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Trade: MASK/USDT/120/SWMA/PWMA/7859

Strategy
MASK/USDT/120/SWMA/PWMA/7859
Pair
MASK_USDT
Interval
2h
Score
323944
Daily Profit
0.187108
Profit Factor
1.280306
Profitability
52.995392
Streak
0.000000
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-27 03:06
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 296239.3815 236322.4116 59916.9699 -43887.2311 3433.9524 -47321.1835
Total P&L (%) 296.2394 236.3224 59.917 -43.8872 3.434 -47.3212
Avg Daily Profit (%) 0.1871 0.1493 0.0378 -0.0365 0.0021 -0.0405
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129956 -149845 -125145 -525735 -493647 -279395
Profit Factor 1.2803 1.4643 1.1094 0.9783 1.0034 0.9536
Total Trades 217 108 109 217 108 109
Winning Trades 115 52 63 115 52 63
Losing Trades 102 56 46 102 56 46
Profitability (%) 52.9954 48.1481 57.7982 52.9954 48.1481 57.7982
Ratio Avg Win / Avg Loss 1.1356 1.5769 0.81 0.8677 1.0806 0.6963
Largest Winning Trade 87791 87791 37935 139794 139794 131956
Largest Losing Trade -65731 -39366 -65731 -196556 -141509 -196556
Avg Bars in Trades 85 87 83 85 87 83
Avg Bars in Winners 69 67 72 69 67 72
Avg Bars in Losers 103 106 100 103 106 100
Bars Traded 18628 9480 9148 18628 9480 9148
Profit Streak 0 22.5042 0 0 22.5042 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323944 287003 -244162 -579253 -572933 -580031

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": 1623650400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931566325,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "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": [
        [
            296239.3815021364,
            236322.4116120464,
            59916.9698900899,
            -43887.2311405236,
            3433.9523956215,
            -47321.1835361451
        ],
        [
            296.239382,
            236.322412,
            59.91697,
            -43.887231,
            3.433952,
            -47.321184
        ],
        [
            0.187108,
            0.149264,
            0.037844,
            -0.036488,
            0.002133,
            -0.040475
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129956,
            -149845,
            -125145,
            -525735,
            -493647,
            -279395
        ],
        [
            1.280306,
            1.46429,
            1.109368,
            0.978292,
            1.00343,
            0.953625
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            115,
            52,
            63,
            115,
            52,
            63
        ],
        [
            102,
            56,
            46,
            102,
            56,
            46
        ],
        [
            52.995392,
            48.148148,
            57.798165,
            52.995392,
            48.148148,
            57.798165
        ],
        [
            1.135576,
            1.576928,
            0.810015,
            0.867702,
            1.080616,
            0.696297
        ],
        [
            87791,
            87791,
            37935,
            139794,
            139794,
            131956
        ],
        [
            -65731,
            -39366,
            -65731,
            -196556,
            -141509,
            -196556
        ],
        [
            85,
            87,
            83,
            85,
            87,
            83
        ],
        [
            69,
            67,
            72,
            69,
            67,
            72
        ],
        [
            103,
            106,
            100,
            103,
            106,
            100
        ],
        [
            18628,
            9480,
            9148,
            18628,
            9480,
            9148
        ],
        [
            0,
            22.50424,
            0,
            0,
            22.50424,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323944,
            287003,
            -244162,
            -579253,
            -572933,
            -580031
        ]
    ]
}
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": 1623650400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931566325,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "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)