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Trade: MASK/USDT/60/MIDPRICE/SINWMA/5571

Strategy
MASK/USDT/60/MIDPRICE/SINWMA/5571
Pair
MASK_USDT
Interval
1h
Score
446355
Daily Profit
0.264046
Profit Factor
1.470189
Profitability
66.847826
Streak
43.309836
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 09:26
Expiration Time
2025-12-21 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275048.7251 170844.1201 104204.605 262950.8393 19792.8172 243158.0221
Total P&L (%) 275.0487 170.8441 104.2046 262.9508 19.7928 243.158
Avg Daily Profit (%) 0.264 0.164 0.1 0.1238 0.0173 0.1184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97115 -71003 -67808 -609588 -425104 -360150
Profit Factor 1.4702 1.6124 1.3405 1.1569 1.0219 1.3142
Total Trades 184 92 92 184 92 92
Winning Trades 123 58 65 123 58 65
Losing Trades 61 34 27 61 34 27
Profitability (%) 66.8478 63.0435 70.6522 66.8478 63.0435 70.6522
Ratio Avg Win / Avg Loss 0.7291 0.9452 0.5568 0.5738 0.5991 0.5459
Largest Winning Trade 38995 38995 34896 104144 89517 104144
Largest Losing Trade -54641 -34344 -54641 -301504 -301504 -259934
Avg Bars in Trades 131 126 135 131 126 135
Avg Bars in Winners 93 93 93 93 93 93
Avg Bars in Losers 208 183 238 208 183 238
Bars Traded 24161 11673 12487 24161 11673 12487
Profit Streak 43.3098 43.3098 52.8515 43.3098 43.3098 52.8515
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446355 386854 -56640 -72514 -371608 -32262
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669816800000,
    "first_datapoint_time": 1670576400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759818369802,
    "expiration_time": 1766296800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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": [
        [
            275048.7250977412,
            170844.120060673,
            104204.6050370682,
            262950.8393145904,
            19792.8171678026,
            243158.0221467875
        ],
        [
            275.048725,
            170.84412,
            104.204605,
            262.950839,
            19.792817,
            243.158022
        ],
        [
            0.264046,
            0.16401,
            0.100036,
            0.12383,
            0.017338,
            0.11844
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97115,
            -71003,
            -67808,
            -609588,
            -425104,
            -360150
        ],
        [
            1.470189,
            1.612426,
            1.340524,
            1.156915,
            1.021949,
            1.314156
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            123,
            58,
            65,
            123,
            58,
            65
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            66.847826,
            63.043478,
            70.652174,
            66.847826,
            63.043478,
            70.652174
        ],
        [
            0.729118,
            0.945215,
            0.556833,
            0.573755,
            0.599074,
            0.54588
        ],
        [
            38995,
            38995,
            34896,
            104144,
            89517,
            104144
        ],
        [
            -54641,
            -34344,
            -54641,
            -301504,
            -301504,
            -259934
        ],
        [
            131,
            126,
            135,
            131,
            126,
            135
        ],
        [
            93,
            93,
            93,
            93,
            93,
            93
        ],
        [
            208,
            183,
            238,
            208,
            183,
            238
        ],
        [
            24161,
            11673,
            12487,
            24161,
            11673,
            12487
        ],
        [
            43.309836,
            43.309836,
            52.851502,
            43.309836,
            43.309836,
            52.851502
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446355,
            386854,
            -56640,
            -72514,
            -371608,
            -32262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669816800000,
    "first_datapoint_time": 1670576400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759818369802,
    "expiration_time": 1766296800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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)