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Trade: MASK/USDT/240/HMA/MIDPRICE/9254

Strategy
MASK/USDT/240/HMA/MIDPRICE/9254
Pair
MASK_USDT
Interval
4h
Score
399191
Daily Profit
0.224553
Profit Factor
1.487060
Profitability
52.100840
Streak
63.758696
Best Strategy
Training Data Length
1593.670000
Evaluation Time
2025-10-04 21:12
Expiration Time
2025-11-21 13:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357863.1096 289911.3029 67951.8067 -29048.435 143171.8606 -172220.2955
Total P&L (%) 357.8631 289.9113 67.9518 -29.0484 143.1719 -172.2203
Avg Daily Profit (%) 0.2246 0.1819 0.0426 -0.0215 0.0558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184573 -126534 -131112 -957581 -380701 -706114
Profit Factor 1.4871 1.7192 1.2049 0.9852 1.1505 0.8291
Total Trades 119 59 60 119 59 60
Winning Trades 62 30 32 62 30 32
Losing Trades 57 29 28 57 29 28
Profitability (%) 52.1008 50.8475 53.3333 52.1008 50.8475 53.3333
Ratio Avg Win / Avg Loss 1.3671 1.6619 1.0543 0.9057 1.1122 0.7255
Largest Winning Trade 329929 329929 44125 407236 407236 172443
Largest Losing Trade -62075 -49711 -62075 -565125 -135348 -565125
Avg Bars in Trades 76 101 51 76 101 51
Avg Bars in Winners 75 95 56 75 95 56
Avg Bars in Losers 77 108 46 77 108 46
Bars Traded 9094 5990 3104 9094 5990 3104
Profit Streak 63.7587 63.9254 63.7587 63.7587 63.9254 63.7587
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399191 -164872 -304363 -578747 -349015 -748553
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9562,
    "evaluation_days": 1593.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624737600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759601551389,
    "expiration_time": 1763724384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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": [
        [
            357863.109573401,
            289911.3029228564,
            67951.8066505448,
            -29048.4349667985,
            143171.8605577359,
            -172220.2955245343
        ],
        [
            357.86311,
            289.911303,
            67.951807,
            -29.048435,
            143.171861,
            -172.220296
        ],
        [
            0.224553,
            0.181914,
            0.042639,
            -0.021531,
            0.055774,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184573,
            -126534,
            -131112,
            -957581,
            -380701,
            -706114
        ],
        [
            1.48706,
            1.719162,
            1.204911,
            0.985172,
            1.1505,
            0.829099
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            52.10084,
            50.847458,
            53.333333,
            52.10084,
            50.847458,
            53.333333
        ],
        [
            1.367136,
            1.661856,
            1.054297,
            0.905723,
            1.11215,
            0.725461
        ],
        [
            329929,
            329929,
            44125,
            407236,
            407236,
            172443
        ],
        [
            -62075,
            -49711,
            -62075,
            -565125,
            -135348,
            -565125
        ],
        [
            76,
            101,
            51,
            76,
            101,
            51
        ],
        [
            75,
            95,
            56,
            75,
            95,
            56
        ],
        [
            77,
            108,
            46,
            77,
            108,
            46
        ],
        [
            9094,
            5990,
            3104,
            9094,
            5990,
            3104
        ],
        [
            63.758696,
            63.925363,
            63.758697,
            63.758697,
            63.925363,
            63.758697
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399191,
            -164872,
            -304363,
            -578747,
            -349015,
            -748553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9562,
    "evaluation_days": 1593.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624737600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759601551389,
    "expiration_time": 1763724384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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)