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Trade: MASK/USDT/360/FWMA/SWMA/2987

Strategy
MASK/USDT/360/FWMA/SWMA/2987
Pair
MASK_USDT
Interval
6h
Score
316467
Daily Profit
0.171652
Profit Factor
1.617571
Profitability
41.176471
Streak
22.166214
Best Strategy
Training Data Length
1591.250000
Evaluation Time
2025-10-02 12:59
Expiration Time
2025-11-19 01:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273141.0065 182751.5507 90389.4559 170146.6397 108337.3917 61809.248
Total P&L (%) 273.141 182.7516 90.3895 170.1466 108.3374 61.8092
Avg Daily Profit (%) 0.1717 0.1148 0.0568 0.0625 0.0461 0.0302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108942 -67772 -107486 -275860 -160449 -239031
Profit Factor 1.6176 1.8367 1.4038 1.1762 1.2267 1.1268
Total Trades 102 51 51 102 51 51
Winning Trades 42 21 21 42 21 21
Losing Trades 60 30 30 60 30 30
Profitability (%) 41.1765 41.1765 41.1765 41.1765 41.1765 41.1765
Ratio Avg Win / Avg Loss 2.3108 2.6239 2.0054 1.6803 1.7524 1.6097
Largest Winning Trade 115171 115171 61979 168685 168685 113037
Largest Losing Trade -35651 -28172 -35651 -105047 -62350 -105047
Avg Bars in Trades 59 52 67 59 52 67
Avg Bars in Winners 102 89 114 102 89 114
Avg Bars in Losers 30 26 33 30 26 33
Bars Traded 6102 2681 3421 6102 2681 3421
Profit Streak 22.1662 47.1662 22.1662 22.1662 47.1662 22.1662
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316467 -218259 -297680 -136709 -312612 -415405
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6365,
    "evaluation_days": 1591.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625832000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759399160926,
    "expiration_time": 1763509320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "offset": 143
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "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": [
        [
            273141.0065286623,
            182751.5506501289,
            90389.4558785335,
            170146.6396876738,
            108337.3917298619,
            61809.2479578118
        ],
        [
            273.141007,
            182.751551,
            90.389456,
            170.14664,
            108.337392,
            61.809248
        ],
        [
            0.171652,
            0.114848,
            0.056804,
            0.062473,
            0.046137,
            0.030248
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108942,
            -67772,
            -107486,
            -275860,
            -160449,
            -239031
        ],
        [
            1.617571,
            1.836699,
            1.403772,
            1.176242,
            1.226675,
            1.126795
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41.176471,
            41.176471,
            41.176471,
            41.176471,
            41.176471,
            41.176471
        ],
        [
            2.310816,
            2.623856,
            2.005388,
            1.680346,
            1.752393,
            1.609707
        ],
        [
            115171,
            115171,
            61979,
            168685,
            168685,
            113037
        ],
        [
            -35651,
            -28172,
            -35651,
            -105047,
            -62350,
            -105047
        ],
        [
            59,
            52,
            67,
            59,
            52,
            67
        ],
        [
            102,
            89,
            114,
            102,
            89,
            114
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            6102,
            2681,
            3421,
            6102,
            2681,
            3421
        ],
        [
            22.166214,
            47.166214,
            22.166214,
            22.166214,
            47.166214,
            22.166214
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316467,
            -218259,
            -297680,
            -136709,
            -312612,
            -415405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6365,
    "evaluation_days": 1591.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625832000000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759399160926,
    "expiration_time": 1763509320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "offset": 143
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "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)