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Trade: MASK/USDT/360/SINWMA/SUPERTREND/8153

Strategy
MASK/USDT/360/SINWMA/SUPERTREND/8153
Pair
MASK_USDT
Interval
6h
Score
319048
Daily Profit
0.181743
Profit Factor
1.424477
Profitability
44.230769
Streak
52.991629
Best Strategy
Training Data Length
1591.750000
Evaluation Time
2025-10-03 02:47
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289288.9876 198606.702 90682.2856 58722.516 53091.5787 5630.9374
Total P&L (%) 289.289 198.6067 90.6823 58.7225 53.0916 5.6309
Avg Daily Profit (%) 0.1817 0.1248 0.057 0.029 0.0268 0.0034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111511 -132982 -104888 -131234 -123838 -103231
Profit Factor 1.4245 1.4965 1.3222 1.0975 1.1548 1.0217
Total Trades 104 52 52 104 52 52
Winning Trades 46 22 24 46 22 24
Losing Trades 58 30 28 58 30 28
Profitability (%) 44.2308 42.3077 46.1538 44.2308 42.3077 46.1538
Ratio Avg Win / Avg Loss 1.7961 2.0407 1.5425 1.3838 1.5747 1.192
Largest Winning Trade 144314 144314 61044 89295 89295 40201
Largest Losing Trade -41080 -34855 -41080 -48633 -40745 -48633
Avg Bars in Trades 58 58 59 58 58 59
Avg Bars in Winners 90 93 88 90 93 88
Avg Bars in Losers 33 33 33 33 33 33
Bars Traded 6123 3055 3068 6123 3055 3068
Profit Streak 52.9916 52.9916 75.7416 52.9916 52.9916 75.7416
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319048 -206530 -296102 -268650 -389879 -731200
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6367,
    "evaluation_days": 1591.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625529600000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759448876737,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 139,
            "offset": 0,
            "multiplier": 3.16643
        }
    }
}
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": [
        [
            289288.9875862641,
            198606.7019602311,
            90682.2856260333,
            58722.5160449759,
            53091.5786895026,
            5630.9373554733
        ],
        [
            289.288988,
            198.606702,
            90.682286,
            58.722516,
            53.091579,
            5.630937
        ],
        [
            0.181743,
            0.124773,
            0.05697,
            0.029028,
            0.026758,
            0.003442
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111511,
            -132982,
            -104888,
            -131234,
            -123838,
            -103231
        ],
        [
            1.424477,
            1.496477,
            1.322155,
            1.097536,
            1.154797,
            1.021734
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            44.230769,
            42.307692,
            46.153846,
            44.230769,
            42.307692,
            46.153846
        ],
        [
            1.796079,
            2.04065,
            1.542514,
            1.383849,
            1.574723,
            1.192023
        ],
        [
            144314,
            144314,
            61044,
            89295,
            89295,
            40201
        ],
        [
            -41080,
            -34855,
            -41080,
            -48633,
            -40745,
            -48633
        ],
        [
            58,
            58,
            59,
            58,
            58,
            59
        ],
        [
            90,
            93,
            88,
            90,
            93,
            88
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            6123,
            3055,
            3068,
            6123,
            3055,
            3068
        ],
        [
            52.991629,
            52.991629,
            75.741629,
            52.991629,
            52.991629,
            75.741629
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319048,
            -206530,
            -296102,
            -268650,
            -389879,
            -731200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6367,
    "evaluation_days": 1591.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625529600000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759448876737,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 139,
            "offset": 0,
            "multiplier": 3.16643
        }
    }
}

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)