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Trade: MASK/USDT/720/HMA/PSAR/3129

Strategy
MASK/USDT/720/HMA/PSAR/3129
Pair
MASK_USDT
Interval
12h
Score
347976
Daily Profit
0.163903
Profit Factor
1.390402
Profitability
52.000000
Streak
107.153641
Best Strategy
Training Data Length
1588.000000
Evaluation Time
2025-09-28 18:41
Expiration Time
2025-11-15 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235440.7639 260277.8164 -24837.0525 -141408.7685 48280.2611 -189689.0296
Total P&L (%) 235.4408 260.2778 -24.8371 -141.4088 48.2803 -189.689
Avg Daily Profit (%) 0.1483 0.1639 -0.0156 0 0.0248 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208539 -127170 -113419 -199244 -61089 -43024
Profit Factor 1.1893 1.3904 0.9569 0.7316 1.2542 0.437
Total Trades 199 100 99 199 100 99
Winning Trades 111 52 59 88 49 39
Losing Trades 88 48 40 111 51 60
Profitability (%) 55.7789 52 59.596 44.2211 49 39.3939
Ratio Avg Win / Avg Loss 0.9429 1.2834 0.6488 0.9228 1.3054 0.6724
Largest Winning Trade 202775 202775 29778 33571 27346 33571
Largest Losing Trade -152518 -34456 -152518 -194226 -33732 -194226
Avg Bars in Trades 15 18 12 15 18 12
Avg Bars in Winners 15 18 12 15 18 11
Avg Bars in Losers 15 18 11 15 18 12
Bars Traded 3036 1842 1194 3036 1842 1194
Profit Streak 14.6536 107.1536 14.6536 0 0 0
Trades During Streak 3 6 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -5496 347976 -578956 -581705 -161807 -584915
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3176,
    "evaluation_days": 1588,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627430400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074074620,
    "expiration_time": 1763176896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            235440.76392424,
            260277.8163792063,
            -24837.0524549664,
            -141408.7685361028,
            48280.2610553044,
            -189689.0295914071
        ],
        [
            235.440764,
            260.277816,
            -24.837052,
            -141.408769,
            48.280261,
            -189.68903
        ],
        [
            0.148262,
            0.163903,
            -0.01564,
            0,
            0.02481,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208539,
            -127170,
            -113419,
            -199244,
            -61089,
            -43024
        ],
        [
            1.189328,
            1.390402,
            0.956945,
            0.731606,
            1.254216,
            0.437044
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            111,
            52,
            59,
            88,
            49,
            39
        ],
        [
            88,
            48,
            40,
            111,
            51,
            60
        ],
        [
            55.778894,
            52,
            59.59596,
            44.221106,
            49,
            39.393939
        ],
        [
            0.94289,
            1.283448,
            0.648776,
            0.922821,
            1.305409,
            0.672376
        ],
        [
            202775,
            202775,
            29778,
            33571,
            27346,
            33571
        ],
        [
            -152518,
            -34456,
            -152518,
            -194226,
            -33732,
            -194226
        ],
        [
            15,
            18,
            12,
            15,
            18,
            12
        ],
        [
            15,
            18,
            12,
            15,
            18,
            11
        ],
        [
            15,
            18,
            11,
            15,
            18,
            12
        ],
        [
            3036,
            1842,
            1194,
            3036,
            1842,
            1194
        ],
        [
            14.653641,
            107.153641,
            14.653641,
            0,
            0,
            0
        ],
        [
            3,
            6,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5496,
            347976,
            -578956,
            -581705,
            -161807,
            -584915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3176,
    "evaluation_days": 1588,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627430400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074074620,
    "expiration_time": 1763176896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)