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Trade: MASK/USDT/720/HWMA/DCL/3376

Strategy
MASK/USDT/720/HWMA/DCL/3376
Pair
MASK_USDT
Interval
12h
Score
507744
Daily Profit
0.369378
Profit Factor
2.187854
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1592.500000
Evaluation Time
2025-10-03 13:39
Expiration Time
2025-11-19 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 588233.8193 356987.7695 231246.0498 1547792.6357 965776.4712 582016.1645
Total P&L (%) 588.2338 356.9878 231.2461 1547.7926 965.7765 582.0162
Avg Daily Profit (%) 0.3694 0.2242 0.1452 0.1761 0.1487 0.1206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98708 -107898 -49329 -1744330 -1034536 -1042709
Profit Factor 2.1879 2.2587 2.0929 1.2751 1.3771 1.1898
Total Trades 87 43 44 87 43 44
Winning Trades 45 21 24 45 21 24
Losing Trades 42 22 20 42 22 20
Profitability (%) 51.7241 48.8372 54.5455 51.7241 48.8372 54.5455
Ratio Avg Win / Avg Loss 2.042 2.3662 1.7441 1.1901 1.4427 0.9915
Largest Winning Trade 253810 253810 52602 1169267 1016942 1169267
Largest Losing Trade -45759 -45759 -32305 -1010519 -504385 -1010519
Avg Bars in Trades 33 33 33 33 33 33
Avg Bars in Winners 33 33 33 33 33 33
Avg Bars in Losers 33 33 33 33 33 33
Bars Traded 2910 1439 1471 2910 1439 1471
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 507744 422127 195584 295949 217113 -44301
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3185,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759487956908,
    "expiration_time": 1763577360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05827,
            "nb": 0.02175,
            "nc": 0.96416
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 242,
            "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": [
        [
            588233.8193088338,
            356987.7694923702,
            231246.0498164642,
            1547792.6356542502,
            965776.4711575641,
            582016.1644966864
        ],
        [
            588.233819,
            356.987769,
            231.24605,
            1547.792636,
            965.776471,
            582.016164
        ],
        [
            0.369378,
            0.224168,
            0.145209,
            0.176106,
            0.1487,
            0.120631
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98708,
            -107898,
            -49329,
            -1744330,
            -1034536,
            -1042709
        ],
        [
            2.187854,
            2.258688,
            2.092905,
            1.275057,
            1.377125,
            1.189812
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            51.724138,
            48.837209,
            54.545455,
            51.724138,
            48.837209,
            54.545455
        ],
        [
            2.041997,
            2.366244,
            1.744088,
            1.190053,
            1.442702,
            0.99151
        ],
        [
            253810,
            253810,
            52602,
            1169267,
            1016942,
            1169267
        ],
        [
            -45759,
            -45759,
            -32305,
            -1010519,
            -504385,
            -1010519
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            2910,
            1439,
            1471,
            2910,
            1439,
            1471
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507744,
            422127,
            195584,
            295949,
            217113,
            -44301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3185,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1632312000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759487956908,
    "expiration_time": 1763577360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05827,
            "nb": 0.02175,
            "nc": 0.96416
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 242,
            "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)