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Trade: MASK/USDT/60/MIDPOINT/SINWMA/8581

Strategy
MASK/USDT/60/MIDPOINT/SINWMA/8581
Pair
MASK_USDT
Interval
1h
Score
394212
Daily Profit
0.320838
Profit Factor
1.371188
Profitability
59.611231
Streak
3.998444
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 18:57
Expiration Time
2025-12-22 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334207.1921 184333.5641 149873.628 496857.1848 -41486.365 538343.5499
Total P&L (%) 334.2072 184.3336 149.8736 496.8572 -41.4864 538.3436
Avg Daily Profit (%) 0.3208 0.177 0.1439 0.1717 -0.0514 0.1781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102497 -60011 -66743 -849521 -609218 -316953
Profit Factor 1.3712 1.4308 1.3172 1.1517 0.9773 1.372
Total Trades 463 231 232 463 231 232
Winning Trades 276 135 141 276 135 141
Losing Trades 187 96 91 187 96 91
Profitability (%) 59.6112 58.4416 60.7759 59.6112 58.4416 60.7759
Ratio Avg Win / Avg Loss 0.929 1.0175 0.8501 0.7804 0.695 0.8855
Largest Winning Trade 29338 28321 29338 114847 114568 114847
Largest Losing Trade -57733 -42579 -57733 -505403 -505403 -164608
Avg Bars in Trades 53 49 57 53 49 57
Avg Bars in Winners 39 35 44 39 35 44
Avg Bars in Losers 73 69 77 73 69 77
Bars Traded 24816 11522 13294 24816 11522 13294
Profit Streak 3.9984 0 5.4151 3.9984 0 5.4151
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394212 361980 28318 -44447 -579030 357884
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669935600000,
    "first_datapoint_time": 1670374800000,
    "last_datapoint_time": 1759935600000,
    "evaluation_time": 1759939065602,
    "expiration_time": 1766415600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "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": [
        [
            334207.1921058517,
            184333.5641414971,
            149873.6279643548,
            496857.1848458369,
            -41486.3650243489,
            538343.5498701858
        ],
        [
            334.207192,
            184.333564,
            149.873628,
            496.857185,
            -41.486365,
            538.34355
        ],
        [
            0.320838,
            0.17696,
            0.143878,
            0.171651,
            -0.051434,
            0.178114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102497,
            -60011,
            -66743,
            -849521,
            -609218,
            -316953
        ],
        [
            1.371188,
            1.430816,
            1.317193,
            1.151749,
            0.977294,
            1.372007
        ],
        [
            463,
            231,
            232,
            463,
            231,
            232
        ],
        [
            276,
            135,
            141,
            276,
            135,
            141
        ],
        [
            187,
            96,
            91,
            187,
            96,
            91
        ],
        [
            59.611231,
            58.441558,
            60.775862,
            59.611231,
            58.441558,
            60.775862
        ],
        [
            0.92903,
            1.017469,
            0.850103,
            0.780351,
            0.694964,
            0.88548
        ],
        [
            29338,
            28321,
            29338,
            114847,
            114568,
            114847
        ],
        [
            -57733,
            -42579,
            -57733,
            -505403,
            -505403,
            -164608
        ],
        [
            53,
            49,
            57,
            53,
            49,
            57
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            73,
            69,
            77,
            73,
            69,
            77
        ],
        [
            24816,
            11522,
            13294,
            24816,
            11522,
            13294
        ],
        [
            3.998444,
            0,
            5.415111,
            3.998444,
            0,
            5.415111
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394212,
            361980,
            28318,
            -44447,
            -579030,
            357884
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669935600000,
    "first_datapoint_time": 1670374800000,
    "last_datapoint_time": 1759935600000,
    "evaluation_time": 1759939065602,
    "expiration_time": 1766415600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "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)