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Trade: MASK/USDT/360/BBM/PWMA/5284

Strategy
MASK/USDT/360/BBM/PWMA/5284
Pair
MASK_USDT
Interval
6h
Score
320993
Daily Profit
0.153531
Profit Factor
1.240475
Profitability
61.434978
Streak
5.239918
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 20:45
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243116.6987 197455.9386 45660.7602 -121571.0539 128772.3342 -250343.3881
Total P&L (%) 243.1167 197.4559 45.6608 -121.5711 128.7723 -250.3434
Avg Daily Profit (%) 0.1535 0.1247 0.0288 0 0.0523 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164844 -116234 -134802 -854452 -428378 -757972
Profit Factor 1.2405 1.3865 1.0913 0.9499 1.1201 0.8153
Total Trades 223 111 112 223 111 112
Winning Trades 137 64 73 113 58 55
Losing Trades 86 47 39 110 53 57
Profitability (%) 61.435 57.6577 65.1786 50.6726 52.2523 49.1071
Ratio Avg Win / Avg Loss 0.7787 1.0182 0.583 0.9247 1.0235 0.845
Largest Winning Trade 53647 53647 44301 99713 93789 99713
Largest Losing Trade -108958 -52491 -108958 -714834 -161931 -714834
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 19 20 19 32 32 32
Avg Bars in Losers 40 40 40 23 25 21
Bars Traded 6230 3211 3019 6230 3211 3019
Profit Streak 5.2399 0 8.7399 0 18.4899 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320993 -24920 -275184 -579245 -210679 -581103

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623132000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908728934,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 3.56823
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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": [
        [
            243116.698746275,
            197455.9385903132,
            45660.7601559618,
            -121571.053885666,
            128772.3342043942,
            -250343.3880900604
        ],
        [
            243.116699,
            197.455939,
            45.66076,
            -121.571054,
            128.772334,
            -250.343388
        ],
        [
            0.153531,
            0.124696,
            0.028835,
            0,
            0.052275,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164844,
            -116234,
            -134802,
            -854452,
            -428378,
            -757972
        ],
        [
            1.240475,
            1.386514,
            1.091299,
            0.949932,
            1.120074,
            0.81534
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            137,
            64,
            73,
            113,
            58,
            55
        ],
        [
            86,
            47,
            39,
            110,
            53,
            57
        ],
        [
            61.434978,
            57.657658,
            65.178571,
            50.672646,
            52.252252,
            49.107143
        ],
        [
            0.778692,
            1.018221,
            0.583023,
            0.924713,
            1.023516,
            0.844988
        ],
        [
            53647,
            53647,
            44301,
            99713,
            93789,
            99713
        ],
        [
            -108958,
            -52491,
            -108958,
            -714834,
            -161931,
            -714834
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            19,
            20,
            19,
            32,
            32,
            32
        ],
        [
            40,
            40,
            40,
            23,
            25,
            21
        ],
        [
            6230,
            3211,
            3019,
            6230,
            3211,
            3019
        ],
        [
            5.239918,
            0,
            8.739918,
            0,
            18.489918,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320993,
            -24920,
            -275184,
            -579245,
            -210679,
            -581103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623132000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908728934,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 3.56823
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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)