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Trade: MASK/USDT/480/HWMA/HWMA/1623

Strategy
MASK/USDT/480/HWMA/HWMA/1623
Pair
MASK_USDT
Interval
8h
Score
307421
Daily Profit
0.153417
Profit Factor
1.379970
Profitability
47.560976
Streak
0.000000
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-10-08 19:18
Expiration Time
2025-11-25 08:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210532.2693 245110.4644 -34578.1952 -112138.7972 402160.7342 -514299.5314
Total P&L (%) 210.5323 245.1105 -34.5782 -112.1388 402.1607 -514.2995
Avg Daily Profit (%) 0.1318 0.1534 -0.0216 0 0.1011 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -264145 -130849 -214405 -998904 -192290 -909656
Profit Factor 1.1319 1.38 0.9636 0.9553 1.5035 0.6997
Total Trades 327 164 163 327 164 163
Winning Trades 144 78 66 189 94 95
Losing Trades 183 86 97 138 70 68
Profitability (%) 44.0367 47.561 40.4908 57.7982 57.3171 58.2822
Ratio Avg Win / Avg Loss 1.4385 1.5215 1.4163 0.6976 1.1196 0.5008
Largest Winning Trade 129511 129511 53224 330479 330479 88964
Largest Losing Trade -121791 -30174 -121791 -713277 -77579 -713277
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 17 16 18 13 13 13
Avg Bars in Losers 12 12 12 15 15 16
Bars Traded 4766 2334 2432 4766 2334 2432
Profit Streak 0 0 0 8.3463 8.3463 51.6797
Trades During Streak 0 0 0 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92879 307421 -582233 -576653 -54534 -577584
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4793,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759940321891,
    "expiration_time": 1764051552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.40579,
            "nc": 0.1
        }
    }
}
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": [
        [
            210532.2692516778,
            245110.4644150671,
            -34578.1951633892,
            -112138.7971547522,
            402160.7342012361,
            -514299.5313559879
        ],
        [
            210.532269,
            245.110464,
            -34.578195,
            -112.138797,
            402.160734,
            -514.299531
        ],
        [
            0.131775,
            0.153417,
            -0.021643,
            0,
            0.101057,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -264145,
            -130849,
            -214405,
            -998904,
            -192290,
            -909656
        ],
        [
            1.131896,
            1.37997,
            0.963645,
            0.955345,
            1.5035,
            0.699678
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            144,
            78,
            66,
            189,
            94,
            95
        ],
        [
            183,
            86,
            97,
            138,
            70,
            68
        ],
        [
            44.036697,
            47.560976,
            40.490798,
            57.798165,
            57.317073,
            58.282209
        ],
        [
            1.438451,
            1.521505,
            1.416266,
            0.697553,
            1.119628,
            0.500822
        ],
        [
            129511,
            129511,
            53224,
            330479,
            330479,
            88964
        ],
        [
            -121791,
            -30174,
            -121791,
            -713277,
            -77579,
            -713277
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            17,
            16,
            18,
            13,
            13,
            13
        ],
        [
            12,
            12,
            12,
            15,
            15,
            16
        ],
        [
            4766,
            2334,
            2432,
            4766,
            2334,
            2432
        ],
        [
            0,
            0,
            0,
            8.346318,
            8.346318,
            51.679651
        ],
        [
            0,
            0,
            0,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92879,
            307421,
            -582233,
            -576653,
            -54534,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4793,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759940321891,
    "expiration_time": 1764051552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.40579,
            "nc": 0.1
        }
    }
}

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)