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Trade: MASK/USDT/360/SINWMA/DCM/1472

Strategy
MASK/USDT/360/SINWMA/DCM/1472
Pair
MASK_USDT
Interval
6h
Score
335227
Daily Profit
0.256144
Profit Factor
1.560143
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1600.250000
Evaluation Time
2025-10-11 11:20
Expiration Time
2025-11-28 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409895.1283 286431.117 123464.0113 154778.5422 138129.7959 16648.7463
Total P&L (%) 409.8951 286.4311 123.464 154.7785 138.1298 16.6487
Avg Daily Profit (%) 0.2561 0.179 0.0772 0.0585 0.0542 0.0096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103272 -73726 -60526 -705293 -578851 -383660
Profit Factor 1.5601 1.6461 1.428 1.049 1.0731 1.0131
Total Trades 140 70 70 140 70 70
Winning Trades 63 33 30 63 33 30
Losing Trades 77 37 40 77 37 40
Profitability (%) 45 47.1429 42.8571 45 47.1429 42.8571
Ratio Avg Win / Avg Loss 1.9068 1.8457 1.904 1.2821 1.2031 1.3508
Largest Winning Trade 211971 211971 44547 467578 467578 187863
Largest Losing Trade -45774 -39184 -45774 -182981 -182981 -155564
Avg Bars in Trades 43 61 25 43 61 25
Avg Bars in Winners 57 73 38 57 73 38
Avg Bars in Losers 32 50 15 32 50 15
Bars Traded 6063 4296 1767 6063 4296 1767
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335227 -85010 -184916 -283096 -356214 -492166
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623736800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760170808848,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 85,
            "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": [
        [
            409895.1283094801,
            286431.1170171794,
            123464.0112923005,
            154778.542247442,
            138129.7959389513,
            16648.7463084912
        ],
        [
            409.895128,
            286.431117,
            123.464011,
            154.778542,
            138.129796,
            16.648746
        ],
        [
            0.256144,
            0.178991,
            0.077153,
            0.058459,
            0.054234,
            0.009624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103272,
            -73726,
            -60526,
            -705293,
            -578851,
            -383660
        ],
        [
            1.560143,
            1.646129,
            1.428003,
            1.048969,
            1.073069,
            1.013106
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            45,
            47.142857,
            42.857143,
            45,
            47.142857,
            42.857143
        ],
        [
            1.906842,
            1.84566,
            1.904004,
            1.282073,
            1.203138,
            1.350807
        ],
        [
            211971,
            211971,
            44547,
            467578,
            467578,
            187863
        ],
        [
            -45774,
            -39184,
            -45774,
            -182981,
            -182981,
            -155564
        ],
        [
            43,
            61,
            25,
            43,
            61,
            25
        ],
        [
            57,
            73,
            38,
            57,
            73,
            38
        ],
        [
            32,
            50,
            15,
            32,
            50,
            15
        ],
        [
            6063,
            4296,
            1767,
            6063,
            4296,
            1767
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335227,
            -85010,
            -184916,
            -283096,
            -356214,
            -492166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6401,
    "evaluation_days": 1600.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623736800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760170808848,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 85,
            "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)