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Trade: MASK/USDT/60/RMA/SINWMA/8833

Strategy
MASK/USDT/60/RMA/SINWMA/8833
Pair
MASK_USDT
Interval
1h
Score
458695
Daily Profit
0.315356
Profit Factor
1.440009
Profitability
66.527197
Streak
20.627372
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 17:03
Expiration Time
2025-12-19 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328497.4031 188398.2471 140099.156 286923.9207 135398.4481 151525.4726
Total P&L (%) 328.4974 188.3982 140.0992 286.9239 135.3984 151.5255
Avg Daily Profit (%) 0.3154 0.1809 0.1345 0.13 0.0822 0.0886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120563 -73970 -98699 -126436 -98428 -111441
Profit Factor 1.44 1.5049 1.3752 1.3882 1.3601 1.4173
Total Trades 239 120 119 239 120 119
Winning Trades 159 79 80 159 79 80
Losing Trades 80 41 39 80 41 39
Profitability (%) 66.5272 65.8333 67.2269 66.5272 65.8333 67.2269
Ratio Avg Win / Avg Loss 0.7245 0.781 0.6704 0.6985 0.7059 0.6909
Largest Winning Trade 37513 37513 29527 49628 40397 49628
Largest Losing Trade -74297 -44219 -74297 -67534 -61305 -67534
Avg Bars in Trades 103 97 108 103 97 108
Avg Bars in Winners 76 71 81 76 71 81
Avg Bars in Losers 155 145 165 155 145 165
Bars Traded 24617 11655 12962 24617 11655 12962
Profit Streak 20.6274 44.294 20.6274 20.6274 44.294 20.6274
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458695 377519 -12054 -15684 -81035 -73008
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669669200000,
    "first_datapoint_time": 1670252400000,
    "last_datapoint_time": 1759669200000,
    "evaluation_time": 1759673004949,
    "expiration_time": 1766149200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "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": [
        [
            328497.4030539411,
            188398.2470829138,
            140099.1559710272,
            286923.9206892137,
            135398.4480970312,
            151525.4725921824
        ],
        [
            328.497403,
            188.398247,
            140.099156,
            286.923921,
            135.398448,
            151.525473
        ],
        [
            0.315356,
            0.180862,
            0.134495,
            0.129978,
            0.08222,
            0.088587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120563,
            -73970,
            -98699,
            -126436,
            -98428,
            -111441
        ],
        [
            1.440009,
            1.50487,
            1.37519,
            1.38819,
            1.360108,
            1.417266
        ],
        [
            239,
            120,
            119,
            239,
            120,
            119
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            66.527197,
            65.833333,
            67.226891,
            66.527197,
            65.833333,
            67.226891
        ],
        [
            0.724533,
            0.781009,
            0.670405,
            0.69846,
            0.705879,
            0.690917
        ],
        [
            37513,
            37513,
            29527,
            49628,
            40397,
            49628
        ],
        [
            -74297,
            -44219,
            -74297,
            -67534,
            -61305,
            -67534
        ],
        [
            103,
            97,
            108,
            103,
            97,
            108
        ],
        [
            76,
            71,
            81,
            76,
            71,
            81
        ],
        [
            155,
            145,
            165,
            155,
            145,
            165
        ],
        [
            24617,
            11655,
            12962,
            24617,
            11655,
            12962
        ],
        [
            20.627372,
            44.294039,
            20.627372,
            20.627372,
            44.294039,
            20.627372
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458695,
            377519,
            -12054,
            -15684,
            -81035,
            -73008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669669200000,
    "first_datapoint_time": 1670252400000,
    "last_datapoint_time": 1759669200000,
    "evaluation_time": 1759673004949,
    "expiration_time": 1766149200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "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)