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Trade: MASK/USDT/60/FWMA/DCM/3023

Strategy
MASK/USDT/60/FWMA/DCM/3023
Pair
MASK_USDT
Interval
1h
Score
504682
Daily Profit
0.178113
Profit Factor
1.204887
Profitability
77.264957
Streak
9.975267
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 01:24
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 185535.4532 101046.047 84489.4062 46646.2126 -23242.2314 69888.4441
Total P&L (%) 185.5355 101.046 84.4894 46.6462 -23.2422 69.8884
Avg Daily Profit (%) 0.1781 0.097 0.0811 0.0368 -0.0254 0.0509
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124645 -73717 -105928 -153333 -120274 -64879
Profit Factor 1.2049 1.2117 1.1973 1.0563 0.9522 1.2038
Total Trades 585 293 292 585 293 292
Winning Trades 452 224 228 452 224 228
Losing Trades 133 69 64 133 69 64
Profitability (%) 77.265 76.4505 78.0822 77.265 76.4505 78.0822
Ratio Avg Win / Avg Loss 0.3545 0.3733 0.3361 0.3108 0.2933 0.3379
Largest Winning Trade 29716 29716 12552 22196 16686 22196
Largest Losing Trade -62360 -43309 -62360 -102330 -102330 -32406
Avg Bars in Trades 42 45 39 42 45 39
Avg Bars in Winners 21 21 22 21 21 22
Avg Bars in Losers 111 124 97 111 124 97
Bars Traded 24733 13336 11397 24733 13336 11397
Profit Streak 9.9753 9.9753 19.8503 9.9753 9.9753 19.8503
Trades During Streak 8 4 7 8 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504682 -59601 -83623 -296967 -574789 -120883
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669615200000,
    "first_datapoint_time": 1670122800000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759616663132,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "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": [
        [
            185535.453197155,
            101046.0469599665,
            84489.4062371886,
            46646.2126477643,
            -23242.2314269251,
            69888.4440746893
        ],
        [
            185.535453,
            101.046047,
            84.489406,
            46.646213,
            -23.242231,
            69.888444
        ],
        [
            0.178113,
            0.097004,
            0.08111,
            0.036761,
            -0.02539,
            0.05089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124645,
            -73717,
            -105928,
            -153333,
            -120274,
            -64879
        ],
        [
            1.204887,
            1.211736,
            1.197257,
            1.056273,
            0.952172,
            1.203771
        ],
        [
            585,
            293,
            292,
            585,
            293,
            292
        ],
        [
            452,
            224,
            228,
            452,
            224,
            228
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            77.264957,
            76.450512,
            78.082192,
            77.264957,
            76.450512,
            78.082192
        ],
        [
            0.354535,
            0.373258,
            0.336072,
            0.310806,
            0.293303,
            0.337901
        ],
        [
            29716,
            29716,
            12552,
            22196,
            16686,
            22196
        ],
        [
            -62360,
            -43309,
            -62360,
            -102330,
            -102330,
            -32406
        ],
        [
            42,
            45,
            39,
            42,
            45,
            39
        ],
        [
            21,
            21,
            22,
            21,
            21,
            22
        ],
        [
            111,
            124,
            97,
            111,
            124,
            97
        ],
        [
            24733,
            13336,
            11397,
            24733,
            13336,
            11397
        ],
        [
            9.975267,
            9.975268,
            19.850268,
            9.975268,
            9.975268,
            19.850268
        ],
        [
            8,
            4,
            7,
            8,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504682,
            -59601,
            -83623,
            -296967,
            -574789,
            -120883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669615200000,
    "first_datapoint_time": 1670122800000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759616663132,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "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)