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Trade: MASK/USDT/720/HL2/HWMA/6506

Strategy
MASK/USDT/720/HL2/HWMA/6506
Pair
MASK_USDT
Interval
12h
Score
399694
Daily Profit
0.310797
Profit Factor
1.375195
Profitability
51.557093
Streak
0.000000
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 12:11
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 492302.5609 355255.8124 137046.7485 5592.2137 335378.3566 -329786.1429
Total P&L (%) 492.3026 355.2558 137.0467 5.5922 335.3784 -329.7861
Avg Daily Profit (%) 0.3108 0.2243 0.0865 0.0034 0.0929 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138818 -117077 -131706 -1150870 -562433 -767900
Profit Factor 1.3752 1.5435 1.2081 1.0015 1.2274 0.8559
Total Trades 289 145 144 289 145 144
Winning Trades 149 75 74 149 75 74
Losing Trades 140 70 70 140 70 70
Profitability (%) 51.5571 51.7241 51.3889 51.5571 51.7241 51.3889
Ratio Avg Win / Avg Loss 1.2921 1.4406 1.1428 0.941 1.1456 0.8097
Largest Winning Trade 166995 166995 32213 232783 229883 232783
Largest Losing Trade -82644 -40919 -82644 -767900 -230769 -767900
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 3162 1581 1581 3162 1581 1581
Profit Streak 0 0 18.883 0 0 18.883
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399694 350332 -77079 -572572 -68952 -579932

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877889938,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.18225,
            "nc": 0.72187
        }
    }
}
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": [
        [
            492302.5609444297,
            355255.8124358505,
            137046.7485085792,
            5592.2137043737,
            335378.3566283781,
            -329786.1429240048
        ],
        [
            492.302561,
            355.255812,
            137.046749,
            5.592214,
            335.378357,
            -329.786143
        ],
        [
            0.310797,
            0.224278,
            0.086519,
            0.003435,
            0.092912,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138818,
            -117077,
            -131706,
            -1150870,
            -562433,
            -767900
        ],
        [
            1.375195,
            1.543471,
            1.208137,
            1.001486,
            1.227387,
            0.855922
        ],
        [
            289,
            145,
            144,
            289,
            145,
            144
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            51.557093,
            51.724138,
            51.388889,
            51.557093,
            51.724138,
            51.388889
        ],
        [
            1.29213,
            1.440573,
            1.142832,
            0.940993,
            1.145561,
            0.809656
        ],
        [
            166995,
            166995,
            32213,
            232783,
            229883,
            232783
        ],
        [
            -82644,
            -40919,
            -82644,
            -767900,
            -230769,
            -767900
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            3162,
            1581,
            1581,
            3162,
            1581,
            1581
        ],
        [
            0,
            0,
            18.882985,
            0,
            0,
            18.882985
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399694,
            350332,
            -77079,
            -572572,
            -68952,
            -579932
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877889938,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.18225,
            "nc": 0.72187
        }
    }
}

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)