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Trade: MASK/USDT/360/HWMA/DCM/4197

Strategy
MASK/USDT/360/HWMA/DCM/4197
Pair
MASK_USDT
Interval
6h
Score
352453
Daily Profit
0.167058
Profit Factor
1.336361
Profitability
71.808511
Streak
0.000000
Best Strategy
Training Data Length
1592.500000
Evaluation Time
2025-10-03 17:22
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266039.6325 207867.4307 58172.2018 -186695.1655 161413 -348108.1655
Total P&L (%) 266.0396 207.8674 58.1722 -186.6952 161.413 -348.1082
Avg Daily Profit (%) 0.1671 0.1305 0.0365 0 0.0604 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200141 -136037 -155557 -462697 -170411 -361413
Profit Factor 1.3364 1.5283 1.1464 0.7984 1.3954 0.3279
Total Trades 188 94 94 188 94 94
Winning Trades 135 66 69 54 28 26
Losing Trades 53 28 25 134 66 68
Profitability (%) 71.8085 70.2128 73.4043 28.7234 29.7872 27.6596
Ratio Avg Win / Avg Loss 0.5246 0.6484 0.4154 1.9813 3.289 0.8575
Largest Winning Trade 51899 51899 27824 216696 216696 46035
Largest Losing Trade -155557 -65635 -155557 -206189 -51555 -206189
Avg Bars in Trades 32 47 17 32 47 17
Avg Bars in Winners 13 15 11 78 122 30
Avg Bars in Losers 82 124 35 14 16 12
Bars Traded 6158 4498 1660 6158 4498 1660
Profit Streak 0 0 72.8488 13.3488 15.8488 0
Trades During Streak 0 0 6 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352453 -16360 -201269 -589815 -118989 -598896
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625788800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501335893,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11955,
            "nb": 0.97659,
            "nc": 0.02476
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "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": [
        [
            266039.6325067056,
            207867.4307049515,
            58172.2018017539,
            -186695.1654740053,
            161413.0000166529,
            -348108.1654906584
        ],
        [
            266.039633,
            207.867431,
            58.172202,
            -186.695165,
            161.413,
            -348.108165
        ],
        [
            0.167058,
            0.130529,
            0.036529,
            0,
            0.060359,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200141,
            -136037,
            -155557,
            -462697,
            -170411,
            -361413
        ],
        [
            1.336361,
            1.528263,
            1.146366,
            0.798428,
            1.39535,
            0.32787
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            135,
            66,
            69,
            54,
            28,
            26
        ],
        [
            53,
            28,
            25,
            134,
            66,
            68
        ],
        [
            71.808511,
            70.212766,
            73.404255,
            28.723404,
            29.787234,
            27.659574
        ],
        [
            0.524645,
            0.648354,
            0.41535,
            1.981284,
            3.28904,
            0.857506
        ],
        [
            51899,
            51899,
            27824,
            216696,
            216696,
            46035
        ],
        [
            -155557,
            -65635,
            -155557,
            -206189,
            -51555,
            -206189
        ],
        [
            32,
            47,
            17,
            32,
            47,
            17
        ],
        [
            13,
            15,
            11,
            78,
            122,
            30
        ],
        [
            82,
            124,
            35,
            14,
            16,
            12
        ],
        [
            6158,
            4498,
            1660,
            6158,
            4498,
            1660
        ],
        [
            0,
            0,
            72.848795,
            13.348795,
            15.848795,
            0
        ],
        [
            0,
            0,
            6,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352453,
            -16360,
            -201269,
            -589815,
            -118989,
            -598896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625788800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501335893,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11955,
            "nb": 0.97659,
            "nc": 0.02476
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "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)