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Trade: MASK/USDT/240/SSF/PWMA/2790

Strategy
MASK/USDT/240/SSF/PWMA/2790
Pair
MASK_USDT
Interval
4h
Score
359785
Daily Profit
0.174675
Profit Factor
1.446780
Profitability
61.764706
Streak
138.995805
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 22:53
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 276598.6533 193565.8217 83032.8316 12194.4795 86192.9761 -73998.4966
Total P&L (%) 276.5987 193.5658 83.0328 12.1945 86.193 -73.9985
Avg Daily Profit (%) 0.1747 0.1222 0.0524 0.0073 0.0393 -0.085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88656 -120389 -96561 -129751 -78303 -153593
Profit Factor 1.4468 1.667 1.2525 1.0214 1.376 0.7833
Total Trades 102 51 51 102 51 51
Winning Trades 63 30 33 63 30 33
Losing Trades 39 21 18 39 21 18
Profitability (%) 61.7647 58.8235 64.7059 61.7647 58.8235 64.7059
Ratio Avg Win / Avg Loss 0.8956 1.1669 0.6832 0.6323 0.9632 0.4272
Largest Winning Trade 89373 89373 39139 49486 49486 30350
Largest Losing Trade -59557 -55073 -59557 -91478 -41489 -91478
Avg Bars in Trades 89 95 83 89 95 83
Avg Bars in Winners 76 78 75 76 78 75
Avg Bars in Losers 110 120 97 110 120 97
Bars Traded 9113 4878 4235 9113 4878 4235
Profit Streak 138.9958 148.9958 138.9958 138.9958 148.9958 138.9958
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359785 -205303 -301562 -476034 -319103 -757575

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": 1624852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916437555,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 190,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "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": [
        [
            276598.6532545266,
            193565.8216542798,
            83032.8316002465,
            12194.479469141,
            86192.976118615,
            -73998.496649474
        ],
        [
            276.598653,
            193.565822,
            83.032832,
            12.194479,
            86.192976,
            -73.998497
        ],
        [
            0.174675,
            0.122239,
            0.052436,
            0.007267,
            0.039263,
            -0.08503
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88656,
            -120389,
            -96561,
            -129751,
            -78303,
            -153593
        ],
        [
            1.44678,
            1.666961,
            1.252477,
            1.021369,
            1.376007,
            0.783267
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            61.764706,
            58.823529,
            64.705882,
            61.764706,
            58.823529,
            64.705882
        ],
        [
            0.895626,
            1.166873,
            0.683169,
            0.632276,
            0.963205,
            0.427237
        ],
        [
            89373,
            89373,
            39139,
            49486,
            49486,
            30350
        ],
        [
            -59557,
            -55073,
            -59557,
            -91478,
            -41489,
            -91478
        ],
        [
            89,
            95,
            83,
            89,
            95,
            83
        ],
        [
            76,
            78,
            75,
            76,
            78,
            75
        ],
        [
            110,
            120,
            97,
            110,
            120,
            97
        ],
        [
            9113,
            4878,
            4235,
            9113,
            4878,
            4235
        ],
        [
            138.995805,
            148.995805,
            138.995805,
            138.995805,
            148.995805,
            138.995805
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359785,
            -205303,
            -301562,
            -476034,
            -319103,
            -757575
        ]
    ]
}
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": 1624852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916437555,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 190,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "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)