": 1764079574400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 212,
            "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": [
        [
            391981.7341002645,
            315670.5543485094,
            76311.179751755,
            -330.861593597,
            153142.2874788385,
            -153473.1490724354
        ],
        [
            391.981734,
            315.670554,
            76.31118,
            -0.330862,
            153.142287,
            -153.473149
        ],
        [
            0.246827,
            0.198775,
            0.048052,
            -0.000209,
            0.058502,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184471,
            -164677,
            -88171,
            -434180,
            -288274,
            -260803
        ],
        [
            1.480822,
            1.773652,
            1.187402,
            0.999777,
            1.243836,
            0.820479
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            58.677686,
            56.666667,
            60.655738,
            58.677686,
            56.666667,
            60.655738
        ],
        [
            1.042833,
            1.356322,
            0.770207,
            0.704068,
            0.951169,
            0.532202
        ],
        [
            136124,
            136124,
            46283,
            86125,
            86125,
            67878
        ],
        [
            -68647,
            -55436,
            -68647,
            -252453,
            -85447,
            -252453
        ],
        [
            154,
            174,
            134,
            154,
            174,
            134
        ],
        [
            128,
            162,
            98,
            128,
            162,
            98
        ],
        [
            190,
            189,
            190,
            190,
            189,
            190
        ],
        [
            18650,
            10441,
            8209,
            18650,
            10441,
            8209
        ],
        [
            62.516165,
            78.766165,
            62.516165,
            62.516165,
            78.766165,
            62.516165
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435657,
            -157489,
            -304113,
            -577886,
            -284082,
            -740102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19057,
    "evaluation_days": 1588.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623441600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759148596672,
    "expiration_time": 1764079574400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 212,
            "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)