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Trade: MASK/USDT/720/HWMA/JMA/7165

Strategy
MASK/USDT/720/HWMA/JMA/7165
Pair
MASK_USDT
Interval
12h
Score
475939
Daily Profit
0.167038
Profit Factor
1.959447
Profitability
53.333333
Streak
186.976723
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 14:26
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 549358.2092 424128.2306 125229.9786 -125391.8677 1306487.8857 -1431879.7534
Total P&L (%) 549.3582 424.1282 125.23 -125.3919 1306.4879 -1431.8798
Avg Daily Profit (%) 0.3468 0.2678 0.0791 0 0.167 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203448 -106718 -128690 -2943783 -403690 -2943783
Profit Factor 1.8883 2.259 1.4447 0.975 1.9594 0.6086
Total Trades 60 30 30 60 30 30
Winning Trades 34 14 20 36 16 20
Losing Trades 26 16 10 24 14 10
Profitability (%) 56.6667 46.6667 66.6667 60 53.3333 66.6667
Ratio Avg Win / Avg Loss 1.444 2.5817 0.7224 0.65 1.7145 0.3043
Largest Winning Trade 376992 376992 57434 864096 864096 697971
Largest Losing Trade -103364 -57624 -103364 -2943783 -335215 -2943783
Avg Bars in Trades 48 48 48 48 48 48
Avg Bars in Winners 48 48 48 48 48 48
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 2905 1453 1452 2905 1453 1452
Profit Streak 41.4767 0 65.9767 0 186.9767 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160319 401629 -85420 -752981 475939 -578665

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1631750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885988829,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02573,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 12
        }
    }
}
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": [
        [
            549358.209156891,
            424128.2305996651,
            125229.9785572261,
            -125391.8677236386,
            1306487.8856895925,
            -1431879.7534132306
        ],
        [
            549.358209,
            424.128231,
            125.229979,
            -125.391868,
            1306.487886,
            -1431.879753
        ],
        [
            0.346817,
            0.267758,
            0.079059,
            0,
            0.167038,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203448,
            -106718,
            -128690,
            -2943783,
            -403690,
            -2943783
        ],
        [
            1.888261,
            2.258967,
            1.444742,
            0.97502,
            1.959447,
            0.608571
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            14,
            20,
            36,
            16,
            20
        ],
        [
            26,
            16,
            10,
            24,
            14,
            10
        ],
        [
            56.666667,
            46.666667,
            66.666667,
            60,
            53.333333,
            66.666667
        ],
        [
            1.443964,
            2.581677,
            0.722371,
            0.650014,
            1.714516,
            0.304285
        ],
        [
            376992,
            376992,
            57434,
            864096,
            864096,
            697971
        ],
        [
            -103364,
            -57624,
            -103364,
            -2943783,
            -335215,
            -2943783
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            2905,
            1453,
            1452,
            2905,
            1453,
            1452
        ],
        [
            41.476722,
            0,
            65.976722,
            0,
            186.976723,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160319,
            401629,
            -85420,
            -752981,
            475939,
            -578665
        ]
    ]
}
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": 1631750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885988829,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02573,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 12
        }
    }
}

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)