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Trade: MASK/USDT/60/SWMA/SWMA/9264

Strategy
MASK/USDT/60/SWMA/SWMA/9264
Pair
MASK_USDT
Interval
1h
Score
397380
Daily Profit
0.211363
Profit Factor
1.349537
Profitability
68.571429
Streak
11.038189
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 00:55
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220160.1568 120639.751 99520.4058 103220.2065 -24128.2554 127348.4619
Total P&L (%) 220.1602 120.6398 99.5204 103.2202 -24.1283 127.3485
Avg Daily Profit (%) 0.2114 0.1158 0.0955 0.0681 -0.0265 0.0789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79084 -75440 -54703 -254388 -242776 -108115
Profit Factor 1.3495 1.3786 1.3198 1.089 0.9617 1.2399
Total Trades 210 105 105 210 105 105
Winning Trades 144 72 72 144 72 72
Losing Trades 66 33 33 66 33 33
Profitability (%) 68.5714 68.5714 68.5714 68.5714 68.5714 68.5714
Ratio Avg Win / Avg Loss 0.6185 0.6319 0.6049 0.4991 0.4408 0.5683
Largest Winning Trade 45788 45788 30786 71695 71695 70277
Largest Losing Trade -54703 -48916 -54703 -183900 -183900 -105338
Avg Bars in Trades 116 118 114 116 118 114
Avg Bars in Winners 71 74 69 71 74 69
Avg Bars in Losers 214 215 213 214 215 213
Bars Traded 24494 12463 12031 24494 12463 12031
Profit Streak 11.0382 49.9132 11.0382 11.0382 49.9132 11.0382
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397380 -35495 -63825 -221742 -576790 -86530
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669478400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758923699578,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 209,
            "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": [
        [
            220160.1568039814,
            120639.7509857582,
            99520.4058182232,
            103220.206541197,
            -24128.255376362,
            127348.4619175589
        ],
        [
            220.160157,
            120.639751,
            99.520406,
            103.220207,
            -24.128255,
            127.348462
        ],
        [
            0.211363,
            0.115819,
            0.095544,
            0.068102,
            -0.026506,
            0.078881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79084,
            -75440,
            -54703,
            -254388,
            -242776,
            -108115
        ],
        [
            1.349537,
            1.378616,
            1.319767,
            1.088959,
            0.961671,
            1.23991
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            68.571429,
            68.571429,
            68.571429,
            68.571429,
            68.571429,
            68.571429
        ],
        [
            0.618538,
            0.631866,
            0.604893,
            0.499106,
            0.440766,
            0.568292
        ],
        [
            45788,
            45788,
            30786,
            71695,
            71695,
            70277
        ],
        [
            -54703,
            -48916,
            -54703,
            -183900,
            -183900,
            -105338
        ],
        [
            116,
            118,
            114,
            116,
            118,
            114
        ],
        [
            71,
            74,
            69,
            71,
            74,
            69
        ],
        [
            214,
            215,
            213,
            214,
            215,
            213
        ],
        [
            24494,
            12463,
            12031,
            24494,
            12463,
            12031
        ],
        [
            11.038189,
            49.913189,
            11.038189,
            11.03819,
            49.91319,
            11.03819
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397380,
            -35495,
            -63825,
            -221742,
            -576790,
            -86530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669478400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758923699578,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 209,
            "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)