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Trade: MASK/USDT/60/HWMA/MIDPOINT/2120

Strategy
MASK/USDT/60/HWMA/MIDPOINT/2120
Pair
MASK_USDT
Interval
1h
Score
509954
Daily Profit
0.208321
Profit Factor
1.223668
Profitability
68.076923
Streak
6.441560
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 23:35
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 216991.8333 123250.3395 93741.4938 159666.7755 -5752.1084 165418.8839
Total P&L (%) 216.9918 123.2503 93.7415 159.6668 -5.7521 165.4189
Avg Daily Profit (%) 0.2083 0.1183 0.09 0.0917 -0.0057 0.0938
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109289 -72782 -87494 -338062 -212188 -217169
Profit Factor 1.2237 1.2486 1.1976 1.1145 0.9924 1.2611
Total Trades 780 390 390 780 390 390
Winning Trades 531 258 273 531 258 273
Losing Trades 249 132 117 249 132 117
Profitability (%) 68.0769 66.1538 70 68.0769 66.1538 70
Ratio Avg Win / Avg Loss 0.5738 0.6388 0.5133 0.5226 0.5078 0.5405
Largest Winning Trade 31718 31718 24254 96190 38348 96190
Largest Losing Trade -36135 -33936 -36135 -160587 -160587 -126931
Avg Bars in Trades 31 35 28 31 35 28
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 66 72 59 66 72 59
Bars Traded 24690 13655 11035 24690 13655 11035
Profit Streak 6.4416 6.4416 7.4832 6.4416 6.4416 7.4832
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 509954 -32193 -71697 -158350 -576036 -63651

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": 1669392000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758832550810,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61573,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "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": [
        [
            216991.833330242,
            123250.3395374822,
            93741.4937927599,
            159666.7754966706,
            -5752.1084495674,
            165418.8839462379
        ],
        [
            216.991833,
            123.25034,
            93.741494,
            159.666775,
            -5.752108,
            165.418884
        ],
        [
            0.208321,
            0.118326,
            0.089996,
            0.091652,
            -0.005687,
            0.093757
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109289,
            -72782,
            -87494,
            -338062,
            -212188,
            -217169
        ],
        [
            1.223668,
            1.248633,
            1.197584,
            1.114477,
            0.992444,
            1.261117
        ],
        [
            780,
            390,
            390,
            780,
            390,
            390
        ],
        [
            531,
            258,
            273,
            531,
            258,
            273
        ],
        [
            249,
            132,
            117,
            249,
            132,
            117
        ],
        [
            68.076923,
            66.153846,
            70,
            68.076923,
            66.153846,
            70
        ],
        [
            0.573811,
            0.638836,
            0.51325,
            0.522608,
            0.507762,
            0.540479
        ],
        [
            31718,
            31718,
            24254,
            96190,
            38348,
            96190
        ],
        [
            -36135,
            -33936,
            -36135,
            -160587,
            -160587,
            -126931
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            66,
            72,
            59,
            66,
            72,
            59
        ],
        [
            24690,
            13655,
            11035,
            24690,
            13655,
            11035
        ],
        [
            6.44156,
            6.44156,
            7.483227,
            6.44156,
            6.44156,
            7.483227
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            509954,
            -32193,
            -71697,
            -158350,
            -576036,
            -63651
        ]
    ]
}
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": 1669392000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758832550810,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61573,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "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)