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Trade: MASK/USDT/480/ZLMA/HWMA/5021

Strategy
MASK/USDT/480/ZLMA/HWMA/5021
Pair
MASK_USDT
Interval
8h
Score
395512
Daily Profit
0.281164
Profit Factor
1.349173
Profitability
54.646840
Streak
0.000000
Best Strategy
Training Data Length
1590.330000
Evaluation Time
2025-10-01 07:53
Expiration Time
2025-11-17 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447143.3087 373816.6949 73326.6138 -3645.2924 100642.1881 -104287.4805
Total P&L (%) 447.1433 373.8167 73.3266 -3.6453 100.6422 -104.2875
Avg Daily Profit (%) 0.2812 0.2351 0.0461 -0.0023 0.0438 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158013 -122785 -164159 -323847 -214705 -302059
Profit Factor 1.3492 1.5792 1.1154 0.9981 1.1117 0.8923
Total Trades 269 135 134 269 135 134
Winning Trades 147 73 74 147 73 74
Losing Trades 122 62 60 122 62 60
Profitability (%) 54.6468 54.0741 55.2239 54.6468 54.0741 55.2239
Ratio Avg Win / Avg Loss 1.1197 1.3413 0.9044 0.8283 0.9442 0.7235
Largest Winning Trade 241601 241601 45583 69020 65812 69020
Largest Losing Trade -56613 -56613 -53419 -124379 -75178 -124379
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 4694 2360 2333 4694 2360 2333
Profit Streak 0 0 23.2036 0 0 23.2036
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395512 371540 -225239 -578490 -233114 -579475
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4771,
    "evaluation_days": 1590.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623571200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759294392531,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.38252
        }
    }
}
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": [
        [
            447143.3086996285,
            373816.6949142523,
            73326.6137853767,
            -3645.292394748,
            100642.1880723466,
            -104287.4804670949
        ],
        [
            447.143309,
            373.816695,
            73.326614,
            -3.645292,
            100.642188,
            -104.28748
        ],
        [
            0.281164,
            0.235056,
            0.046108,
            -0.002335,
            0.043796,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158013,
            -122785,
            -164159,
            -323847,
            -214705,
            -302059
        ],
        [
            1.349173,
            1.579226,
            1.115437,
            0.99805,
            1.11171,
            0.892269
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            122,
            62,
            60,
            122,
            62,
            60
        ],
        [
            54.64684,
            54.074074,
            55.223881,
            54.64684,
            54.074074,
            55.223881
        ],
        [
            1.119721,
            1.34126,
            0.904409,
            0.828313,
            0.944192,
            0.723461
        ],
        [
            241601,
            241601,
            45583,
            69020,
            65812,
            69020
        ],
        [
            -56613,
            -56613,
            -53419,
            -124379,
            -75178,
            -124379
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            4694,
            2360,
            2333,
            4694,
            2360,
            2333
        ],
        [
            0,
            0,
            23.203617,
            0,
            0,
            23.203617
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395512,
            371540,
            -225239,
            -578490,
            -233114,
            -579475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4771,
    "evaluation_days": 1590.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623571200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759294392531,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.38252
        }
    }
}

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)