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Trade: MASK/USDT/60/SINWMA/PWMA/3184

Strategy
MASK/USDT/60/SINWMA/PWMA/3184
Pair
MASK_USDT
Interval
1h
Score
445709
Daily Profit
0.248285
Profit Factor
1.376767
Profitability
70.238095
Streak
19.445593
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 14:41
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 258618.2165 146151.5571 112466.6593 170714.4526 -88948.1335 259662.5861
Total P&L (%) 258.6182 146.1516 112.4667 170.7145 -88.9481 259.6626
Avg Daily Profit (%) 0.2483 0.1403 0.108 0.0957 -0.2112 0.123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87042 -65190 -55495 -523334 -480229 -181963
Profit Factor 1.3768 1.3946 1.3559 1.0842 0.9256 1.3126
Total Trades 252 126 126 252 126 126
Winning Trades 177 87 90 177 87 90
Losing Trades 75 39 36 75 39 36
Profitability (%) 70.2381 69.0476 71.4286 70.2381 69.0476 71.4286
Ratio Avg Win / Avg Loss 0.5834 0.6252 0.5423 0.4594 0.4149 0.525
Largest Winning Trade 47583 47583 30201 97020 97020 90880
Largest Losing Trade -55495 -51905 -55495 -369714 -369714 -181963
Avg Bars in Trades 97 98 95 97 98 95
Avg Bars in Winners 65 63 67 65 63 67
Avg Bars in Losers 172 178 166 172 178 166
Bars Traded 24514 12445 12069 24514 12445 12069
Profit Streak 19.4456 51.9039 19.4456 19.4456 51.9039 19.4456
Trades During Streak 4 7 2 4 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445709 -2878 -46460 -189346 -576928 -26741

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": 1669518000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758886899218,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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": [
        [
            258618.2164534417,
            146151.5571077529,
            112466.6593456889,
            170714.4526250544,
            -88948.133508701,
            259662.586133755
        ],
        [
            258.618216,
            146.151557,
            112.466659,
            170.714453,
            -88.948134,
            259.662586
        ],
        [
            0.248285,
            0.140312,
            0.107973,
            0.095656,
            -0.211233,
            0.122961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87042,
            -65190,
            -55495,
            -523334,
            -480229,
            -181963
        ],
        [
            1.376767,
            1.394612,
            1.355854,
            1.084229,
            0.925629,
            1.312551
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            177,
            87,
            90,
            177,
            87,
            90
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            70.238095,
            69.047619,
            71.428571,
            70.238095,
            69.047619,
            71.428571
        ],
        [
            0.583376,
            0.625171,
            0.542342,
            0.459419,
            0.414937,
            0.52502
        ],
        [
            47583,
            47583,
            30201,
            97020,
            97020,
            90880
        ],
        [
            -55495,
            -51905,
            -55495,
            -369714,
            -369714,
            -181963
        ],
        [
            97,
            98,
            95,
            97,
            98,
            95
        ],
        [
            65,
            63,
            67,
            65,
            63,
            67
        ],
        [
            172,
            178,
            166,
            172,
            178,
            166
        ],
        [
            24514,
            12445,
            12069,
            24514,
            12445,
            12069
        ],
        [
            19.445593,
            51.903926,
            19.445593,
            19.445593,
            51.903926,
            19.445593
        ],
        [
            4,
            7,
            2,
            4,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445709,
            -2878,
            -46460,
            -189346,
            -576928,
            -26741
        ]
    ]
}
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": 1669518000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758886899218,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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)