← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: MASK/USDT/60/SSF/WMA/3068

Strategy
MASK/USDT/60/SSF/WMA/3068
Pair
MASK_USDT
Interval
1h
Score
436254
Daily Profit
0.231710
Profit Factor
1.331169
Profitability
71.031746
Streak
11.394289
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 21:27
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 241353.7682 139941.0439 101412.7243 97147.0351 262.4999 96884.5353
Total P&L (%) 241.3538 139.941 101.4127 97.147 0.2625 96.8845
Avg Daily Profit (%) 0.2317 0.1343 0.0974 0.0652 0.0003 0.0651
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76878 -72034 -58332 -243937 -239402 -102423
Profit Factor 1.3312 1.387 1.2762 1.0749 1.0004 1.1562
Total Trades 252 126 126 252 126 126
Winning Trades 179 86 93 179 86 93
Losing Trades 73 40 33 73 40 33
Profitability (%) 71.0317 68.254 73.8095 71.0317 68.254 73.8095
Ratio Avg Win / Avg Loss 0.5429 0.6451 0.4528 0.4384 0.4653 0.4103
Largest Winning Trade 37350 37350 29939 52659 52659 37096
Largest Losing Trade -58332 -48890 -58332 -128047 -128047 -102423
Avg Bars in Trades 97 98 95 97 98 95
Avg Bars in Winners 56 57 56 56 57 56
Avg Bars in Losers 195 188 205 195 188 205
Bars Traded 24498 12464 12034 24498 12464 12034
Profit Streak 11.3943 52.6443 11.3943 11.3943 52.6443 11.3943
Trades During Streak 4 9 2 4 9 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436254 -10929 -60484 -240100 -576218 -152206

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": 1669460400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758911266582,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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": [
        [
            241353.768232831,
            139941.0438919418,
            101412.7243408893,
            97147.0351480641,
            262.4998927448,
            96884.5352553193
        ],
        [
            241.353768,
            139.941044,
            101.412724,
            97.147035,
            0.2625,
            96.884535
        ],
        [
            0.23171,
            0.134349,
            0.097361,
            0.065187,
            0.000252,
            0.065059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76878,
            -72034,
            -58332,
            -243937,
            -239402,
            -102423
        ],
        [
            1.331169,
            1.387017,
            1.276176,
            1.074878,
            1.000388,
            1.156194
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            179,
            86,
            93,
            179,
            86,
            93
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            71.031746,
            68.253968,
            73.809524,
            71.031746,
            68.253968,
            73.809524
        ],
        [
            0.542879,
            0.645124,
            0.452837,
            0.438358,
            0.465297,
            0.410262
        ],
        [
            37350,
            37350,
            29939,
            52659,
            52659,
            37096
        ],
        [
            -58332,
            -48890,
            -58332,
            -128047,
            -128047,
            -102423
        ],
        [
            97,
            98,
            95,
            97,
            98,
            95
        ],
        [
            56,
            57,
            56,
            56,
            57,
            56
        ],
        [
            195,
            188,
            205,
            195,
            188,
            205
        ],
        [
            24498,
            12464,
            12034,
            24498,
            12464,
            12034
        ],
        [
            11.394289,
            52.644289,
            11.394289,
            11.394289,
            52.644289,
            11.394289
        ],
        [
            4,
            9,
            2,
            4,
            9,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436254,
            -10929,
            -60484,
            -240100,
            -576218,
            -152206
        ]
    ]
}
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": 1669460400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758911266582,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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)