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Trade: MASK/USDT/240/SINWMA/ALMA/9930

Strategy
MASK/USDT/240/SINWMA/ALMA/9930
Pair
MASK_USDT
Interval
4h
Score
331661
Daily Profit
0.164692
Profit Factor
1.393914
Profitability
58.474576
Streak
89.263143
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 17:18
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260789.0053 209928.767 50860.2383 -118983.7012 70690.0087 -189673.7099
Total P&L (%) 260.789 209.9288 50.8602 -118.9837 70.69 -189.6737
Avg Daily Profit (%) 0.1647 0.1326 0.0321 0 0.0338 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109598 -93139 -111662 -209933 -19060 -212781
Profit Factor 1.3939 1.7121 1.1385 0.5894 2.6471 0.2317
Total Trades 118 59 59 118 59 59
Winning Trades 69 34 35 50 27 23
Losing Trades 49 25 24 68 32 36
Profitability (%) 58.4746 57.6271 59.322 42.3729 45.7627 38.9831
Ratio Avg Win / Avg Loss 0.9899 1.2589 0.7807 0.8016 3.1373 0.3627
Largest Winning Trade 120461 120461 46013 69159 69159 19527
Largest Losing Trade -107059 -55257 -107059 -194645 -14903 -194645
Avg Bars in Trades 78 77 79 78 77 79
Avg Bars in Winners 65 59 70 92 97 86
Avg Bars in Losers 96 101 91 67 59 74
Bars Traded 9230 4556 4674 9230 4556 4674
Profit Streak 89.2631 89.2631 137.5965 0 0 0
Trades During Streak 6 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331661 -188238 -395206 -583430 -321057 -762020

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624550400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896335548,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 138,
            "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": [
        [
            260789.0053078123,
            209928.7669823077,
            50860.2383255047,
            -118983.7011821096,
            70690.0086698269,
            -189673.7098519365
        ],
        [
            260.789005,
            209.928767,
            50.860238,
            -118.983701,
            70.690009,
            -189.67371
        ],
        [
            0.164692,
            0.132573,
            0.032119,
            0,
            0.033771,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109598,
            -93139,
            -111662,
            -209933,
            -19060,
            -212781
        ],
        [
            1.393914,
            1.712145,
            1.138485,
            0.589423,
            2.647055,
            0.231709
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            69,
            34,
            35,
            50,
            27,
            23
        ],
        [
            49,
            25,
            24,
            68,
            32,
            36
        ],
        [
            58.474576,
            57.627119,
            59.322034,
            42.372881,
            45.762712,
            38.983051
        ],
        [
            0.989881,
            1.25893,
            0.780676,
            0.801616,
            3.13725,
            0.362675
        ],
        [
            120461,
            120461,
            46013,
            69159,
            69159,
            19527
        ],
        [
            -107059,
            -55257,
            -107059,
            -194645,
            -14903,
            -194645
        ],
        [
            78,
            77,
            79,
            78,
            77,
            79
        ],
        [
            65,
            59,
            70,
            92,
            97,
            86
        ],
        [
            96,
            101,
            91,
            67,
            59,
            74
        ],
        [
            9230,
            4556,
            4674,
            9230,
            4556,
            4674
        ],
        [
            89.263143,
            89.263143,
            137.596476,
            0,
            0,
            0
        ],
        [
            6,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331661,
            -188238,
            -395206,
            -583430,
            -321057,
            -762020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624550400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896335548,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 138,
            "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)