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Trade: MASK/USDT/360/SINWMA/MIDPOINT/6373

Strategy
MASK/USDT/360/SINWMA/MIDPOINT/6373
Pair
MASK_USDT
Interval
6h
Score
305199
Daily Profit
0.150447
Profit Factor
1.271506
Profitability
43.846154
Streak
43.848797
Best Strategy
Training Data Length
1592.500000
Evaluation Time
2025-10-03 17:22
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236489.302 239587.3233 -3098.0213 -82050.3757 38716.0643 -120766.4401
Total P&L (%) 236.4893 239.5873 -3.098 -82.0504 38.7161 -120.7664
Avg Daily Profit (%) 0.1485 0.1504 -0.0019 -0.1078 0.0206 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246207 -142903 -154017 -464369 -344193 -420324
Profit Factor 1.1321 1.2715 0.9966 0.9683 1.0305 0.9086
Total Trades 520 260 260 520 260 260
Winning Trades 240 114 126 240 114 126
Losing Trades 280 146 134 280 146 134
Profitability (%) 46.1538 43.8462 48.4615 46.1538 43.8462 48.4615
Ratio Avg Win / Avg Loss 1.3208 1.6284 1.0599 1.1297 1.3198 0.9663
Largest Winning Trade 127099 127099 44747 180179 180179 68697
Largest Losing Trade -69355 -40697 -69355 -240200 -77526 -240200
Avg Bars in Trades 12 13 10 12 13 10
Avg Bars in Winners 14 16 13 14 16 13
Avg Bars in Losers 9 11 8 9 11 8
Bars Traded 6313 3568 2745 6313 3568 2745
Profit Streak 22.5988 43.8488 22.5988 22.5988 43.8488 22.5988
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66920 305199 -577586 -576060 -354428 -579252
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622462400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501336072,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 26,
            "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": [
        [
            236489.3019831179,
            239587.323293821,
            -3098.0213107036,
            -82050.3757196277,
            38716.0643394456,
            -120766.440059073
        ],
        [
            236.489302,
            239.587323,
            -3.098021,
            -82.050376,
            38.716064,
            -120.76644
        ],
        [
            0.148502,
            0.150447,
            -0.001945,
            -0.107797,
            0.020552,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246207,
            -142903,
            -154017,
            -464369,
            -344193,
            -420324
        ],
        [
            1.132145,
            1.271506,
            0.996585,
            0.968321,
            1.030527,
            0.908637
        ],
        [
            520,
            260,
            260,
            520,
            260,
            260
        ],
        [
            240,
            114,
            126,
            240,
            114,
            126
        ],
        [
            280,
            146,
            134,
            280,
            146,
            134
        ],
        [
            46.153846,
            43.846154,
            48.461538,
            46.153846,
            43.846154,
            48.461538
        ],
        [
            1.320835,
            1.62842,
            1.05986,
            1.129708,
            1.319798,
            0.966329
        ],
        [
            127099,
            127099,
            44747,
            180179,
            180179,
            68697
        ],
        [
            -69355,
            -40697,
            -69355,
            -240200,
            -77526,
            -240200
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            14,
            16,
            13,
            14,
            16,
            13
        ],
        [
            9,
            11,
            8,
            9,
            11,
            8
        ],
        [
            6313,
            3568,
            2745,
            6313,
            3568,
            2745
        ],
        [
            22.598797,
            43.848797,
            22.598797,
            22.598797,
            43.848797,
            22.598797
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66920,
            305199,
            -577586,
            -576060,
            -354428,
            -579252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622462400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501336072,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 26,
            "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)