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Trade: MASK/USDT/360/SINWMA/ALMA/2865

Strategy
MASK/USDT/360/SINWMA/ALMA/2865
Pair
MASK_USDT
Interval
6h
Score
481841
Daily Profit
0.165709
Profit Factor
2.308611
Profitability
55.263158
Streak
74.725779
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 08:25
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 392415.3959 262400.2872 130015.1086 -163512.5973 10942.8665 -174455.4638
Total P&L (%) 392.4154 262.4003 130.0151 -163.5126 10.9429 -174.4555
Avg Daily Profit (%) 0.2478 0.1657 0.0821 0 0.0066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114624 -99934 -117670 -212864 -33040 -191553
Profit Factor 1.8394 2.3086 1.487 0.4386 1.1814 0.2445
Total Trades 75 38 37 75 38 37
Winning Trades 46 21 25 29 17 12
Losing Trades 29 17 12 46 21 25
Profitability (%) 61.3333 55.2632 67.5676 38.6667 44.7368 32.4324
Ratio Avg Win / Avg Loss 1.1596 1.8689 0.7137 0.6957 1.4594 0.5094
Largest Winning Trade 146855 146855 44365 34492 34492 17953
Largest Losing Trade -104753 -58754 -104753 -156450 -13654 -156450
Avg Bars in Trades 82 90 74 82 90 74
Avg Bars in Winners 64 63 64 105 119 85
Avg Bars in Losers 111 124 94 68 67 68
Bars Traded 6199 3453 2746 6199 3453 2746
Profit Streak 74.7258 74.7258 103.2258 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47699 481841 -80530 -646462 -343513 -587604

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": 1623909600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864307313,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 93,
            "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": [
        [
            392415.3958508568,
            262400.2872117119,
            130015.108639145,
            -163512.5973027553,
            10942.8665227634,
            -174455.4638255186
        ],
        [
            392.415396,
            262.400287,
            130.015109,
            -163.512597,
            10.942867,
            -174.455464
        ],
        [
            0.247815,
            0.165709,
            0.082106,
            0,
            0.006558,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114624,
            -99934,
            -117670,
            -212864,
            -33040,
            -191553
        ],
        [
            1.839384,
            2.308611,
            1.486974,
            0.438568,
            1.181413,
            0.244526
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            46,
            21,
            25,
            29,
            17,
            12
        ],
        [
            29,
            17,
            12,
            46,
            21,
            25
        ],
        [
            61.333333,
            55.263158,
            67.567568,
            38.666667,
            44.736842,
            32.432432
        ],
        [
            1.159612,
            1.868876,
            0.713748,
            0.695659,
            1.459392,
            0.509429
        ],
        [
            146855,
            146855,
            44365,
            34492,
            34492,
            17953
        ],
        [
            -104753,
            -58754,
            -104753,
            -156450,
            -13654,
            -156450
        ],
        [
            82,
            90,
            74,
            82,
            90,
            74
        ],
        [
            64,
            63,
            64,
            105,
            119,
            85
        ],
        [
            111,
            124,
            94,
            68,
            67,
            68
        ],
        [
            6199,
            3453,
            2746,
            6199,
            3453,
            2746
        ],
        [
            74.725779,
            74.725779,
            103.225779,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47699,
            481841,
            -80530,
            -646462,
            -343513,
            -587604
        ]
    ]
}
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": 1623909600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864307313,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 93,
            "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)