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Trade: MASK/USDT/720/SMA/FWMA/8647

Strategy
MASK/USDT/720/SMA/FWMA/8647
Pair
MASK_USDT
Interval
12h
Score
466219
Daily Profit
0.207822
Profit Factor
2.572293
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 14:26
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 478358.2716 329190.5947 149167.6769 56210.3698 447359.7406 -391149.3708
Total P&L (%) 478.3583 329.1906 149.1677 56.2104 447.3597 -391.1494
Avg Daily Profit (%) 0.302 0.2078 0.0942 0.0282 0.1074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102524 -86860 -90393 -725501 -76811 -716245
Profit Factor 2.1826 2.5723 1.7644 1.0546 3.1362 0.5234
Total Trades 73 36 37 73 36 37
Winning Trades 43 19 24 43 19 24
Losing Trades 30 17 13 30 17 13
Profitability (%) 58.9041 52.7778 64.8649 58.9041 52.7778 64.8649
Ratio Avg Win / Avg Loss 1.5227 2.3015 0.9557 0.7357 2.8061 0.2835
Largest Winning Trade 311014 311014 63976 229942 229942 153504
Largest Losing Trade -90393 -53192 -90393 -716245 -38545 -716245
Avg Bars in Trades 40 43 37 40 43 37
Avg Bars in Winners 35 39 31 35 39 31
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 2961 1575 1386 2961 1575 1386
Profit Streak 42.9767 0 248.4767 42.9767 0 248.4767
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61647 466219 -63390 -392641 -43286 -577492

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627732800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885983604,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 110
        }
    }
}
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": [
        [
            478358.2716437454,
            329190.5947093046,
            149167.6769344402,
            56210.3697507365,
            447359.7405876035,
            -391149.3708368671
        ],
        [
            478.358272,
            329.190595,
            149.167677,
            56.21037,
            447.359741,
            -391.149371
        ],
        [
            0.301994,
            0.207822,
            0.094172,
            0.028163,
            0.107377,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102524,
            -86860,
            -90393,
            -725501,
            -76811,
            -716245
        ],
        [
            2.182568,
            2.572293,
            1.76442,
            1.054564,
            3.136186,
            0.523429
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            58.90411,
            52.777778,
            64.864865,
            58.90411,
            52.777778,
            64.864865
        ],
        [
            1.522722,
            2.301525,
            0.955727,
            0.735742,
            2.806061,
            0.283524
        ],
        [
            311014,
            311014,
            63976,
            229942,
            229942,
            153504
        ],
        [
            -90393,
            -53192,
            -90393,
            -716245,
            -38545,
            -716245
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            35,
            39,
            31,
            35,
            39,
            31
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            2961,
            1575,
            1386,
            2961,
            1575,
            1386
        ],
        [
            42.976662,
            0,
            248.476662,
            42.976662,
            0,
            248.476662
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61647,
            466219,
            -63390,
            -392641,
            -43286,
            -577492
        ]
    ]
}
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": 1627732800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885983604,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "offset": 110
        }
    }
}

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)