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Trade: MASK/USDT/60/HL2/SWMA/3773

Strategy
MASK/USDT/60/HL2/SWMA/3773
Pair
MASK_USDT
Interval
1h
Score
513495
Daily Profit
0.184290
Profit Factor
1.202829
Profitability
73.987730
Streak
5.940570
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 17:34
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 191960.3156 121928.7492 70031.5664 43051.5892 805.7414 42245.8478
Total P&L (%) 191.9603 121.9287 70.0316 43.0516 0.8057 42.2458
Avg Daily Profit (%) 0.1843 0.1171 0.0672 0.0344 0.0008 0.0338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162580 -76123 -122498 -114969 -84444 -79774
Profit Factor 1.2028 1.2631 1.145 1.0651 1.0023 1.133
Total Trades 815 407 408 815 407 408
Winning Trades 603 296 307 603 296 307
Losing Trades 212 111 101 212 111 101
Profitability (%) 73.9877 72.7273 75.2451 73.9877 72.7273 75.2451
Ratio Avg Win / Avg Loss 0.4229 0.4737 0.3767 0.3744 0.3759 0.3727
Largest Winning Trade 26204 26204 20277 36482 20715 36482
Largest Losing Trade -64955 -37152 -64955 -80397 -80397 -32712
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 14 14 15 14 14 15
Avg Bars in Losers 74 75 72 74 75 72
Bars Traded 24764 12629 12135 24764 12629 12135
Profit Streak 5.9406 20.5656 5.9406 5.9406 20.5656 5.9406
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513495 -32385 -160032 -290596 -571022 -219836
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": 1669312800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758983665258,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "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": [
        [
            191960.3156315363,
            121928.7491845105,
            70031.5664470256,
            43051.5891612607,
            805.7413837656,
            42245.847777495
        ],
        [
            191.960316,
            121.928749,
            70.031566,
            43.051589,
            0.805741,
            42.245848
        ],
        [
            0.18429,
            0.117057,
            0.067233,
            0.034379,
            0.00077,
            0.033836
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162580,
            -76123,
            -122498,
            -114969,
            -84444,
            -79774
        ],
        [
            1.202829,
            1.263101,
            1.144998,
            1.065057,
            1.002342,
            1.132951
        ],
        [
            815,
            407,
            408,
            815,
            407,
            408
        ],
        [
            603,
            296,
            307,
            603,
            296,
            307
        ],
        [
            212,
            111,
            101,
            212,
            111,
            101
        ],
        [
            73.98773,
            72.727273,
            75.245098,
            73.98773,
            72.727273,
            75.245098
        ],
        [
            0.422885,
            0.473663,
            0.376693,
            0.374448,
            0.375878,
            0.37273
        ],
        [
            26204,
            26204,
            20277,
            36482,
            20715,
            36482
        ],
        [
            -64955,
            -37152,
            -64955,
            -80397,
            -80397,
            -32712
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            74,
            75,
            72,
            74,
            75,
            72
        ],
        [
            24764,
            12629,
            12135,
            24764,
            12629,
            12135
        ],
        [
            5.94057,
            20.56557,
            5.94057,
            5.94057,
            20.56557,
            5.94057
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513495,
            -32385,
            -160032,
            -290596,
            -571022,
            -219836
        ]
    ]
}
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": 1669312800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758983665258,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "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)