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Trade: MASK/USDT/120/SWMA/MIDPOINT/3028

Strategy
MASK/USDT/120/SWMA/MIDPOINT/3028
Pair
MASK_USDT
Interval
2h
Score
331154
Daily Profit
0.247440
Profit Factor
1.632252
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1588.170000
Evaluation Time
2025-09-29 16:01
Expiration Time
2025-11-25 18:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322474.9243 392976.428 -70501.5036 -93394.464 349605.4444 -442999.9084
Total P&L (%) 322.4749 392.9764 -70.5015 -93.3945 349.6054 -442.9999
Avg Daily Profit (%) 0.203 0.2474 -0.0444 -0.1709 0.0947 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -359167 -141947 -231479 -2154678 -874189 -1288965
Profit Factor 1.278 1.6323 0.8691 0.9767 1.1725 0.7766
Total Trades 193 96 97 193 96 97
Winning Trades 88 44 44 88 44 44
Losing Trades 105 52 53 105 52 53
Profitability (%) 45.5959 45.8333 45.3608 45.5959 45.8333 45.3608
Ratio Avg Win / Avg Loss 1.5249 1.929 1.0468 1.1654 1.3857 0.9355
Largest Winning Trade 369973 369973 47122 773910 773910 404591
Largest Losing Trade -71829 -64295 -71829 -487686 -487686 -282286
Avg Bars in Trades 95 124 65 95 124 65
Avg Bars in Winners 110 138 83 110 138 83
Avg Bars in Losers 81 113 51 81 113 51
Bars Traded 18346 11959 6387 18346 11959 6387
Profit Streak 14.9594 0 18.2094 14.9594 0 18.2094
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309319 331154 -580647 -579226 -99194 -582313
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19058,
    "evaluation_days": 1588.17,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623427200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150891755,
    "expiration_time": 1764087033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 210,
            "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": [
        [
            322474.9243310514,
            392976.4279784096,
            -70501.5036473578,
            -93394.4639908536,
            349605.4443767352,
            -442999.9083675885
        ],
        [
            322.474924,
            392.976428,
            -70.501504,
            -93.394464,
            349.605444,
            -442.999908
        ],
        [
            0.203048,
            0.24744,
            -0.044392,
            -0.170948,
            0.094695,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -359167,
            -141947,
            -231479,
            -2154678,
            -874189,
            -1288965
        ],
        [
            1.27799,
            1.632252,
            0.869071,
            0.976707,
            1.172543,
            0.776646
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            45.595855,
            45.833333,
            45.360825,
            45.595855,
            45.833333,
            45.360825
        ],
        [
            1.524874,
            1.929025,
            1.046836,
            1.165389,
            1.385733,
            0.935505
        ],
        [
            369973,
            369973,
            47122,
            773910,
            773910,
            404591
        ],
        [
            -71829,
            -64295,
            -71829,
            -487686,
            -487686,
            -282286
        ],
        [
            95,
            124,
            65,
            95,
            124,
            65
        ],
        [
            110,
            138,
            83,
            110,
            138,
            83
        ],
        [
            81,
            113,
            51,
            81,
            113,
            51
        ],
        [
            18346,
            11959,
            6387,
            18346,
            11959,
            6387
        ],
        [
            14.959395,
            0,
            18.209395,
            14.959395,
            0,
            18.209395
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309319,
            331154,
            -580647,
            -579226,
            -99194,
            -582313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19058,
    "evaluation_days": 1588.17,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623427200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759150891755,
    "expiration_time": 1764087033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 210,
            "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)