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Trade: MASK/USDT/720/SINWMA/SINWMA/9192

Strategy
MASK/USDT/720/SINWMA/SINWMA/9192
Pair
MASK_USDT
Interval
12h
Score
391452
Daily Profit
0.205341
Profit Factor
1.407176
Profitability
56.557377
Streak
26.524005
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 03:34
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 325260.3497 325430.7367 -170.387 -231918.3055 -42758.7479 -189159.5576
Total P&L (%) 325.2604 325.4307 -0.1704 -231.9183 -42.7587 -189.1596
Avg Daily Profit (%) 0.2053 0.2054 -0.0001 0 -0.0352 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184027 -135746 -173308 -215493 -128896 -178883
Profit Factor 1.4072 1.893 0.9996 0.6743 0.8646 0.5225
Total Trades 122 61 61 122 61 61
Winning Trades 69 34 35 50 27 23
Losing Trades 53 27 26 72 34 38
Profitability (%) 56.5574 55.7377 57.377 40.9836 44.2623 37.7049
Ratio Avg Win / Avg Loss 1.0809 1.5033 0.7426 0.9709 1.0888 0.8633
Largest Winning Trade 287475 287475 53925 54153 39033 54153
Largest Losing Trade -140766 -49404 -140766 -71990 -68401 -71990
Avg Bars in Trades 24 28 21 24 28 21
Avg Bars in Winners 22 25 19 28 33 23
Avg Bars in Losers 27 32 23 22 25 20
Bars Traded 3038 1741 1297 3038 1741 1297
Profit Streak 26.524 26.524 34.024 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391452 -148855 -740682 -583682 -742745 -747239

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846874021,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "offset": 13
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            325260.3496689199,
            325430.7366933632,
            -170.3870244433,
            -231918.3054527905,
            -42758.7478852883,
            -189159.5575675021
        ],
        [
            325.26035,
            325.430737,
            -0.170387,
            -231.918305,
            -42.758748,
            -189.159558
        ],
        [
            0.205341,
            0.205449,
            -0.000108,
            0,
            -0.035214,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184027,
            -135746,
            -173308,
            -215493,
            -128896,
            -178883
        ],
        [
            1.407176,
            1.89301,
            0.999608,
            0.674257,
            0.864611,
            0.522499
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            69,
            34,
            35,
            50,
            27,
            23
        ],
        [
            53,
            27,
            26,
            72,
            34,
            38
        ],
        [
            56.557377,
            55.737705,
            57.377049,
            40.983607,
            44.262295,
            37.704918
        ],
        [
            1.080874,
            1.503272,
            0.742566,
            0.97093,
            1.08877,
            0.86326
        ],
        [
            287475,
            287475,
            53925,
            54153,
            39033,
            54153
        ],
        [
            -140766,
            -49404,
            -140766,
            -71990,
            -68401,
            -71990
        ],
        [
            24,
            28,
            21,
            24,
            28,
            21
        ],
        [
            22,
            25,
            19,
            28,
            33,
            23
        ],
        [
            27,
            32,
            23,
            22,
            25,
            20
        ],
        [
            3038,
            1741,
            1297,
            3038,
            1741,
            1297
        ],
        [
            26.524005,
            26.524005,
            34.024005,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391452,
            -148855,
            -740682,
            -583682,
            -742745,
            -747239
        ]
    ]
}
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": 1624881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846874021,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "offset": 13
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)