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Trade: MASK/USDT/720/HMA/PSAR/4159

Strategy
MASK/USDT/720/HMA/PSAR/4159
Pair
MASK_USDT
Interval
12h
Score
332363
Daily Profit
0.157789
Profit Factor
1.380825
Profitability
61.363636
Streak
58.787585
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-02 09:54
Expiration Time
2025-11-18 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275001.4308 251121.049 23880.3818 -96974.1308 127172.0029 -224146.1338
Total P&L (%) 275.0014 251.121 23.8804 -96.9741 127.172 -224.1461
Avg Daily Profit (%) 0.1728 0.1578 0.015 -0.2196 0.0516 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205799 -95677 -225903 -304192 -30360 -343493
Profit Factor 1.1988 1.3808 1.033 0.7692 3.8581 0.4032
Total Trades 264 132 132 264 132 132
Winning Trades 169 81 88 147 76 71
Losing Trades 95 51 44 117 56 61
Profitability (%) 64.0152 61.3636 66.6667 55.6818 57.5758 53.7879
Ratio Avg Win / Avg Loss 0.6739 0.8694 0.5165 0.6122 2.8428 0.3465
Largest Winning Trade 63944 63944 31300 61351 61161 61351
Largest Losing Trade -112461 -50809 -112461 -186103 -30360 -186103
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 8 9 10 10 9
Avg Bars in Losers 16 19 13 13 15 12
Bars Traded 3138 1707 1431 3138 1707 1431
Profit Streak 17.2876 58.7876 17.2876 17.2876 58.7876 17.2876
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318209 332363 -360201 -576904 -114517 -579644
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3183,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622764800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759388047394,
    "expiration_time": 1763488368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            275001.4307866966,
            251121.0489503818,
            23880.3818363146,
            -96974.1308188231,
            127172.0029324311,
            -224146.1337512541
        ],
        [
            275.001431,
            251.121049,
            23.880382,
            -96.974131,
            127.172003,
            -224.146134
        ],
        [
            0.172794,
            0.157789,
            0.015005,
            -0.21955,
            0.051571,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205799,
            -95677,
            -225903,
            -304192,
            -30360,
            -343493
        ],
        [
            1.19881,
            1.380825,
            1.032992,
            0.769166,
            3.858129,
            0.403245
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            169,
            81,
            88,
            147,
            76,
            71
        ],
        [
            95,
            51,
            44,
            117,
            56,
            61
        ],
        [
            64.015152,
            61.363636,
            66.666667,
            55.681818,
            57.575758,
            53.787879
        ],
        [
            0.673887,
            0.869408,
            0.516496,
            0.612193,
            2.842832,
            0.34645
        ],
        [
            63944,
            63944,
            31300,
            61351,
            61161,
            61351
        ],
        [
            -112461,
            -50809,
            -112461,
            -186103,
            -30360,
            -186103
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            8,
            9,
            10,
            10,
            9
        ],
        [
            16,
            19,
            13,
            13,
            15,
            12
        ],
        [
            3138,
            1707,
            1431,
            3138,
            1707,
            1431
        ],
        [
            17.287585,
            58.787585,
            17.287585,
            17.287586,
            58.787586,
            17.287586
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318209,
            332363,
            -360201,
            -576904,
            -114517,
            -579644
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3183,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622764800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759388047394,
    "expiration_time": 1763488368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)