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Trade: MASK/USDT/480/LINREG/HWMA/5645

Strategy
MASK/USDT/480/LINREG/HWMA/5645
Pair
MASK_USDT
Interval
8h
Score
534099
Daily Profit
0.488182
Profit Factor
1.457316
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1593.330000
Evaluation Time
2025-10-04 11:39
Expiration Time
2025-11-20 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 777835.713 557838.7061 219997.007 3482388.3681 1128985.5763 2353402.7918
Total P&L (%) 777.8357 557.8387 219.997 3482.3884 1128.9856 2353.4028
Avg Daily Profit (%) 0.4882 0.3501 0.1381 0.2249 0.1576 0.201
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138307 -112819 -65458 -8122503 -7258165 -2924508
Profit Factor 1.4573 1.642 1.2644 1.0964 1.0596 1.137
Total Trades 481 240 241 481 240 241
Winning Trades 259 126 133 259 126 133
Losing Trades 222 114 108 222 114 108
Profitability (%) 53.8462 52.5 55.1867 53.8462 52.5 55.1867
Ratio Avg Win / Avg Loss 1.2491 1.4856 1.0268 0.9398 0.9586 0.9233
Largest Winning Trade 118524 118524 58722 1163871 1080425 1163871
Largest Losing Trade -44808 -44808 -39558 -2794664 -2794664 -1755277
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 4635 2312 2323 4635 2312 2323
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 534099 454360 -7185 -104633 -147707 -61754
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4780,
    "evaluation_days": 1593.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625846400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759567156266,
    "expiration_time": 1763665920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28209,
            "nc": 0.60203
        }
    }
}
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": [
        [
            777835.7130416236,
            557838.7060652806,
            219997.0069763429,
            3482388.3680866477,
            1128985.5762645805,
            2353402.791822063
        ],
        [
            777.835713,
            557.838706,
            219.997007,
            3482.388368,
            1128.985576,
            2353.402792
        ],
        [
            0.488182,
            0.350109,
            0.138074,
            0.224852,
            0.157579,
            0.201043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138307,
            -112819,
            -65458,
            -8122503,
            -7258165,
            -2924508
        ],
        [
            1.457316,
            1.641998,
            1.264431,
            1.096382,
            1.059554,
            1.137034
        ],
        [
            481,
            240,
            241,
            481,
            240,
            241
        ],
        [
            259,
            126,
            133,
            259,
            126,
            133
        ],
        [
            222,
            114,
            108,
            222,
            114,
            108
        ],
        [
            53.846154,
            52.5,
            55.186722,
            53.846154,
            52.5,
            55.186722
        ],
        [
            1.249128,
            1.485618,
            1.026756,
            0.939756,
            0.958644,
            0.923306
        ],
        [
            118524,
            118524,
            58722,
            1163871,
            1080425,
            1163871
        ],
        [
            -44808,
            -44808,
            -39558,
            -2794664,
            -2794664,
            -1755277
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            4635,
            2312,
            2323,
            4635,
            2312,
            2323
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534099,
            454360,
            -7185,
            -104633,
            -147707,
            -61754
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4780,
    "evaluation_days": 1593.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625846400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759567156266,
    "expiration_time": 1763665920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28209,
            "nc": 0.60203
        }
    }
}

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)