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Trade: MASK/USDT/120/JMA/SINWMA/6056

Strategy
MASK/USDT/120/JMA/SINWMA/6056
Pair
MASK_USDT
Interval
2h
Score
345922
Daily Profit
0.179905
Profit Factor
1.331825
Profitability
65.771812
Streak
9.491793
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-26 10:48
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284835.2993 206268.7289 78566.5704 -504239.6345 32322.065 -536561.6995
Total P&L (%) 284.8353 206.2687 78.5666 -504.2396 32.3221 -536.5617
Avg Daily Profit (%) 0.1799 0.1303 0.0496 0 0.0177 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197699 -87754 -184635 -3026796 -1595573 -2339119
Profit Factor 1.3318 1.5125 1.1723 0.9404 1.0084 0.8837
Total Trades 149 74 75 149 74 75
Winning Trades 98 48 50 76 39 37
Losing Trades 51 26 25 73 35 38
Profitability (%) 65.7718 64.8649 66.6667 51.0067 52.7027 49.3333
Ratio Avg Win / Avg Loss 0.6931 0.8193 0.5862 0.9033 0.905 0.9076
Largest Winning Trade 44662 44662 38885 659515 530735 659515
Largest Losing Trade -153105 -44844 -153105 -2166185 -490063 -2166185
Avg Bars in Trades 125 135 115 125 135 115
Avg Bars in Winners 82 78 86 148 163 132
Avg Bars in Losers 207 240 173 101 103 98
Bars Traded 18661 10004 8657 18661 10004 8657
Profit Streak 9.4918 47.6585 9.4918 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345922 -80645 -213140 -580253 -449182 -637995

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623074400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758872890932,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "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": [
        [
            284835.2993143746,
            206268.7288944042,
            78566.5704199703,
            -504239.6344779521,
            32322.0650439856,
            -536561.6995219381
        ],
        [
            284.835299,
            206.268729,
            78.56657,
            -504.239634,
            32.322065,
            -536.5617
        ],
        [
            0.179905,
            0.130282,
            0.049624,
            0,
            0.017691,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197699,
            -87754,
            -184635,
            -3026796,
            -1595573,
            -2339119
        ],
        [
            1.331825,
            1.512535,
            1.172317,
            0.940413,
            1.008402,
            0.883743
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            98,
            48,
            50,
            76,
            39,
            37
        ],
        [
            51,
            26,
            25,
            73,
            35,
            38
        ],
        [
            65.771812,
            64.864865,
            66.666667,
            51.006711,
            52.702703,
            49.333333
        ],
        [
            0.693093,
            0.81929,
            0.586159,
            0.903292,
            0.904976,
            0.907628
        ],
        [
            44662,
            44662,
            38885,
            659515,
            530735,
            659515
        ],
        [
            -153105,
            -44844,
            -153105,
            -2166185,
            -490063,
            -2166185
        ],
        [
            125,
            135,
            115,
            125,
            135,
            115
        ],
        [
            82,
            78,
            86,
            148,
            163,
            132
        ],
        [
            207,
            240,
            173,
            101,
            103,
            98
        ],
        [
            18661,
            10004,
            8657,
            18661,
            10004,
            8657
        ],
        [
            9.491793,
            47.65846,
            9.491793,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345922,
            -80645,
            -213140,
            -580253,
            -449182,
            -637995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623074400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758872890932,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "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)