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Trade: MASK/USDT/720/SINWMA/DCM/5758

Strategy
MASK/USDT/720/SINWMA/DCM/5758
Pair
MASK_USDT
Interval
12h
Score
452734
Daily Profit
0.161677
Profit Factor
1.879769
Profitability
52.777778
Streak
178.956871
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 13:57
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 361993.2778 256096.856 105896.4218 54034.5337 34961.2557 19073.278
Total P&L (%) 361.9933 256.0969 105.8964 54.0345 34.9613 19.0733
Avg Daily Profit (%) 0.2285 0.1617 0.0669 0.0273 0.0189 0.011
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130271 -108251 -71129 -294035 -152952 -193182
Profit Factor 1.6988 1.8798 1.4667 1.058 1.0709 1.0435
Total Trades 72 36 36 72 36 36
Winning Trades 39 19 20 39 19 20
Losing Trades 33 17 16 33 17 16
Profitability (%) 54.1667 52.7778 55.5556 54.1667 52.7778 55.5556
Ratio Avg Win / Avg Loss 1.4375 1.6819 1.1734 0.8953 0.9582 0.8348
Largest Winning Trade 244361 244361 43047 116480 116480 63372
Largest Losing Trade -61291 -59338 -61291 -181210 -94048 -181210
Avg Bars in Trades 41 60 22 41 60 22
Avg Bars in Winners 37 55 21 37 55 21
Avg Bars in Losers 46 66 24 46 66 24
Bars Traded 3001 2179 822 3001 2179 822
Profit Streak 107.4569 178.9569 107.4569 107.4569 178.9569 107.4569
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -71632 452734 -101007 -397473 -312709 -358377

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884273673,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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": [
        [
            361993.277779139,
            256096.8560017673,
            105896.4217773718,
            54034.5337296449,
            34961.2557092796,
            19073.2780203654
        ],
        [
            361.993278,
            256.096856,
            105.896422,
            54.034534,
            34.961256,
            19.073278
        ],
        [
            0.228531,
            0.161677,
            0.066854,
            0.027277,
            0.01893,
            0.011021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130271,
            -108251,
            -71129,
            -294035,
            -152952,
            -193182
        ],
        [
            1.698842,
            1.879769,
            1.466721,
            1.058025,
            1.070915,
            1.043525
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            54.166667,
            52.777778,
            55.555556,
            54.166667,
            52.777778,
            55.555556
        ],
        [
            1.437482,
            1.681898,
            1.173377,
            0.895252,
            0.958187,
            0.83482
        ],
        [
            244361,
            244361,
            43047,
            116480,
            116480,
            63372
        ],
        [
            -61291,
            -59338,
            -61291,
            -181210,
            -94048,
            -181210
        ],
        [
            41,
            60,
            22,
            41,
            60,
            22
        ],
        [
            37,
            55,
            21,
            37,
            55,
            21
        ],
        [
            46,
            66,
            24,
            46,
            66,
            24
        ],
        [
            3001,
            2179,
            822,
            3001,
            2179,
            822
        ],
        [
            107.456871,
            178.956871,
            107.456871,
            107.456871,
            178.956871,
            107.456871
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71632,
            452734,
            -101007,
            -397473,
            -312709,
            -358377
        ]
    ]
}
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": 1625572800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884273673,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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)