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Trade: MASK/USDT/360/SWMA/MIDPRICE/1229

Strategy
MASK/USDT/360/SWMA/MIDPRICE/1229
Pair
MASK_USDT
Interval
6h
Score
355072
Daily Profit
0.236741
Profit Factor
1.338176
Profitability
46.992481
Streak
0.000000
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 05:37
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 374880.1445 312337.4522 62542.6924 -4997.218 92410.3428 -97407.5609
Total P&L (%) 374.8801 312.3375 62.5427 -4.9972 92.4103 -97.4076
Avg Daily Profit (%) 0.2367 0.1972 0.0395 -0.0032 0.0413 -0.2304
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117337 -127673 -75335 -489151 -342126 -236495
Profit Factor 1.3382 1.4718 1.1401 0.9981 1.0588 0.9074
Total Trades 266 133 133 266 133 133
Winning Trades 125 64 61 125 64 61
Losing Trades 141 69 72 141 69 72
Profitability (%) 46.9925 48.1203 45.8647 46.9925 48.1203 45.8647
Ratio Avg Win / Avg Loss 1.5095 1.5868 1.3457 1.1259 1.1416 1.071
Largest Winning Trade 230308 230308 29830 316433 316433 67192
Largest Losing Trade -50259 -50259 -32062 -94849 -89897 -94849
Avg Bars in Trades 23 32 14 23 32 14
Avg Bars in Winners 29 38 20 29 38 20
Avg Bars in Losers 17 26 9 17 26 9
Bars Traded 6245 4256 1989 6245 4256 1989
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355072 320757 -208628 -578611 -294414 -580643

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": 1623045600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854270515,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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": [
        [
            374880.1445171863,
            312337.4521601316,
            62542.6923570551,
            -4997.2180162358,
            92410.3428491364,
            -97407.5608653722
        ],
        [
            374.880145,
            312.337452,
            62.542692,
            -4.997218,
            92.410343,
            -97.407561
        ],
        [
            0.236741,
            0.197245,
            0.039496,
            -0.003237,
            0.041339,
            -0.230399
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117337,
            -127673,
            -75335,
            -489151,
            -342126,
            -236495
        ],
        [
            1.338176,
            1.4718,
            1.140066,
            0.998094,
            1.058848,
            0.907417
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            46.992481,
            48.120301,
            45.864662,
            46.992481,
            48.120301,
            45.864662
        ],
        [
            1.509462,
            1.586784,
            1.345651,
            1.125851,
            1.14157,
            1.071049
        ],
        [
            230308,
            230308,
            29830,
            316433,
            316433,
            67192
        ],
        [
            -50259,
            -50259,
            -32062,
            -94849,
            -89897,
            -94849
        ],
        [
            23,
            32,
            14,
            23,
            32,
            14
        ],
        [
            29,
            38,
            20,
            29,
            38,
            20
        ],
        [
            17,
            26,
            9,
            17,
            26,
            9
        ],
        [
            6245,
            4256,
            1989,
            6245,
            4256,
            1989
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355072,
            320757,
            -208628,
            -578611,
            -294414,
            -580643
        ]
    ]
}
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": 1623045600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854270515,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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)