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Trade: MASK/USDT/720/FWMA/LINREG/4002

Strategy
MASK/USDT/720/FWMA/LINREG/4002
Pair
MASK_USDT
Interval
12h
Score
456649
Daily Profit
0.200120
Profit Factor
1.586081
Profitability
71.590909
Streak
68.328019
Best Strategy
Training Data Length
1600.500000
Evaluation Time
2025-10-11 10:52
Expiration Time
2025-11-28 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320292.3542 153698.2775 166594.0767 -480604.1821 -265112.6806 -215491.5015
Total P&L (%) 320.2924 153.6983 166.5941 -480.6042 -265.1127 -215.4915
Avg Daily Profit (%) 0.2001 0.096 0.1041 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158352 -73816 -140524 -1158600 -699643 -732977
Profit Factor 1.5861 1.5598 1.6126 0.787 0.7658 0.8083
Total Trades 88 44 44 88 44 44
Winning Trades 63 28 35 43 21 22
Losing Trades 25 16 9 45 23 22
Profitability (%) 71.5909 63.6364 79.5455 48.8636 47.7273 50
Ratio Avg Win / Avg Loss 0.6294 0.8913 0.4147 0.8236 0.8387 0.8083
Largest Winning Trade 62370 62370 37822 132173 132173 93179
Largest Losing Trade -123711 -54205 -123711 -491458 -402924 -491458
Avg Bars in Trades 33 31 36 33 31 36
Avg Bars in Winners 21 16 25 44 42 46
Avg Bars in Losers 65 58 78 24 21 27
Bars Traded 2987 1378 1609 2987 1378 1609
Profit Streak 68.328 68.328 123.328 0 0 0
Trades During Streak 7 3 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456649 -61553 -48368 -580984 -581603 -580719
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629374400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760169140886,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 174,
            "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": [
        [
            320292.3542413081,
            153698.2775096428,
            166594.0767316655,
            -480604.1820558647,
            -265112.6805567109,
            -215491.5014991539
        ],
        [
            320.292354,
            153.698278,
            166.594077,
            -480.604182,
            -265.112681,
            -215.491501
        ],
        [
            0.20012,
            0.096031,
            0.104089,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158352,
            -73816,
            -140524,
            -1158600,
            -699643,
            -732977
        ],
        [
            1.586081,
            1.559787,
            1.612629,
            0.786972,
            0.765813,
            0.808282
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            63,
            28,
            35,
            43,
            21,
            22
        ],
        [
            25,
            16,
            9,
            45,
            23,
            22
        ],
        [
            71.590909,
            63.636364,
            79.545455,
            48.863636,
            47.727273,
            50
        ],
        [
            0.629397,
            0.891307,
            0.414676,
            0.823575,
            0.838747,
            0.808282
        ],
        [
            62370,
            62370,
            37822,
            132173,
            132173,
            93179
        ],
        [
            -123711,
            -54205,
            -123711,
            -491458,
            -402924,
            -491458
        ],
        [
            33,
            31,
            36,
            33,
            31,
            36
        ],
        [
            21,
            16,
            25,
            44,
            42,
            46
        ],
        [
            65,
            58,
            78,
            24,
            21,
            27
        ],
        [
            2987,
            1378,
            1609,
            2987,
            1378,
            1609
        ],
        [
            68.328019,
            68.328019,
            123.328019,
            0,
            0,
            0
        ],
        [
            7,
            3,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456649,
            -61553,
            -48368,
            -580984,
            -581603,
            -580719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3201,
    "evaluation_days": 1600.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629374400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760169140886,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 174,
            "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)