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Trade: MASK/USDT/720/FWMA/PSAR/1573

Strategy
MASK/USDT/720/FWMA/PSAR/1573
Pair
MASK_USDT
Interval
12h
Score
361833
Daily Profit
0.186937
Profit Factor
1.251764
Profitability
63.562753
Streak
11.382990
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 12:11
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296108.4559 183552.5685 112555.8874 -148222.21 -72574.6073 -75647.6027
Total P&L (%) 296.1085 183.5526 112.5559 -148.2222 -72.5746 -75.6476
Avg Daily Profit (%) 0.1869 0.1159 0.0711 0 -0.0816 -0.0891
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137257 -95677 -168595 -158125 -85766 -91959
Profit Factor 1.2518 1.2956 1.2027 0.6967 0.7109 0.6818
Total Trades 247 123 124 247 123 124
Winning Trades 157 75 82 113 54 59
Losing Trades 90 48 42 134 69 65
Profitability (%) 63.5628 60.9756 66.129 45.749 43.9024 47.5806
Ratio Avg Win / Avg Loss 0.7176 0.8292 0.616 0.8262 0.9084 0.7511
Largest Winning Trade 63944 63944 29778 19364 19364 12039
Largest Losing Trade -112461 -50809 -112461 -66270 -30016 -66270
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 9 9 13 15 11
Avg Bars in Losers 16 18 13 10 10 10
Bars Traded 2942 1585 1357 2942 1585 1357
Profit Streak 11.383 52.883 11.383 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361833 -36964 -97461 -580861 -583099 -581666

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1630281600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877890309,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            296108.4558838861,
            183552.5685259228,
            112555.8873579634,
            -148222.2100091467,
            -72574.6073478018,
            -75647.6026613449
        ],
        [
            296.108456,
            183.552569,
            112.555887,
            -148.22221,
            -72.574607,
            -75.647603
        ],
        [
            0.186937,
            0.115879,
            0.071058,
            0,
            -0.08164,
            -0.089136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137257,
            -95677,
            -168595,
            -158125,
            -85766,
            -91959
        ],
        [
            1.251764,
            1.295619,
            1.202722,
            0.696744,
            0.710918,
            0.681775
        ],
        [
            247,
            123,
            124,
            247,
            123,
            124
        ],
        [
            157,
            75,
            82,
            113,
            54,
            59
        ],
        [
            90,
            48,
            42,
            134,
            69,
            65
        ],
        [
            63.562753,
            60.97561,
            66.129032,
            45.748988,
            43.902439,
            47.580645
        ],
        [
            0.717572,
            0.829196,
            0.616028,
            0.826227,
            0.908395,
            0.751108
        ],
        [
            63944,
            63944,
            29778,
            19364,
            19364,
            12039
        ],
        [
            -112461,
            -50809,
            -112461,
            -66270,
            -30016,
            -66270
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            9,
            9,
            13,
            15,
            11
        ],
        [
            16,
            18,
            13,
            10,
            10,
            10
        ],
        [
            2942,
            1585,
            1357,
            2942,
            1585,
            1357
        ],
        [
            11.38299,
            52.88299,
            11.38299,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361833,
            -36964,
            -97461,
            -580861,
            -583099,
            -581666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1630281600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877890309,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)