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Trade: MASK/USDT/60/HL2/PWMA/9628

Strategy
MASK/USDT/60/HL2/PWMA/9628
Pair
MASK_USDT
Interval
1h
Score
492394
Daily Profit
0.205937
Profit Factor
1.227430
Profitability
67.934094
Streak
6.023262
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-13 09:33
Expiration Time
2025-12-27 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 214518.7185 135424.7918 79093.9267 88021.0987 2932.2299 85088.8688
Total P&L (%) 214.5187 135.4248 79.0939 88.0211 2.9322 85.0889
Avg Daily Profit (%) 0.2059 0.13 0.0759 0.0606 0.0028 0.0591
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195253 -80452 -143993 -173101 -113273 -92750
Profit Factor 1.2274 1.2955 1.1631 1.0972 1.0061 1.2001
Total Trades 789 394 395 789 394 395
Winning Trades 536 270 266 536 270 266
Losing Trades 253 124 129 253 124 129
Profitability (%) 67.9341 68.5279 67.3418 67.9341 68.5279 67.3418
Ratio Avg Win / Avg Loss 0.5794 0.595 0.5641 0.5179 0.4621 0.582
Largest Winning Trade 28175 28175 20277 50517 42352 50517
Largest Losing Trade -64370 -35834 -64370 -107380 -107380 -45631
Avg Bars in Trades 31 30 31 31 30 31
Avg Bars in Winners 18 16 19 18 16 19
Avg Bars in Losers 58 61 55 58 61 55
Bars Traded 24470 12148 12322 24470 12148 12322
Profit Streak 6.0233 6.8149 6.0233 6.0233 6.8149 6.0233
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492394 -16481 -129899 -219162 -565767 -111717
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670335200000,
    "first_datapoint_time": 1670925600000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760337209829,
    "expiration_time": 1766815200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "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": [
        [
            214518.718513066,
            135424.7918261295,
            79093.9266869361,
            88021.0986994757,
            2932.2298843636,
            85088.868815112
        ],
        [
            214.518719,
            135.424792,
            79.093927,
            88.021099,
            2.93223,
            85.088869
        ],
        [
            0.205937,
            0.130007,
            0.07593,
            0.060631,
            0.002774,
            0.059121
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195253,
            -80452,
            -143993,
            -173101,
            -113273,
            -92750
        ],
        [
            1.22743,
            1.295508,
            1.163097,
            1.09724,
            1.006109,
            1.200117
        ],
        [
            789,
            394,
            395,
            789,
            394,
            395
        ],
        [
            536,
            270,
            266,
            536,
            270,
            266
        ],
        [
            253,
            124,
            129,
            253,
            124,
            129
        ],
        [
            67.934094,
            68.527919,
            67.341772,
            67.934094,
            68.527919,
            67.341772
        ],
        [
            0.579365,
            0.594974,
            0.564058,
            0.517914,
            0.462065,
            0.582012
        ],
        [
            28175,
            28175,
            20277,
            50517,
            42352,
            50517
        ],
        [
            -64370,
            -35834,
            -64370,
            -107380,
            -107380,
            -45631
        ],
        [
            31,
            30,
            31,
            31,
            30,
            31
        ],
        [
            18,
            16,
            19,
            18,
            16,
            19
        ],
        [
            58,
            61,
            55,
            58,
            61,
            55
        ],
        [
            24470,
            12148,
            12322,
            24470,
            12148,
            12322
        ],
        [
            6.023262,
            6.814928,
            6.023262,
            6.023262,
            6.814929,
            6.023262
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492394,
            -16481,
            -129899,
            -219162,
            -565767,
            -111717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670335200000,
    "first_datapoint_time": 1670925600000,
    "last_datapoint_time": 1760335200000,
    "evaluation_time": 1760337209829,
    "expiration_time": 1766815200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "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)