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Trade: MASK/USDT/360/SWMA/MIDPRICE/1784

Strategy
MASK/USDT/360/SWMA/MIDPRICE/1784
Pair
MASK_USDT
Interval
6h
Score
504778
Daily Profit
0.368653
Profit Factor
1.575386
Profitability
52.558140
Streak
22.598801
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 587080.3558 473633.0667 113447.2891 189347.8194 113224.2145 76123.6049
Total P&L (%) 587.0804 473.6331 113.4473 189.3478 113.2242 76.1236
Avg Daily Profit (%) 0.3687 0.2974 0.0712 0.0667 0.0476 0.0355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167279 -118275 -110572 -3605625 -2022045 -2365623
Profit Factor 1.5754 1.8024 1.2638 1.0127 1.0133 1.012
Total Trades 215 107 108 215 107 108
Winning Trades 113 55 58 113 55 58
Losing Trades 102 52 50 102 52 50
Profitability (%) 52.5581 51.4019 53.7037 52.5581 51.4019 53.7037
Ratio Avg Win / Avg Loss 1.422 1.7041 1.0895 0.9141 0.958 0.8724
Largest Winning Trade 337651 337651 27743 1471299 1471299 658016
Largest Losing Trade -62862 -62862 -44387 -762972 -762972 -681850
Avg Bars in Trades 28 37 18 28 37 18
Avg Bars in Winners 32 40 24 32 40 24
Avg Bars in Losers 23 34 12 23 34 12
Bars Traded 6078 4031 2045 6078 4031 2045
Profit Streak 22.5988 35.3488 22.5988 22.5988 35.3488 22.5988
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504778 476116 -96920 -309239 -335618 -353392
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": 1623196800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501336431,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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": [
        [
            587080.3557563587,
            473633.0666929093,
            113447.28906345,
            189347.8193984287,
            113224.2144682912,
            76123.6049301372
        ],
        [
            587.080356,
            473.633067,
            113.447289,
            189.347819,
            113.224214,
            76.123605
        ],
        [
            0.368653,
            0.297415,
            0.071238,
            0.066739,
            0.047558,
            0.035549
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167279,
            -118275,
            -110572,
            -3605625,
            -2022045,
            -2365623
        ],
        [
            1.575386,
            1.802381,
            1.263807,
            1.012727,
            1.013289,
            1.011973
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            52.55814,
            51.401869,
            53.703704,
            52.55814,
            51.401869,
            53.703704
        ],
        [
            1.42203,
            1.704069,
            1.089488,
            0.914143,
            0.958019,
            0.872391
        ],
        [
            337651,
            337651,
            27743,
            1471299,
            1471299,
            658016
        ],
        [
            -62862,
            -62862,
            -44387,
            -762972,
            -762972,
            -681850
        ],
        [
            28,
            37,
            18,
            28,
            37,
            18
        ],
        [
            32,
            40,
            24,
            32,
            40,
            24
        ],
        [
            23,
            34,
            12,
            23,
            34,
            12
        ],
        [
            6078,
            4031,
            2045,
            6078,
            4031,
            2045
        ],
        [
            22.598801,
            35.348801,
            22.598801,
            22.598801,
            35.348801,
            22.598801
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504778,
            476116,
            -96920,
            -309239,
            -335618,
            -353392
        ]
    ]
}
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": 1623196800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501336431,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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)