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Trade: MASK/USDT/480/SINWMA/HL2/5785

Strategy
MASK/USDT/480/SINWMA/HL2/5785
Pair
MASK_USDT
Interval
8h
Score
462468
Daily Profit
0.296063
Profit Factor
1.558904
Profitability
50.197628
Streak
0.000000
Best Strategy
Training Data Length
1585.670000
Evaluation Time
2025-09-26 18:45
Expiration Time
2025-11-12 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469458.0972 348141.124 121316.9732 148615.7364 67793.9142 80821.8222
Total P&L (%) 469.4581 348.1411 121.317 148.6157 67.7939 80.8218
Avg Daily Profit (%) 0.2961 0.2196 0.0765 0.0575 0.0326 0.0374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107454 -116222 -74847 -175875 -107276 -109841
Profit Factor 1.5589 1.8022 1.2988 1.1809 1.1673 1.1943
Total Trades 253 126 127 253 126 127
Winning Trades 127 61 66 127 61 66
Losing Trades 126 65 61 126 65 61
Profitability (%) 50.1976 48.4127 51.9685 50.1976 48.4127 51.9685
Ratio Avg Win / Avg Loss 1.5466 1.9204 1.2004 1.1716 1.2438 1.1038
Largest Winning Trade 244645 244645 45916 52332 45760 52332
Largest Losing Trade -74847 -61583 -74847 -72436 -35166 -72436
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 16 14 18 16 14 18
Avg Bars in Losers 19 21 16 19 21 16
Bars Traded 4523 2262 2261 4523 2262 2261
Profit Streak 0 32.3233 0 0 32.3233 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462468 402772 -90403 -136063 -185988 -149489

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 1585.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626278400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758901533066,
    "expiration_time": 1762983648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 124
        }
    }
}
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": [
        [
            469458.0971915228,
            348141.1239555581,
            121316.9732359649,
            148615.7364050281,
            67793.9142217632,
            80821.8221832649
        ],
        [
            469.458097,
            348.141124,
            121.316973,
            148.615736,
            67.793914,
            80.821822
        ],
        [
            0.296063,
            0.219555,
            0.076508,
            0.057452,
            0.032646,
            0.037363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107454,
            -116222,
            -74847,
            -175875,
            -107276,
            -109841
        ],
        [
            1.558904,
            1.802194,
            1.298828,
            1.180946,
            1.167257,
            1.194283
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            126,
            65,
            61,
            126,
            65,
            61
        ],
        [
            50.197628,
            48.412698,
            51.968504,
            50.197628,
            48.412698,
            51.968504
        ],
        [
            1.546629,
            1.920371,
            1.200432,
            1.171647,
            1.243799,
            1.103807
        ],
        [
            244645,
            244645,
            45916,
            52332,
            45760,
            52332
        ],
        [
            -74847,
            -61583,
            -74847,
            -72436,
            -35166,
            -72436
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            19,
            21,
            16,
            19,
            21,
            16
        ],
        [
            4523,
            2262,
            2261,
            4523,
            2262,
            2261
        ],
        [
            0,
            32.323299,
            0,
            0,
            32.323299,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462468,
            402772,
            -90403,
            -136063,
            -185988,
            -149489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 1585.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626278400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758901533066,
    "expiration_time": 1762983648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 124
        }
    }
}

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)