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Trade: MASK/USDT/60/JMA/SWMA/9498

Strategy
MASK/USDT/60/JMA/SWMA/9498
Pair
MASK_USDT
Interval
1h
Score
542342
Daily Profit
0.382961
Profit Factor
1.622504
Profitability
71.020408
Streak
26.244684
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 16:52
Expiration Time
2025-12-25 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 398918.883 238426.3411 160492.5419 885770.5172 177852.539 707917.9782
Total P&L (%) 398.9189 238.4263 160.4925 885.7705 177.8525 707.918
Avg Daily Profit (%) 0.383 0.2289 0.1541 0.2199 0.0982 0.2008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85035 -62086 -64960 -726962 -618662 -277777
Profit Factor 1.6225 1.7872 1.4749 1.3407 1.1176 1.6511
Total Trades 245 122 123 245 122 123
Winning Trades 174 84 90 174 84 90
Losing Trades 71 38 33 71 38 33
Profitability (%) 71.0204 68.8525 73.1707 71.0204 68.8525 73.1707
Ratio Avg Win / Avg Loss 0.6621 0.8085 0.5408 0.5471 0.5056 0.6054
Largest Winning Trade 34008 34008 32165 171074 132890 171074
Largest Losing Trade -59719 -50282 -59719 -515558 -515558 -277777
Avg Bars in Trades 99 100 99 99 100 99
Avg Bars in Winners 69 68 71 69 68 71
Avg Bars in Losers 173 171 175 173 171 175
Bars Traded 24467 12276 12191 24467 12276 12191
Profit Streak 26.2447 33.6197 26.2447 26.2447 33.6197 26.2447
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542342 437068 404378 448556 -151151 464819
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670187600000,
    "first_datapoint_time": 1670608800000,
    "last_datapoint_time": 1760187600000,
    "evaluation_time": 1760190740702,
    "expiration_time": 1766667600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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": [
        [
            398918.8830184596,
            238426.3411050985,
            160492.5419133615,
            885770.5172278966,
            177852.5390148665,
            707917.9782130299
        ],
        [
            398.918883,
            238.426341,
            160.492542,
            885.770517,
            177.852539,
            707.917978
        ],
        [
            0.382961,
            0.228889,
            0.154072,
            0.219913,
            0.098152,
            0.200773
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85035,
            -62086,
            -64960,
            -726962,
            -618662,
            -277777
        ],
        [
            1.622504,
            1.787216,
            1.474892,
            1.34066,
            1.117562,
            1.651072
        ],
        [
            245,
            122,
            123,
            245,
            122,
            123
        ],
        [
            174,
            84,
            90,
            174,
            84,
            90
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            71.020408,
            68.852459,
            73.170732,
            71.020408,
            68.852459,
            73.170732
        ],
        [
            0.662056,
            0.808502,
            0.540794,
            0.547051,
            0.505564,
            0.605393
        ],
        [
            34008,
            34008,
            32165,
            171074,
            132890,
            171074
        ],
        [
            -59719,
            -50282,
            -59719,
            -515558,
            -515558,
            -277777
        ],
        [
            99,
            100,
            99,
            99,
            100,
            99
        ],
        [
            69,
            68,
            71,
            69,
            68,
            71
        ],
        [
            173,
            171,
            175,
            173,
            171,
            175
        ],
        [
            24467,
            12276,
            12191,
            24467,
            12276,
            12191
        ],
        [
            26.244684,
            33.619684,
            26.244684,
            26.244684,
            33.619684,
            26.244684
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542342,
            437068,
            404378,
            448556,
            -151151,
            464819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670187600000,
    "first_datapoint_time": 1670608800000,
    "last_datapoint_time": 1760187600000,
    "evaluation_time": 1760190740702,
    "expiration_time": 1766667600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "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)