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Trade: MASK/USDT/120/JMA/SWMA/6615

Strategy
MASK/USDT/120/JMA/SWMA/6615
Pair
MASK_USDT
Interval
2h
Score
386782
Daily Profit
0.155646
Profit Factor
1.235024
Profitability
71.428571
Streak
41.650757
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-26 18:37
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 246427.0105 202658.2865 43768.7241 -238910.5812 115242.7775 -354153.3588
Total P&L (%) 246.427 202.6583 43.7687 -238.9106 115.2428 -354.1534
Avg Daily Profit (%) 0.1556 0.128 0.0276 0 0.0484 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201262 -114282 -177813 -653400 -293876 -518481
Profit Factor 1.235 1.4165 1.0779 0.8518 1.1683 0.6181
Total Trades 217 108 109 217 108 109
Winning Trades 155 75 80 91 46 45
Losing Trades 62 33 29 126 62 64
Profitability (%) 71.4286 69.4444 73.3945 41.9355 42.5926 41.2844
Ratio Avg Win / Avg Loss 0.494 0.6233 0.3907 1.1794 1.5746 0.8791
Largest Winning Trade 53521 53521 36965 184012 184012 75673
Largest Losing Trade -145677 -49801 -145677 -140749 -55498 -140749
Avg Bars in Trades 86 93 78 86 93 78
Avg Bars in Winners 57 61 53 105 110 101
Avg Bars in Losers 158 167 146 71 81 62
Bars Traded 18693 10119 8574 18693 10119 8574
Profit Streak 41.6508 48.8174 41.6508 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386782 -19060 -289884 -581111 -165701 -584431

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": 1622743200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901025386,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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": [
        [
            246427.0105432475,
            202658.2864870544,
            43768.7240561931,
            -238910.5812297923,
            115242.7775448335,
            -354153.358774626
        ],
        [
            246.427011,
            202.658286,
            43.768724,
            -238.910581,
            115.242778,
            -354.153359
        ],
        [
            0.155646,
            0.128001,
            0.027645,
            0,
            0.048431,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201262,
            -114282,
            -177813,
            -653400,
            -293876,
            -518481
        ],
        [
            1.235024,
            1.416529,
            1.077884,
            0.851813,
            1.168267,
            0.618098
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            155,
            75,
            80,
            91,
            46,
            45
        ],
        [
            62,
            33,
            29,
            126,
            62,
            64
        ],
        [
            71.428571,
            69.444444,
            73.394495,
            41.935484,
            42.592593,
            41.284404
        ],
        [
            0.49401,
            0.623273,
            0.390733,
            1.179433,
            1.57462,
            0.879073
        ],
        [
            53521,
            53521,
            36965,
            184012,
            184012,
            75673
        ],
        [
            -145677,
            -49801,
            -145677,
            -140749,
            -55498,
            -140749
        ],
        [
            86,
            93,
            78,
            86,
            93,
            78
        ],
        [
            57,
            61,
            53,
            105,
            110,
            101
        ],
        [
            158,
            167,
            146,
            71,
            81,
            62
        ],
        [
            18693,
            10119,
            8574,
            18693,
            10119,
            8574
        ],
        [
            41.650757,
            48.817423,
            41.650757,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386782,
            -19060,
            -289884,
            -581111,
            -165701,
            -584431
        ]
    ]
}
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": 1622743200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901025386,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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)