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Trade: MASK/USDT/720/HMA/JMA/1671

Strategy
MASK/USDT/720/HMA/JMA/1671
Pair
MASK_USDT
Interval
12h
Score
456180
Daily Profit
0.207257
Profit Factor
1.506456
Profitability
75.510204
Streak
78.472663
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-27 14:20
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328294.8033 200789.5769 127505.2264 -1971.6835 -177036.1327 175064.4492
Total P&L (%) 328.2948 200.7896 127.5052 -1.9717 -177.0361 175.0644
Avg Daily Profit (%) 0.2073 0.1268 0.0805 -0.0013 0 0.0639
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120361 -89223 -140388 -565424 -498624 -327809
Profit Factor 1.5065 1.6707 1.3655 0.9988 0.7963 1.2413
Total Trades 98 49 49 98 49 49
Winning Trades 74 35 39 74 35 39
Losing Trades 24 14 10 24 14 10
Profitability (%) 75.5102 71.4286 79.5918 75.5102 71.4286 79.5918
Ratio Avg Win / Avg Loss 0.4886 0.6683 0.3501 0.3239 0.3185 0.3183
Largest Winning Trade 74565 74565 34940 123844 87558 123844
Largest Losing Trade -82408 -53478 -82408 -292652 -292652 -280330
Avg Bars in Trades 30 31 30 30 31 30
Avg Bars in Winners 22 20 23 22 20 23
Avg Bars in Losers 55 56 54 55 56 54
Bars Traded 2994 1522 1472 2994 1522 1472
Profit Streak 78.4727 78.4727 111.4727 78.4727 78.4727 111.4727
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456180 -19567 -81375 -575468 -576940 -104263
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627473600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972038120,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "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": [
        [
            328294.80330872,
            200789.5768802504,
            127505.2264284694,
            -1971.6835405495,
            -177036.1327239016,
            175064.4491833521
        ],
        [
            328.294803,
            200.789577,
            127.505226,
            -1.971684,
            -177.036133,
            175.064449
        ],
        [
            0.207257,
            0.126761,
            0.080496,
            -0.001257,
            0,
            0.063899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120361,
            -89223,
            -140388,
            -565424,
            -498624,
            -327809
        ],
        [
            1.506456,
            1.670679,
            1.365515,
            0.998764,
            0.796307,
            1.241259
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            75.510204,
            71.428571,
            79.591837,
            75.510204,
            71.428571,
            79.591837
        ],
        [
            0.48858,
            0.668272,
            0.350132,
            0.323923,
            0.318523,
            0.318272
        ],
        [
            74565,
            74565,
            34940,
            123844,
            87558,
            123844
        ],
        [
            -82408,
            -53478,
            -82408,
            -292652,
            -292652,
            -280330
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            2994,
            1522,
            1472,
            2994,
            1522,
            1472
        ],
        [
            78.472663,
            78.472663,
            111.472663,
            78.472663,
            78.472663,
            111.472663
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456180,
            -19567,
            -81375,
            -575468,
            -576940,
            -104263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627473600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972038120,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "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)