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Trade: MASK/USDT/60/FWMA/HILO/4583

Strategy
MASK/USDT/60/FWMA/HILO/4583
Pair
MASK_USDT
Interval
1h
Score
440662
Daily Profit
0.213522
Profit Factor
1.240799
Profitability
67.993080
Streak
10.732756
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 05:35
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 222408.4071 123693.4881 98714.9191 94386.1944 -87141.4786 181527.673
Total P&L (%) 222.4084 123.6935 98.7149 94.3862 -87.1415 181.5277
Avg Daily Profit (%) 0.2135 0.1188 0.0948 0.0638 -0.1967 0.0994
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124498 -67880 -57465 -600299 -411454 -208634
Profit Factor 1.2408 1.2798 1.205 1.0443 0.9233 1.1826
Total Trades 578 289 289 578 289 289
Winning Trades 393 196 197 393 196 197
Losing Trades 185 93 92 185 93 92
Profitability (%) 67.9931 67.8201 68.1661 67.9931 67.8201 68.1661
Ratio Avg Win / Avg Loss 0.5841 0.6073 0.5627 0.4916 0.4381 0.5523
Largest Winning Trade 28280 28280 21677 94593 54061 94593
Largest Losing Trade -54328 -45418 -54328 -344696 -344696 -208634
Avg Bars in Trades 42 41 43 42 41 43
Avg Bars in Winners 23 21 24 23 21 24
Avg Bars in Losers 83 83 82 83 83 82
Bars Traded 24510 12009 12501 24510 12009 12501
Profit Streak 10.7328 27.1494 10.7328 10.7328 27.1494 10.7328
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440662 -31334 -64650 -274690 -575934 -77635

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669478400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758854110141,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 97
        }
    }
}
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": [
        [
            222408.4071371317,
            123693.4880700718,
            98714.9190670594,
            94386.194441505,
            -87141.4785722832,
            181527.673013788
        ],
        [
            222.408407,
            123.693488,
            98.714919,
            94.386194,
            -87.141479,
            181.527673
        ],
        [
            0.213522,
            0.118751,
            0.094771,
            0.063832,
            -0.196727,
            0.09942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124498,
            -67880,
            -57465,
            -600299,
            -411454,
            -208634
        ],
        [
            1.240799,
            1.27983,
            1.204974,
            1.04432,
            0.923255,
            1.182588
        ],
        [
            578,
            289,
            289,
            578,
            289,
            289
        ],
        [
            393,
            196,
            197,
            393,
            196,
            197
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            67.99308,
            67.820069,
            68.16609,
            67.99308,
            67.820069,
            68.16609
        ],
        [
            0.584091,
            0.607266,
            0.562729,
            0.491601,
            0.438075,
            0.552275
        ],
        [
            28280,
            28280,
            21677,
            94593,
            54061,
            94593
        ],
        [
            -54328,
            -45418,
            -54328,
            -344696,
            -344696,
            -208634
        ],
        [
            42,
            41,
            43,
            42,
            41,
            43
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            83,
            83,
            82,
            83,
            83,
            82
        ],
        [
            24510,
            12009,
            12501,
            24510,
            12009,
            12501
        ],
        [
            10.732756,
            27.149423,
            10.732756,
            10.732756,
            27.149423,
            10.732756
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440662,
            -31334,
            -64650,
            -274690,
            -575934,
            -77635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669478400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758854110141,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 97
        }
    }
}

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)