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Trade: MASK/USDT/60/FWMA/SWMA/1635

Strategy
MASK/USDT/60/FWMA/SWMA/1635
Pair
MASK_USDT
Interval
1h
Score
520539
Daily Profit
0.232942
Profit Factor
1.301641
Profitability
79.886148
Streak
12.222766
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 21:20
Expiration Time
2025-12-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 242648.3465 143542.2171 99106.1294 176592.6681 31243.9498 145348.7182
Total P&L (%) 242.6483 143.5422 99.1061 176.5927 31.244 145.3487
Avg Daily Profit (%) 0.2329 0.1378 0.0951 0.0977 0.0261 0.0862
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129775 -67378 -98656 -258518 -194491 -126009
Profit Factor 1.3016 1.3684 1.2389 1.1636 1.0545 1.2869
Total Trades 527 263 264 527 263 264
Winning Trades 421 212 209 421 212 209
Losing Trades 106 51 55 106 51 55
Profitability (%) 79.8861 80.6084 79.1667 79.8861 80.6084 79.1667
Ratio Avg Win / Avg Loss 0.3277 0.3292 0.326 0.293 0.2537 0.3387
Largest Winning Trade 28280 28280 18750 46472 29655 46472
Largest Losing Trade -64955 -41405 -64955 -178154 -178154 -49931
Avg Bars in Trades 46 46 46 46 46 46
Avg Bars in Winners 22 22 23 22 22 23
Avg Bars in Losers 140 148 134 140 148 134
Bars Traded 24471 12275 12196 24471 12275 12196
Profit Streak 12.2228 16.1394 12.2228 12.2228 16.1394 12.2228
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520539 -4399 -62679 -96630 -317363 -74312
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670292000000,
    "first_datapoint_time": 1670871600000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760293247032,
    "expiration_time": 1766772000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "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": [
        [
            242648.3465039515,
            143542.2171283226,
            99106.129375629,
            176592.6680609068,
            31243.9498429742,
            145348.7182179325
        ],
        [
            242.648347,
            143.542217,
            99.106129,
            176.592668,
            31.24395,
            145.348718
        ],
        [
            0.232942,
            0.1378,
            0.095142,
            0.097715,
            0.026105,
            0.086198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129775,
            -67378,
            -98656,
            -258518,
            -194491,
            -126009
        ],
        [
            1.301641,
            1.36839,
            1.238936,
            1.163594,
            1.054539,
            1.28692
        ],
        [
            527,
            263,
            264,
            527,
            263,
            264
        ],
        [
            421,
            212,
            209,
            421,
            212,
            209
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            79.886148,
            80.608365,
            79.166667,
            79.886148,
            80.608365,
            79.166667
        ],
        [
            0.327729,
            0.329188,
            0.326036,
            0.292972,
            0.253686,
            0.338663
        ],
        [
            28280,
            28280,
            18750,
            46472,
            29655,
            46472
        ],
        [
            -64955,
            -41405,
            -64955,
            -178154,
            -178154,
            -49931
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            140,
            148,
            134,
            140,
            148,
            134
        ],
        [
            24471,
            12275,
            12196,
            24471,
            12275,
            12196
        ],
        [
            12.222766,
            16.139433,
            12.222766,
            12.222767,
            16.139433,
            12.222767
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520539,
            -4399,
            -62679,
            -96630,
            -317363,
            -74312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670292000000,
    "first_datapoint_time": 1670871600000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760293247032,
    "expiration_time": 1766772000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 162,
            "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)