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Trade: MASK/USDT/60/JMA/SMA/5075

Strategy
MASK/USDT/60/JMA/SMA/5075
Pair
MASK_USDT
Interval
1h
Score
313124
Daily Profit
0.185961
Profit Factor
1.221928
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 02:52
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193700.5914 124870.5307 68830.0607 24564.5148 18301.1175 6263.3973
Total P&L (%) 193.7006 124.8705 68.8301 24.5645 18.3011 6.2634
Avg Daily Profit (%) 0.186 0.1199 0.0661 0.0211 0.0161 0.0058
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112010 -74431 -89155 -81269 -86273 -69823
Profit Factor 1.2219 1.281 1.1607 1.0363 1.0525 1.0191
Total Trades 375 187 188 375 187 188
Winning Trades 225 107 118 225 107 118
Losing Trades 150 80 70 150 80 70
Profitability (%) 60 57.2193 62.766 60 57.2193 62.766
Ratio Avg Win / Avg Loss 0.8146 0.9577 0.6885 0.6909 0.7869 0.6046
Largest Winning Trade 30883 30883 27339 24947 21531 24947
Largest Losing Trade -71439 -44947 -71439 -52172 -43203 -52172
Avg Bars in Trades 66 68 64 66 68 64
Avg Bars in Winners 46 45 46 46 45 46
Avg Bars in Losers 96 98 93 96 98 93
Bars Traded 24808 12739 12070 24808 12739 12070
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 313124 -33304 -148151 -347505 -342405 -549879

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668996000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758930719665,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 70,
            "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": [
        [
            193700.5914398893,
            124870.5307014083,
            68830.0607384809,
            24564.5147846869,
            18301.117517947,
            6263.3972667398
        ],
        [
            193.700591,
            124.870531,
            68.830061,
            24.564515,
            18.301118,
            6.263397
        ],
        [
            0.185961,
            0.119881,
            0.06608,
            0.02109,
            0.016136,
            0.005832
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112010,
            -74431,
            -89155,
            -81269,
            -86273,
            -69823
        ],
        [
            1.221928,
            1.280978,
            1.160669,
            1.036331,
            1.052493,
            1.019126
        ],
        [
            375,
            187,
            188,
            375,
            187,
            188
        ],
        [
            225,
            107,
            118,
            225,
            107,
            118
        ],
        [
            150,
            80,
            70,
            150,
            80,
            70
        ],
        [
            60,
            57.219251,
            62.765957,
            60,
            57.219251,
            62.765957
        ],
        [
            0.814618,
            0.957741,
            0.688533,
            0.690887,
            0.78691,
            0.604566
        ],
        [
            30883,
            30883,
            27339,
            24947,
            21531,
            24947
        ],
        [
            -71439,
            -44947,
            -71439,
            -52172,
            -43203,
            -52172
        ],
        [
            66,
            68,
            64,
            66,
            68,
            64
        ],
        [
            46,
            45,
            46,
            46,
            45,
            46
        ],
        [
            96,
            98,
            93,
            96,
            98,
            93
        ],
        [
            24808,
            12739,
            12070,
            24808,
            12739,
            12070
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313124,
            -33304,
            -148151,
            -347505,
            -342405,
            -549879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668996000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758930719665,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 70,
            "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)